Examples of ConfigDBCurveCalculationConfigSource

Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    if (daysForwardNames == null || daysForwardNames.size() != 1) {
      return null;
    }
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
    }
    final Currency currency = FinancialSecurityUtils.getCurrency(target.getTrade().getSecurity());
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    final String relativeToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE);
    final String iterationsName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_MAX_ITERATIONS);
    final String decompositionName = desiredValue.getConstraint(PROPERTY_DECOMPOSITION);
    final String useFiniteDifferenceName = desiredValue.getConstraint(PROPERTY_USE_FINITE_DIFFERENCE);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final MultiCurveCalculationConfig curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource).getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final List<InstrumentDerivative> derivatives = new ArrayList<>();
    final DoubleArrayList marketValues = new DoubleArrayList();
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    if (definition == null) {
      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final String[] curveNames = curveCalculationConfig.getYieldCurveNames();
    final String[] fullCurveNames = new String[curveNames.length];
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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      s_logger.debug("Must specify a curve calculation config");
      return null;
    }
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.debug("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final String daysForward = desiredValue.getConstraint(PROPERTY_DAYS_TO_MOVE_FORWARD);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final String[] curveNames = curveCalculationConfig.getYieldCurveNames();
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
    }
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    final String relativeToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE);
    final String iterationsName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_MAX_ITERATIONS);
    final String decompositionName = desiredValue.getConstraint(PROPERTY_DECOMPOSITION);
    final String useFiniteDifferenceName = desiredValue.getConstraint(PROPERTY_USE_FINITE_DIFFERENCE);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final MultiCurveCalculationConfig curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource).getConfig(curveCalculationConfigName);
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final YieldCurveBundle knownCurves = getKnownCurves(curveCalculationConfig, targetSpec, inputs);
    final List<InstrumentDerivative> derivatives = new ArrayList<>();
    final DoubleArrayList marketValues = new DoubleArrayList();
    final DoubleArrayList initialRatesGuess = new DoubleArrayList();
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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    if (definition == null) {
      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final String[] curveNames = curveCalculationConfig.getYieldCurveNames();
    final String[] fullCurveNames = new String[curveNames.length];
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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      s_logger.debug("Must specify a curve calculation config");
      return null;
    }
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.debug("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
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Examples of com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource

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      resultCurveConfigName = receiveCurveCalculationConfig;
    } else {
      return null;
    }
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig resultCurveCalculationConfig = curveCalculationConfigSource.getConfig(resultCurveConfigName);
    if (resultCurveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + resultCurveConfigName + " for currency " + currency);
      return null;
    }
    requirements.add(getCurveSensitivitiesRequirement(payCurveName, payCurveCalculationConfig, receiveCurveName, receiveCurveCalculationConfig, target));
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