def get_hash_v2(swap_proto: ir_swap.InterestRateSwap) -> Tuple[int, bool]:
"""Computes hash key for the batching strategy."""
pay_leg = swap_proto.pay_leg
receive_leg = swap_proto.receive_leg
flip_legs, key = _get_legs_hash_key_v2(pay_leg, receive_leg)
bank_holidays = swap_proto.bank_holidays
h = utils.hasher(key + [bank_holidays])
return h, flip_legs
def _get_hash(
american_option_proto: american_option_pb2.AmericanEquityOption
) -> Tuple[int, types.CurrencyProtoType]:
"""Computes hash key for the batching strategy."""
currency = currencies.from_proto_value(american_option_proto.currency)
bank_holidays = american_option_proto.bank_holidays
business_day_convention = american_option_proto.business_day_convention
h = utils.hasher([bank_holidays, business_day_convention])
return h, currency
def _get_hash_v2(
fra_proto: fra.ForwardRateAgreement
) -> Tuple[int, types.CurrencyProtoType, period_pb2.Period,
rate_indices.RateIndex]:
"""Computes hash key for the batching strategy."""
currency = currencies.from_proto_value(fra_proto.currency)
bank_holidays = fra_proto.bank_holidays
daycount_convention = fra_proto.daycount_convention
business_day_convention = fra_proto.business_day_convention
# Get rate index
rate_index = fra_proto.floating_rate_term.floating_rate_type
rate_index = rate_indices.RateIndex.from_proto(rate_index)
rate_term = fra_proto.floating_rate_term.term
rate_type, multiplier = _frequency_and_multiplier(rate_term.type)
h = utils.hasher([
bank_holidays, daycount_convention, business_day_convention, rate_type
])
return h, currency, (rate_type, [multiplier * rate_term.amount
]), rate_index
def _get_hash(
fra_proto: fra.ForwardRateAgreement
) -> Tuple[int, types.CurrencyProtoType, period_pb2.Period,
rate_indices.RateIndex]:
"""Computes hash key for the batching strategy."""
currency = currencies.from_proto_value(fra_proto.currency)
bank_holidays = fra_proto.bank_holidays
daycount_convention = fra_proto.daycount_convention
business_day_convention = fra_proto.business_day_convention
# Get rate index
rate_index = fra_proto.floating_rate_term.floating_rate_type
rate_index = rate_indices.RateIndex.from_proto(rate_index)
rate_index.name = [rate_index.name]
rate_index.source = [rate_index.source]
rate_term = fra_proto.floating_rate_term.term
h = utils.hasher([
currency.value, bank_holidays, rate_term.type, rate_term.amount,
rate_index.type.value, daycount_convention, business_day_convention
])
return h, currency, rate_term, rate_index