June 2nd, 2015, 7:24 am
Hi,Scheme:I have N vanilla IR swaps configured in my Bloomberg Swap Manager (SWPM, transaction pricing/risk platform in Bloomberg). Each configured swap transaction is identified with unique Bloomberg ticker. By using this unique ticker, it is then possible to request different valuation fields for a swap transaction by using Bloomberg API.The purpose of the program is to read in all Bloomberg tickers from [source], send data request for Bloomberg API and finally, write result data for all requested transactions into [target].In essence, the program1. is first creating portfolio object, consisting of N different transactions (N vanilla IR swaps).2. is reading transaction data [bloomberg tickers] for each transaction from a selected source (file, console, database, excel, etc).3. is then requesting M valuation fields from Bloomberg API for each N transactions in portfolio.4. is finally writing out all M valuation fields for N transactions into a selected target (file, console, database, excel, etc).In order to decide how to create possible design as flexible as it could be, I have been thinking to :- use Builder pattern for creating transactions from different sources [bloomberg tickers for each swap transaction].- use Visitor pattern for writing the resulting data into different targets.What kind of design you would be using for this kind of scheme?Any comments or suggestions are mostly welcomed. Thanks.BR, Mike Juniperhill