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Initial version with swap pricer example
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‎examples/swap-pricer.xlsx‎

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‎pom.xml‎

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<?xml version="1.0" encoding="UTF-8"?>
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<project xmlns="http://maven.apache.org/POM/4.0.0"
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xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
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xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
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<modelVersion>4.0.0</modelVersion>
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<groupId>com.jinx</groupId>
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<artifactId>strata-excel</artifactId>
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<version>1.0-SNAPSHOT</version>
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<packaging>jar</packaging>
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<name>Strata-Excel</name>
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<description>Excel bindings for Strata</description>
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<!-- ==================================================================== -->
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<build>
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<resources>
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<resource>
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<directory>src/main/resources</directory>
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</resource>
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</resources>
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<plugins>
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<plugin>
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<groupId>org.apache.maven.plugins</groupId>
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<artifactId>maven-compiler-plugin</artifactId>
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<configuration>
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<source>1.8</source>
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<target>1.8</target>
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</configuration>
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</plugin>
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<plugin>
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<artifactId>maven-dependency-plugin</artifactId>
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<executions>
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<execution>
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<phase>package</phase>
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<goals>
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<goal>copy-dependencies</goal>
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</goals>
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<configuration>
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<outputDirectory>${project.build.directory}/lib</outputDirectory>
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</configuration>
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</execution>
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</executions>
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</plugin>
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</plugins>
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</build>
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<!-- ==================================================================== -->
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<dependencies>
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<!-- Jinx -->
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<dependency>
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<groupId>com.jinx</groupId>
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<artifactId>jinx</artifactId>
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<version>1.0-SNAPSHOT</version>
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</dependency>
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<!-- OpenGamma, relying on transitive dependencies -->
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<dependency>
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<groupId>com.opengamma.strata</groupId>
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<artifactId>strata-measure</artifactId>
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<version>1.5.2</version>
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</dependency>
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<dependency>
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<groupId>com.opengamma.strata</groupId>
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<artifactId>strata-report</artifactId>
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<version>1.5.2</version>
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</dependency>
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<dependency>
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<groupId>com.opengamma.strata</groupId>
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<artifactId>strata-loader</artifactId>
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<version>1.5.2</version>
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</dependency>
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</dependencies>
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</project>

‎src/main/java/com/jinx/strataexcel/basics/ReferenceDataXL.java‎

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/*
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* THIS FILE IS AUTO-GENERATED
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*
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* Copyright (C) 2017 - present by Tony Roberts.
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*
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* Please see distribution for license.
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*
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*/
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package com.jinx.strataexcel.basics;
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import com.jinx.ExcelAddIn;
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import com.jinx.ExcelArgument;
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import com.jinx.ExcelArguments;
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import com.jinx.ExcelFunction;
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import com.opengamma.strata.basics.ReferenceData;
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public class ReferenceDataXL {
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private final ExcelAddIn xl;
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public ReferenceDataXL(ExcelAddIn xl) {
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this.xl = xl;
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}
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@ExcelFunction(
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value = "og.ReferenceData.combinedWith",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("referenceData"),
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@ExcelArgument("other")
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})
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public ReferenceData combinedWith(ReferenceData referenceData, ReferenceData other) {
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return referenceData.combinedWith(other);
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}
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@ExcelFunction(
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value = "og.ReferenceData.empty",
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category = "Strata",
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isThreadSafe = true
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)
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public ReferenceData empty() {
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return ReferenceData.empty();
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}
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@ExcelFunction(
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value = "og.ReferenceData.minimal",
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category = "Strata",
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isThreadSafe = true
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)
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public ReferenceData minimal() {
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return ReferenceData.minimal();
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}
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@ExcelFunction(
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value = "og.ReferenceData.standard",
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category = "Strata",
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isThreadSafe = true
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)
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public ReferenceData standard() {
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return ReferenceData.standard();
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}
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}

‎src/main/java/com/jinx/strataexcel/basics/StandardIdXL.java‎

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/*
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* THIS FILE IS AUTO-GENERATED
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*
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* Copyright (C) 2017 - present by Tony Roberts.
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*
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* Please see distribution for license.
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*
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*/
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package com.jinx.strataexcel.basics;
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import com.jinx.ExcelAddIn;
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import com.jinx.ExcelArgument;
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import com.jinx.ExcelArgumentConverter;
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import com.jinx.ExcelArguments;
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import com.jinx.ExcelFunction;
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import com.opengamma.strata.basics.StandardId;
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public class StandardIdXL {
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private final ExcelAddIn xl;
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public StandardIdXL(ExcelAddIn xl) {
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this.xl = xl;
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}
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@ExcelFunction(
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value = "og.StandardId.of",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("scheme"),
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@ExcelArgument("value")
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})
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public StandardId of(String scheme, String value) {
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return StandardId.of(scheme, value);
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}
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@ExcelArgumentConverter
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@ExcelFunction(
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value = "og.StandardId.parse",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("str")
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})
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public StandardId parse(String str) {
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return StandardId.parse(str);
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}
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@ExcelFunction(
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value = "og.StandardId.toString",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("standardId")
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})
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public String toString(StandardId standardId) {
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return standardId.toString();
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}
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}

‎src/main/java/com/jinx/strataexcel/basics/currency/CurrencyAmountXL.java‎

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/*
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* THIS FILE IS AUTO-GENERATED
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*
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* Copyright (C) 2017 - present by Tony Roberts.
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*
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* Please see distribution for license.
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*
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*/
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package com.jinx.strataexcel.basics.currency;
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import com.jinx.ExcelAddIn;
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import com.jinx.ExcelArgument;
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import com.jinx.ExcelArgumentConverter;
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import com.jinx.ExcelArguments;
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import com.jinx.ExcelFunction;
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import com.opengamma.strata.basics.currency.Currency;
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import com.opengamma.strata.basics.currency.CurrencyAmount;
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public class CurrencyAmountXL {
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private final ExcelAddIn xl;
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public CurrencyAmountXL(ExcelAddIn xl) {
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this.xl = xl;
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}
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@ExcelFunction(
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value = "og.CurrencyAmount.getAmount",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("currencyAmount")
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})
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public double getAmount(CurrencyAmount currencyAmount) {
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return currencyAmount.getAmount();
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}
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@ExcelFunction(
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value = "og.CurrencyAmount.getCurrency",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("currencyAmount")
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})
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public Currency getCurrency(CurrencyAmount currencyAmount) {
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return currencyAmount.getCurrency();
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}
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@ExcelFunction(
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value = "og.CurrencyAmount.of",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("currency"),
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@ExcelArgument("amount")
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})
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public CurrencyAmount of(Currency currency, double amount) {
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return CurrencyAmount.of(currency, amount);
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}
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@ExcelArgumentConverter
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@ExcelFunction(
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value = "og.CurrencyAmount.parse",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("amountStr")
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})
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public CurrencyAmount parse(String amountStr) {
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return CurrencyAmount.parse(amountStr);
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}
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@ExcelFunction(
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value = "og.CurrencyAmount.toString",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("currencyAmount")
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})
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public String toString(CurrencyAmount currencyAmount) {
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return currencyAmount.toString();
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}
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@ExcelFunction(
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value = "og.CurrencyAmount.zero",
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category = "Strata",
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isThreadSafe = true
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)
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@ExcelArguments({
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@ExcelArgument("currency")
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})
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public CurrencyAmount zero(Currency currency) {
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return CurrencyAmount.zero(currency);
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}
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}

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