Package com.opengamma.core.marketdatasnapshot

Examples of com.opengamma.core.marketdatasnapshot.VolatilityCubeKey

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    volCube.setOtherValues(globalValues);
    volCube.setValues(new HashMap<VolatilityPoint, ValueSnapshot>());
    volCube.setStrikes(strikes);
    volCube.getValues().put(new VolatilityPoint(Tenor.DAY, Tenor.YEAR, -1), new ValueSnapshot(null, null));

    volCubes.put(new VolatilityCubeKey(Currency.USD, "Default"), volCube);
    snapshot1.setVolatilityCubes(volCubes);

    MarketDataSnapshotDocument doc1 = new MarketDataSnapshotDocument(snapshot1);
    doc1 = _snpMaster.add(doc1);
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  @Override
  VolatilityCubeKey getKey(ValueSpecification spec) {
    Currency currency = Currency.parse(spec.getTargetSpecification().getUniqueId().getValue());
    String cube = getSingleProperty(spec, ValuePropertyNames.CUBE);
    return new VolatilityCubeKey(currency, cube);
  }
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  @Override
  public StructureIdentifier<VolatilityCubeKey> getStructuredIdentifier(ValueSpecification spec) {
    Currency currency = Currency.parse(spec.getTargetSpecification().getUniqueId().getValue());
    String cube = getSingleProperty(spec, ValuePropertyNames.CUBE);
    VolatilityCubeKey key = new VolatilityCubeKey(currency, cube);
    return StructureIdentifier.of(key);
  }
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Related Classes of com.opengamma.core.marketdatasnapshot.VolatilityCubeKey

  • com.opengamma.engine.marketdata.manipulator.VolatilityCubeNodeExtractor
  • com.opengamma.financial.marketdatasnapshot.VolatilityCubeSnapper
  • com.opengamma.masterdb.marketdatasnapshot.DbMarketDataSnapshotMasterTest
  • com.opengamma.util.money.Currency
  • org.fudgemsg.MutableFudgeMsg
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