Package com.opengamma.core.marketdatasnapshot

Examples of com.opengamma.core.marketdatasnapshot.VolatilitySurfaceKey

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    UniqueId uniqueId = spec.getTargetSpecification().getUniqueId();
    String surface = getSingleProperty(spec, ValuePropertyNames.SURFACE);
    String instrumentType = getSingleProperty(spec, "InstrumentType"); //TODO constant
    String quoteType = getSingleProperty(spec, SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
    String quoteUnits = getSingleProperty(spec, SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
    return new VolatilitySurfaceKey(uniqueId, surface, instrumentType, quoteType, quoteUnits);
  }
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    }
    Object value = structureId.getValue();
    if (!(value instanceof VolatilitySurfaceKey)) {
      return null;
    }
    VolatilitySurfaceKey key = (VolatilitySurfaceKey) value;
    if (!contains(_names, key.getName())) {
      return null;
    }
    if (_nameMatchPattern != null && !_nameMatchPattern.getPattern().matcher(key.getName()).matches()) {
      return null;
    }
    if (_nameLikePattern != null && !_nameLikePattern.getPattern().matcher(key.getName()).matches()) {
      return null;
    }
    if (!contains(_instrumentTypes, key.getInstrumentType())) {
      return null;
    }
    if (!contains(_quoteTypes, key.getQuoteType())) {
      return null;
    }
    if (!contains(_quoteUnits, key.getQuoteUnits())) {
      return null;
    }
    return this;
  }
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                            Map<String, String> currentRow) {
    String name = currentRow.get(SnapshotColumns.NAME.get());

    if (!surfaceBuilder.containsKey(name)) {
      ManageableVolatilitySurfaceSnapshot surface = new ManageableVolatilitySurfaceSnapshot();
      VolatilitySurfaceKey key = new VolatilitySurfaceKey(UniqueId.parse(currentRow.get(SnapshotColumns.SURFACE_TARGET.get())),
                                                          currentRow.get(SnapshotColumns.NAME.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_INSTRUMENT_TYPE.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_QUOTE_TYPE.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_QUOTE_UNITS.get()));
      HashMap values = new HashMap<Pair<Object, Object>, ValueSnapshot>();
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    UniqueId uniqueId = spec.getTargetSpecification().getUniqueId();
    String surface = getOptionalProperty(spec, ValuePropertyNames.SURFACE);
    String instrumentType = getOptionalProperty(spec, "InstrumentType");
    String quoteType = getOptionalProperty(spec, SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
    String quoteUnits = getOptionalProperty(spec, SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
    VolatilitySurfaceKey key = new VolatilitySurfaceKey(uniqueId, surface, instrumentType, quoteType, quoteUnits);
    return StructureIdentifier.of(key);
  }
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Related Classes of com.opengamma.core.marketdatasnapshot.VolatilitySurfaceKey

  • com.opengamma.engine.marketdata.manipulator.VolatilitySurfaceNodeExtractor
  • com.opengamma.financial.marketdatasnapshot.VolatilitySurfaceSnapper
  • com.opengamma.id.UniqueId
  • com.opengamma.integration.copier.snapshot.reader.FileSnapshotReader
  • com.opengamma.integration.marketdata.manipulator.dsl.VolatilitySurfaceSelector
  • com.opengamma.util.money.Currency
  • org.fudgemsg.MutableFudgeMsg
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