Add Excel wrappers for more products and curve node types

Added:
  - IborFixingDeposit
  - TermDeposit
  - Fra
  - FxNdf
  - FxSingle
  - FxSwap
  - IborFuture
  - FixedInflationSwap
  - FixedRateSwapLeg
  - IborIborSwap
  - InflationRateSwapLeg
  - OvernightIborSwap
  - ThreeLegBasisSwap
  - XCcyIborIborSwap

Author: tonyroberts

examples/swap-pricer.xlsx

@@ -0,0 +1,51 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.basics.currency;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.basics.currency.Currency;
+import com.opengamma.strata.basics.currency.FxRate;
+    
+
+public class FxRateXL {
+    private final ExcelAddIn xl;
+
+    public FxRateXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelFunction(
+        value = "og.FxRate.of",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("base"),
+        @ExcelArgument("counter"),
+        @ExcelArgument("rate")
+    })
+    public FxRate of(Currency base, Currency counter, double rate) {
+        return FxRate.of(base, counter, rate);
+    }
+
+    @ExcelFunction(
+        value = "og.FxRate.toString",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("fxRate")
+    })
+    public String toString(FxRate fxRate) {
+        return fxRate.toString();
+    }
+}

src/main/java/com/exceljava/strataexcel/basics/currency/FxRateXL.java

@@ -14,6 +14,7 @@
 import com.exceljava.jinx.ExcelArguments;
 import com.exceljava.jinx.ExcelFunction;
 import com.opengamma.strata.basics.date.Tenor;
+import java.time.Period;
 
 
 public class TenorXL {
@@ -392,6 +393,19 @@ public Tenor TENOR_9Y() {
         return Tenor.TENOR_9Y;
     }
 
+    @ExcelArgumentConverter
+    @ExcelFunction(
+        value = "og.Tenor.getPeriod",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("tenor")
+    })
+    public Period getPeriod(Tenor tenor) {
+        return tenor.getPeriod();
+    }
+
     @ExcelArgumentConverter
     @ExcelFunction(
         value = "og.Tenor.parse",

src/main/java/com/exceljava/strataexcel/basics/date/TenorXL.java

@@ -0,0 +1,52 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.basics.index;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArgumentConverter;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.basics.date.Tenor;
+import com.opengamma.strata.basics.index.FloatingRateIndex;
+    
+
+public class FloatingRateIndexXL {
+    private final ExcelAddIn xl;
+
+    public FloatingRateIndexXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelArgumentConverter
+    @ExcelFunction(
+        value = "og.FloatingRateIndex.parse",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("indexStr")
+    })
+    public FloatingRateIndex parse(String indexStr) {
+        return FloatingRateIndex.parse(indexStr);
+    }
+
+    @ExcelFunction(
+        value = "og.FloatingRateIndex.parseWithTenor",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("indexStr"),
+        @ExcelArgument("defaultIborTenor")
+    })
+    public FloatingRateIndex parse(String indexStr, Tenor defaultIborTenor) {
+        return FloatingRateIndex.parse(indexStr, defaultIborTenor);
+    }
+}

src/main/java/com/exceljava/strataexcel/basics/index/FloatingRateIndexXL.java

@@ -0,0 +1,38 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.basics.index;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArgumentConverter;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.basics.index.PriceIndex;
+    
+
+public class PriceIndexXL {
+    private final ExcelAddIn xl;
+
+    public PriceIndexXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelArgumentConverter
+    @ExcelFunction(
+        value = "og.PriceIndex.of",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("uniqueName")
+    })
+    public PriceIndex of(String uniqueName) {
+        return PriceIndex.of(uniqueName);
+    }
+}

src/main/java/com/exceljava/strataexcel/basics/index/PriceIndexXL.java

@@ -0,0 +1,51 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.data;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArgumentConverter;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.data.FxMatrixId;
+import com.opengamma.strata.data.ObservableSource;
+    
+
+public class FxMatrixIdXL {
+    private final ExcelAddIn xl;
+
+    public FxMatrixIdXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelArgumentConverter
+    @ExcelFunction(
+        value = "og.FxMatrixId.of",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("observableSource")
+    })
+    public FxMatrixId of(ObservableSource observableSource) {
+        return FxMatrixId.of(observableSource);
+    }
+
+    @ExcelFunction(
+        value = "og.FxMatrixId.toString",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("fxMatrixId")
+    })
+    public String toString(FxMatrixId fxMatrixId) {
+        return fxMatrixId.toString();
+    }
+}

src/main/java/com/exceljava/strataexcel/data/FxMatrixIdXL.java

@@ -0,0 +1,50 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.data;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.basics.currency.Currency;
+import com.opengamma.strata.data.FxRateId;
+    
+
+public class FxRateIdXL {
+    private final ExcelAddIn xl;
+
+    public FxRateIdXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelFunction(
+        value = "og.FxRateId.of",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("base"),
+        @ExcelArgument("counter")
+    })
+    public FxRateId of(Currency base, Currency counter) {
+        return FxRateId.of(base, counter);
+    }
+
+    @ExcelFunction(
+        value = "og.FxRateId.toString",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("fxRateId")
+    })
+    public String toString(FxRateId fxRateId) {
+        return fxRateId.toString();
+    }
+}

src/main/java/com/exceljava/strataexcel/data/FxRateIdXL.java

@@ -0,0 +1,47 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.data;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArgumentConverter;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.data.ObservableSource;
+    
+
+public class ObservableSourceXL {
+    private final ExcelAddIn xl;
+
+    public ObservableSourceXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelFunction(
+        value = "og.ObservableSource.NONE",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    public ObservableSource NONE() {
+        return ObservableSource.NONE;
+    }
+    
+    @ExcelArgumentConverter
+    @ExcelFunction(
+        value = "og.ObservableSource.of",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("name")
+    })
+    public ObservableSource of(String name) {
+        return ObservableSource.of(name);
+    }
+}

src/main/java/com/exceljava/strataexcel/data/ObservableSourceXL.java

@@ -0,0 +1,36 @@
+/*
+ * THIS FILE IS AUTO-GENERATED
+ *
+ * Copyright (C) 2017 - present by Tony Roberts.
+ *
+ * Please see distribution for license.
+ *
+ */
+package com.exceljava.strataexcel.market.curve.node;
+
+import com.exceljava.jinx.ExcelAddIn;
+import com.exceljava.jinx.ExcelArgument;
+import com.exceljava.jinx.ExcelArguments;
+import com.exceljava.jinx.ExcelFunction;
+import com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode;
+    
+
+public class FixedInflationSwapCurveNodeXL {
+    private final ExcelAddIn xl;
+
+    public FixedInflationSwapCurveNodeXL(ExcelAddIn xl) {
+        this.xl = xl;
+    }
+    
+    @ExcelFunction(
+        value = "og.FixedInflationSwapCurveNode.toString",
+        category = "Strata",
+        isThreadSafe = true
+    )
+    @ExcelArguments({
+        @ExcelArgument("fixedInflationSwapCurveNode")
+    })
+    public String toString(FixedInflationSwapCurveNode fixedInflationSwapCurveNode) {
+        return fixedInflationSwapCurveNode.toString();
+    }
+}