Package com.opengamma.core.config

Examples of com.opengamma.core.config.ConfigSource

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      resultCurveName = callCurveName;
      resultCurveConfigName = callCurveCalculationConfigName;
    } 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 " + resultCurrency);
      return null;
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    _comboBox = new JComboBox<ViewEntry>();
    _comboBox.setModel(getViewComboBoxModel());
    _comboBox.setRenderer(getViewListCellRenderer());
    viewSelectionPanel.add(_comboBox);

    final ConfigSource configSource = getToolContext().getConfigSource();
    final PositionSource positionSource = getToolContext().getPositionSource();
    final SecuritySource securitySource = getToolContext().getSecuritySource();
   
    _failuresTreeTable = new JXTreeTable(new DefaultTreeTableModel());
    _failuresTreeTable.setShowsRootHandles(true);
    _failuresTreeTable.setSelectionMode(ListSelectionModel.SINGLE_SELECTION);
   
    JPanel panel = new JPanel();
    mainPanel.add(panel, BorderLayout.CENTER);
    panel.setLayout(new BorderLayout(0, 0));
   
    _splitPane = new JSplitPane();
    panel.add(_splitPane);
   
    JScrollPane failuresScrollPane = new JScrollPane(_failuresTreeTable);
    _splitPane.setRightComponent(failuresScrollPane);
   
    _portfolioTree = new JPortfolioTree(new DefaultTreeModel(null), getToolContext().getConfigSource());
    JScrollPane scrollPane = new JScrollPane(_portfolioTree);
    _splitPane.setLeftComponent(scrollPane);
   
    _portfolioTree.addTreeSelectionListener(new TreeSelectionListener() {
      @Override
      public void valueChanged(TreeSelectionEvent e) {
        JTree portfolioTree = (JTree) e.getSource();
        updateTreeTableModel(portfolioTree);
      }
    });
   
    _comboBox.addActionListener(new ActionListener() {
      @Override
      public void actionPerformed(ActionEvent e) {
        JComboBox<ViewEntry> cb = (JComboBox<ViewEntry>) e.getSource();
        final ViewEntry viewEntry = (ViewEntry) cb.getSelectedItem();
        if (viewEntry != null) {
          SwingUtilities.invokeLater(new Runnable() {
            @Override
            public void run() {
              ConfigItem<ViewDefinition> configItem = (ConfigItem<ViewDefinition>) configSource.get(viewEntry.getUniqueId());
              if (configItem.getValue() != null) {
                _portfolioTree.setModel(getPortfolioTreeModel(configItem.getValue().getPortfolioId(), getToolContext()));
              } else {
                JOptionPane.showMessageDialog(null, "There is no portfolio set in the selected view", "No portfolio", JOptionPane.ERROR_MESSAGE);
              }
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    Set<ExternalId> curveNodesExternalIds;

    Set<ExternalId> initialRateExternalIds;

    final ConfigSource configSource = getToolContext().getConfigSource();
    final ConfigMaster configMaster = getToolContext().getConfigMaster();

    // Find all matching curves
    final List<YieldCurveDefinition> curves = getCurveDefinitionNames(configMaster, getCommandLine().getOptionValue(CURVE_NAME_OPT));
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  }

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
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    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    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);
    }
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    final Set<String> curveCalculationConfigNames = constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    if (curveCalculationConfigNames == null || curveCalculationConfigNames.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.debug("Could not find curve calculation configuration named {}", curveCalculationConfigName);
      return null;
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      throw new OpenGammaRuntimeException("Expecting an InterpolatedDoublesSurface; got " + volatilitySurface.getSurface().getClass());
    }
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    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);
    }
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    final Set<String> curveCalculationConfigNames = constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    if (curveCalculationConfigNames == null || curveCalculationConfigNames.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;
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  protected abstract Double getTimeToMaturity(int n, LocalDate date, Calendar calendar);
 
  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
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    final boolean useFiniteDifference = Boolean.parseBoolean(useFiniteDifferenceName);
    final Decomposition<?> decomposition = DecompositionFactory.getDecomposition(decompositionName);
    final String interpolatorName = desiredValue.getConstraint(InterpolatedDataProperties.X_INTERPOLATOR_NAME);
    final String leftExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
    final String rightExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBFXForwardCurveDefinitionSource fxCurveDefinitionSource = new ConfigDBFXForwardCurveDefinitionSource(configSource);
    final ConfigDBFXForwardCurveSpecificationSource fxCurveSpecificationSource = new ConfigDBFXForwardCurveSpecificationSource(configSource);
    final CurrencyPairs currencyPairs = OpenGammaExecutionContext.getCurrencyPairsSource(executionContext).getCurrencyPairs(CurrencyPairs.DEFAULT_CURRENCY_PAIRS);
    final Currency baseCurrency = currencyPairs.getCurrencyPair(domesticCurrency, foreignCurrency).getBase();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
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Related Classes of com.opengamma.core.config.ConfigSource

  • com.opengamma.component.factory.source.ConfigSourceComponentFactory
  • com.opengamma.component.factory.source.UserFinancialConfigSourceComponentFactory
  • com.opengamma.engine.function.blacklist.ConfigDBFunctionBlacklistPolicySourceTest
  • com.opengamma.financial.analytics.model.bondfutureoption.BondFutureOptionBlackFunction
  • com.opengamma.financial.analytics.model.curve.forward.ForwardSwapCurveMarketDataFunction
  • com.opengamma.financial.analytics.model.curve.forward.FXForwardPointsCurveMarketDataFunction
  • com.opengamma.financial.analytics.model.curve.future.EquityFuturePriceCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.FXImpliedYieldCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.FXImpliedYieldCurveSeriesFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MultiYieldCurveFunction
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