Examples of com.opengamma.core.position.Trade

com.opengamma.core.position.Trade
A single trade against a particular counterparty.
A trade is fundamentally a quantity of a security. It differs from a position in that it represents a real transaction with a counterparty at an instant in time.
This interface is read-only. Implementations may be mutable.


  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    final Trade trade = target.getTrade();
    final Currency currency = FinancialSecurityUtils.getCurrency(trade.getSecurity());
    final Set<String> surfaceNames = constraints.getValues(ValuePropertyNames.SURFACE);
    if (surfaceNames == null || surfaceNames.size() != 1) {
      return null;
    }
    final String surfaceName = Iterables.getOnlyElement(surfaceNames) + "_" + IRFutureOptionFunctionHelper.getFutureOptionPrefix(target);
    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;
    }
    final ComputationTargetSpecification curveCalculationTarget = curveCalculationConfig.getTarget();
    if (!ComputationTargetSpecification.of(currency).equals(curveCalculationTarget)) {
      return null;
    }
    requirements.addAll(YieldCurveFunctionUtils.getCurveRequirements(curveCalculationConfig, curveCalculationConfigSource));
    requirements.add(getSurfaceRequirement(target, surfaceName));
    final Set<ValueRequirement> timeSeriesRequirements = _dataConverter.getConversionTimeSeriesRequirements(trade.getSecurity(), _converter.convert(trade));
    if (timeSeriesRequirements == null) {
      return null;
    }
    requirements.addAll(timeSeriesRequirements);
    return requirements;

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    return new ValueRequirement(ValueRequirementNames.YIELD_CURVE, ComputationTargetSpecification.of(currency), properties.get());
  }


  @Override
  protected ValueRequirement getCleanPriceRequirement(final ComputationTarget target, final ValueRequirement desiredValue) {
    Trade trade = target.getTrade();
    return new ValueRequirement(ValueRequirementNames.MARKET_CLEAN_PRICE, ComputationTargetType.SECURITY, trade.getSecurity().getUniqueId(), ValueProperties.builder().get());
  }

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    return ComputationTargetType.TRADE;
  }


  @Override
  public boolean canApplyTo(FunctionCompilationContext context, ComputationTarget target) {
    Trade trade = target.getTrade();
    return trade.getSecurity() instanceof BondSecurity;
  }

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        .with(ValuePropertyNames.CALCULATION_METHOD, getCalculationMethodName());
  }


  @Override
  protected double getValue(FunctionExecutionContext context, ZonedDateTime date, String riskFreeCurveName, String creditCurveName, ComputationTarget target, YieldCurveBundle data, double price) {
    final Trade trade = target.getTrade();
    final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(context);
    final ConventionBundleSource conventionSource = OpenGammaExecutionContext.getConventionBundleSource(context);
    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(context);
    BondTradeConverter visitor = new BondTradeConverter(new BondSecurityConverter(holidaySource, conventionSource, regionSource));
    final BondFixedTransactionDefinition definition = visitor.convert(trade);

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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final Trade trade = target.getTrade();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final MultiCurveCalculationConfig curveCalculationConfig = _curveConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final String currency = FinancialSecurityUtils.getCurrency(trade.getSecurity()).getCode();
    final String[] curveNames = curveCalculationConfig.getYieldCurveNames();
    final String[] yieldCurveNames = curveNames.length == 1 ? new String[] {curveNames[0], curveNames[0] } : curveNames;
    final String[] fullYieldCurveNames = new String[yieldCurveNames.length];
    for (int i = 0; i < yieldCurveNames.length; i++) {
      fullYieldCurveNames[i] = yieldCurveNames[i] + "_" + currency;
    }
    final YieldCurveBundle data = YieldCurveFunctionUtils.getAllYieldCurves(inputs, curveCalculationConfig, _curveConfigSource);
    final InstrumentDefinition<InstrumentDerivative> irFutureDefinition = _converter.convert(trade);
    final InstrumentDerivative irFuture = _dataConverter.convert(trade.getSecurity(), irFutureDefinition, now, fullYieldCurveNames, timeSeries);
    final ValueSpecification spec = getSpecification(target, curveCalculationConfigName);
    return getResults(irFuture, data, spec);
  }

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    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
    }
    final Trade trade = target.getTrade();
    final Security security = trade.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    if (!ComputationTargetSpecification.of(currency).equals(curveCalculationConfig.getTarget())) {
      s_logger.error("Security currency and curve calculation config id were not equal; have {} and {}", currency, curveCalculationConfig.getTarget());
    }
    final Set<ValueRequirement> requirements = new HashSet<>();

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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final Trade trade = target.getTrade();
    final IRFutureOptionSecurity security = (IRFutureOptionSecurity) trade.getSecurity();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
    final String surfaceName = desiredValue.getConstraint(ValuePropertyNames.SURFACE);
    // To enable standard and midcurve options to share the same default name

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    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }


  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Trade trade = target.getTrade();
    final FinancialSecurity security = (FinancialSecurity) trade.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final LocalDate localNow = now.toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();

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    return Collections.singleton(getResultSpec(target, ccy));
  }


  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Trade trade = target.getTrade();
    final Security security = trade.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> curveCalculationConfigNames = constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    if (curveCalculationConfigNames == null || curveCalculationConfigNames.size() != 1) {
      return null;

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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final Trade trade = target.getTrade();
    final BondFutureOptionSecurity security = (BondFutureOptionSecurity) trade.getSecurity();
    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);

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