s_logger.warn("Snapshot does not contain any Volatility Surfaces.");
return;
}
for (Map.Entry<VolatilitySurfaceKey, VolatilitySurfaceSnapshot> entry : volatilitySurface.entrySet()) {
VolatilitySurfaceSnapshot surface = entry.getValue();
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.VOL_SURFACE.get());
tempRow.put(SnapshotColumns.NAME.get(), entry.getKey().getName());
tempRow.put(SnapshotColumns.SURFACE_TARGET.get(), entry.getKey().getTarget().toString());
tempRow.put(SnapshotColumns.SURFACE_INSTRUMENT_TYPE.get(), entry.getKey().getInstrumentType());
tempRow.put(SnapshotColumns.SURFACE_QUOTE_TYPE.get(), entry.getKey().getQuoteType());
tempRow.put(SnapshotColumns.SURFACE_QUOTE_UNITS.get(), entry.getKey().getQuoteUnits());
//Row written by writeOrdinatedValueSnapshot
writeOrdinatedValueSnapshot(tempRow, surface.getValues());
}
}