Package com.opengamma.core.config

Examples of com.opengamma.core.config.ConfigSource

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  public Set<ExternalIdBundle> getFuturesExternalIds() {
    return _futuresExternalIds;
  }

  public void run(final ToolContext tools) {
    final ConfigSource configSource = tools.getConfigSource();
    final ConfigMaster configMaster = tools.getConfigMaster();
    final List<YieldCurveDefinition> curves = getForwardAndDiscountingCurves(configMaster);

    final Set<Currency> currencies = newHashSet();
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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 CurveSpecification curveSpecification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_SPECIFICATION, ComputationTargetSpecification.NULL, properties);
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    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    _securityConverter = new InterestRateInstrumentTradeOrSecurityConverter(holidaySource, conventionSource, regionSource, securitySource, true);
    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    _curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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  }

  @Override
  protected void doRun() throws Exception {
    ViewProcessor viewProcessor = getToolContext().getViewProcessor();
    ConfigSource configSource = getToolContext().getConfigSource();
    String viewDefName = getCommandLine().getOptionValue(VIEW_DEF_NAME_OPTION);
    boolean batchMode = getCommandLine().hasOption(BATCH_MODE_OPTION);
    ViewResultListener listener;
    if (getCommandLine().hasOption(RESULT_LISTENER_CLASS_OPTION)) {
      String listenerClass = getCommandLine().getOptionValue(RESULT_LISTENER_CLASS_OPTION);
      listener = instantiate(listenerClass, ViewResultListener.class);
    } else {
      listener = null;
    }
    String[] marketDataSpecStrs = getCommandLine().getOptionValues(MARKET_DATA_OPTION);
    List<MarketDataSpecification> marketDataSpecs = Lists.newArrayListWithCapacity(marketDataSpecStrs.length);
    for (String marketDataSpecStr : marketDataSpecStrs) {
      try {
        marketDataSpecs.add(MarketDataSpecificationParser.parse(marketDataSpecStr));
      } catch (IllegalArgumentException e) {
        s_logger.warn(MarketDataSpecificationParser.getUsageMessage());
        throw e;
      }
    }
    Map<String, Object> paramValues;
    if (getCommandLine().hasOption(PARAMETER_SCRIPT_OPTION)) {
      String paramScript = getCommandLine().getOptionValue(PARAMETER_SCRIPT_OPTION);
      ScenarioDslParameters params = new ScenarioDslParameters(FileUtils.readFileToString(new File(paramScript)));
      paramValues = params.getParameters();
    } else {
      paramValues = null;
    }
    String simulationScript = getCommandLine().getOptionValue(SIMULATION_SCRIPT_OPTION);
    Simulation simulation = SimulationUtils.createSimulationFromDsl(simulationScript, paramValues);
    VersionCorrection viewDefVersionCorrection = VersionCorrection.LATEST;
    Collection<ConfigItem<ViewDefinition>> viewDefs =
        configSource.get(ViewDefinition.class, viewDefName, viewDefVersionCorrection);
    if (viewDefs.isEmpty()) {
      throw new IllegalStateException("View definition " + viewDefName + " not found");
    }
    ConfigItem<ViewDefinition> viewDef = viewDefs.iterator().next();
    UniqueId viewDefId = viewDef.getUniqueId();
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    return result;
  }

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext myContext, final Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(myContext);
    final ConfigDBVolatilitySurfaceDefinitionSource definitionSource = new ConfigDBVolatilitySurfaceDefinitionSource(configSource);
    final ConfigDBVolatilitySurfaceSpecificationSource specificationSource = new ConfigDBVolatilitySurfaceSpecificationSource(configSource);
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new CompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), atZDT, definitionSource, specificationSource);
  }
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    final Instant expiry = findCurveExpiryDate(context.getSecuritySource(), atInstant, specification, atInstantZDT.with(LocalTime.MIDNIGHT).plusDays(1).minusNanos(1000000).toInstant());
    return new Triple<>((expiry != null) ? atInstantZDT.with(LocalTime.MIDNIGHT).toInstant() : null, expiry, specification);
  }

  private YieldCurveDefinition getDefinition(final FunctionCompilationContext context) {
    final ConfigSource configSource = OpenGammaCompilationContext
        .getConfigSource(context);
    return configSource.getLatestByName(YieldCurveDefinition.class, _curveName + "_" + _currency.getCode());
  }
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*/
public class VolatilitySurfaceSpecificationFunction extends AbstractFunction {

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(outerContext);
    final ConfigDBVolatilitySurfaceSpecificationSource source = new ConfigDBVolatilitySurfaceSpecificationSource(configSource);
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT).toInstant(), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant()) {

      @Override
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    final Set<String> curveConstructionConfigs = desiredValue.getConstraints().getValues(ValuePropertyNames.CURVE_CONSTRUCTION_CONFIG);
    if (curveConstructionConfigs == null || curveConstructionConfigs.size() != 1) {
      return null;
    }
    final String curveConstructionConfig = Iterables.getOnlyElement(curveConstructionConfigs);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveConstructionConfiguration constructionConfig = new ConfigDBCurveConstructionConfigurationSource(configSource).getCurveConstructionConfiguration(curveConstructionConfig);
    final Set<ValueRequirement> requirements = new HashSet<>();
    final List<CurveGroupConfiguration> groups = constructionConfig.getCurveGroups();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final CurveGroupConfiguration group : groups) {
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*/
public class VolatilitySurfaceDefinitionFunction extends AbstractFunction {

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

      @Override
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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 CurveDefinitionSource curveDefinitionSource = new ConfigDBCurveDefinitionSource(configSource);
    final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
    final CurveDefinition curveDefinition = curveDefinitionSource.getCurveDefinition(_curveName, VersionCorrection.of(versionTime, versionTime));
    if (curveDefinition == null) {
      throw new OpenGammaRuntimeException("Could not get curve definition called " + _curveName);
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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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