Package com.opengamma.core.position

Examples of com.opengamma.core.position.Position

142
143
144
145
146
147
148
149
150
151
152
153
    return InterestRateInstrumentType.isFixedIncomeInstrumentType((FinancialSecurity) security);
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Position position = target.getPosition();
    final Currency currency = FinancialSecurityUtils.getCurrency(position.getSecurity());
    final String currencyString = currency.getCode();
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> curveCalculationMethodNames = constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_METHOD);
    if (curveCalculationMethodNames == null || curveCalculationMethodNames.isEmpty() || curveCalculationMethodNames.size() != 1) {
      return null;
View Full Code Here
176
177
178
179
180
181
182
183
184
185
186
187
188
    return Sets.newHashSet(forwardCurveRequirement, fundingCurveRequirement, forwardCurveSpecRequirement, fundingCurveSpecRequirement);
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final Position position = target.getPosition();
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURRENCY, FinancialSecurityUtils.getCurrency(position.getSecurity()).getCode())
        .withAny(YieldCurveFunction.PROPERTY_FORWARD_CURVE)
        .withAny(YieldCurveFunction.PROPERTY_FUNDING_CURVE)
        .withAny(ValuePropertyNames.CURVE_CALCULATION_METHOD)
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
        .withAny(ValuePropertyNames.SCHEDULE_CALCULATOR)
View Full Code Here
173
174
175
176
177
178
179
180
181
182
183
184
185
    return UNAVAILABLE_VALUE;
  }

  protected String getNodeTitle(Object node) {
    if (node instanceof Position) {
      Position position = (Position) node;
      String key = LinkUtils.bestName(position.getSecurityLink());
      return key + " @ " + position.getQuantity();
    } else if (node instanceof PortfolioNode) {
      return ((PortfolioNode) node).getName();
    } else {
      return "Unknown Node";
    }
View Full Code Here
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
    _resolutionKey = resolutionKey;
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final FutureSecurity security = (FutureSecurity) position.getSecurity();
    final Currency currency = security.getCurrency();
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final Set<String> samplingPeriodName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
    final Set<String> scheduleCalculatorName = desiredValue.getConstraints().getValues(ValuePropertyNames.SCHEDULE_CALCULATOR);
    final Set<String> samplingFunctionName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_FUNCTION);
    final ExternalIdBundle underlyingId = getUnderlyingIdentifier((FutureSecurity) position.getSecurity());
    final Period samplingPeriod = getSamplingPeriod(samplingPeriodName);
    final LocalDate startDate = now.minus(samplingPeriod);
    final HistoricalTimeSeries dbTimeSeries = (HistoricalTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES);
    final DoubleTimeSeries<?> ts = dbTimeSeries.getTimeSeries();
    if (ts == null) {
View Full Code Here
112
113
114
115
116
117
118
119
120
    return ComputationTargetType.POSITION;
  }

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final Position position = target.getPosition();
    final Security security = (Security) position.getSecurity();
    return security instanceof EnergyFutureSecurity || security instanceof MetalFutureSecurity || security instanceof IndexFutureSecurity;
  }
View Full Code Here
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
        } else {
          return null;
        }
      }
    } else if (parent instanceof Position) {
      Position position = (Position) parent;
      Collection<Trade> trades = position.getTrades();
      if (trades.size() > 0) { // position has trades, so return them as children
        if (index < trades.size()) {
          return Lists.newArrayList(trades).get(index);
        } else {
          return null;
        }
      } else { // if this position has no trades, return the security as a sub-node
        if (index == 0) {
          return position.getSecurity();
        }
      }
    } else if (parent instanceof Trade) {
      Trade trade = (Trade) parent;
      if ((trade.getSecurity() != null) && (index == 0)) {
View Full Code Here
119
120
121
122
123
124
125
126
127
128
129
130
131
    return security instanceof EnergyFutureSecurity || security instanceof MetalFutureSecurity || security instanceof IndexFutureSecurity;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final Position position = target.getPosition();
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURRENCY, FinancialSecurityUtils.getCurrency(position.getSecurity()).getCode())
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
        .withAny(ValuePropertyNames.SCHEDULE_CALCULATOR)
        .withAny(ValuePropertyNames.SAMPLING_FUNCTION)
        .withAny(ValuePropertyNames.CURVE)
        .get();
View Full Code Here
135
136
137
138
139
140
141
142
143
144
145
146
    if (parent instanceof PortfolioNode) {
      PortfolioNode portfolioNode = (PortfolioNode) parent;
      List<PortfolioNode> childNodes = portfolioNode.getChildNodes();
      return portfolioNode.getChildNodes().size() + portfolioNode.getPositions().size();
    } else if (parent instanceof Position) {
      Position position = (Position) parent;
      return position.getTrades().size() == 0 ? 1 : position.getTrades().size();
    } else if (parent instanceof Trade) {
      Trade trade = (Trade) parent;
      if ((trade.getSecurity() != null)) {
        return 1;
      } else {
View Full Code Here
149
150
151
152
153
154
155
156
157
158
159
160
    }
    final Set<String> curveName = constraints.getValues(ValuePropertyNames.CURVE);
    if (curveName == null || curveName.isEmpty() || curveName.size() != 1) {
      return null;
    }
    final Position position = target.getPosition();
    final FutureSecurity future = (FutureSecurity) position.getSecurity();
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    final ValueProperties pvProperties = ValueProperties.builder()
        .with(ValuePropertyNames.CURRENCY, future.getCurrency().getCode())
        .with(ValuePropertyNames.CURVE, curveName).get();
    requirements.add(new ValueRequirement(ValueRequirementNames.PRESENT_VALUE, ComputationTargetType.SECURITY, future.getUniqueId(), pvProperties));
View Full Code Here
156
157
158
159
160
161
162
163
164
165
166
167
  public boolean isLeaf(Object node) {
    if (node instanceof PortfolioNode) {
      PortfolioNode portfolioNode = (PortfolioNode) node;
      return portfolioNode.getChildNodes().size() == 0 && portfolioNode.getPositions().size() == 0;
    } else if (node instanceof Position) {
      Position position = (Position) node;
      return position.getTrades().size() == 0 && position.getSecurity() == null;
    } else if (node instanceof Trade) {
      Trade trade = (Trade) node;
      return trade.getSecurity() == null;
    } else if (node instanceof Security) {
      return true;
View Full Code Here
TOP

Related Classes of com.opengamma.core.position.Position

  • com.opengamma.core.position.impl.DataPositionSourceResource
  • com.opengamma.core.position.impl.EHCachingPositionSource
  • com.opengamma.core.position.impl.MockPositionSource
  • com.opengamma.core.position.impl.NonVersionedRedisPositionSource
  • com.opengamma.core.position.impl.NonVersionedRedisPositionSourceTest
  • com.opengamma.core.position.impl.SimplePortfolioNode
  • com.opengamma.engine.position.csv.CSVPositionSource
  • com.opengamma.engine.position.csv.CSVPositionSourceTest
  • com.opengamma.engine.target.lazy.LazyComputationTargetResolverTest
  • com.opengamma.engine.target.lazy.LazyResolvedPortfolioNode
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.