Examples of com.opengamma.core.security.Security

com.opengamma.core.security.Security
A security that it may be possible to hold a position in.
A security generically defined as anything that a position can be held in. This includes the security defined in "OTC" trades, permitting back-to-back trades to be linked correctly.
This interface is read-only. Implementations may be mutable.

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final PortfolioNode node = target.getPortfolioNode();
    final Set<Position> allPositions = PositionAccumulator.getAccumulatedPositions(node);
    for (final Position position : allPositions) {
      final Security positionSecurity = position.getSecurity();
      if (FinancialSecurityUtils.isExchangeTraded(positionSecurity)) {
        for (final Trade trade : position.getTrades()) {
          final Security tradeSecurity = trade.getSecurity();
          if (!FinancialSecurityUtils.isExchangeTraded(tradeSecurity)) {
            return false;
          }
        }
      } else {

View Full Code Here

  }


  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final Position position = target.getPosition();
    final Security security = position.getSecurity();
    return security instanceof FXFutureSecurity;
  }

View Full Code Here


        ManageableSecurityLink link = position.getSecurityLink();
        SecuritySearchRequest ssr = new SecuritySearchRequest();
        ssr.addExternalIds(link.getExternalIds());
        SecuritySearchResult securitySearchResult = getToolContext().getSecurityMaster().search(ssr);
        Security security = securitySearchResult.getFirstSecurity();
        //Security security = position.getSecurity();
        if (security != null && security instanceof CreditDefaultSwapOptionSecurity) {
          CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
          CreditDefaultSwapSecurity cds = (CreditDefaultSwapSecurity) this.getToolContext().getSecuritySource().getSingle(
              cdsOption.getUnderlyingId().toBundle());

View Full Code Here

      return ComputationTargetType.POSITION;
    }


    @Override
    public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
      final Security security = target.getPosition().getSecurity();
      return security instanceof FXOptionSecurity || security instanceof NonDeliverableFXOptionSecurity;
    }

View Full Code Here

        .or(FinancialSecurityTypes.NON_DELIVERABLE_FX_DIGITAL_OPTION_SECURITY);
  }


  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final Security security = target.getSecurity();
    if (security instanceof FXBarrierOptionSecurity) {
      if (((FXBarrierOptionSecurity) security).getSamplingFrequency().equals(SamplingFrequency.ONE_LOOK)) {
        return false;
      }
    }

View Full Code Here

    return null;
  }


  @Override
  public String apply(final PortfolioNode parentNode, final Position position) {
    final Security security = position.getSecurity();
    return security != null ? security.getSecurityType() : null;
  }

View Full Code Here

      }
      ManageablePosition position = _iterator.next();
      
      // Write the related security(ies)
      ManageableSecurityLink sLink = position.getSecurityLink();
      Security security = sLink.resolveQuiet(getToolContext().getSecuritySource());
      if ((security != null) && (security instanceof ManageableSecurity)) {


        // Find underlying security
        // TODO support multiple underlyings; unfortunately the system does not provide a standard way
        // to retrieve underlyings
        if (((ManageableSecurity) security).propertyNames().contains("underlyingId")) {
          ExternalId id = (ExternalId) ((ManageableSecurity) security).property("underlyingId").get();


          Security underlying;
          try {
            underlying = getToolContext().getSecuritySource().getSingle(id.toBundle());
            if (underlying != null) {
              return new ObjectsPair<ManageablePosition, ManageableSecurity[]>(
                  position,

View Full Code Here

      return ComputationTargetType.POSITION;
    }


    @Override
    public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
      final Security security = target.getPosition().getSecurity();
      return security instanceof FXForwardSecurity || security instanceof NonDeliverableFXForwardSecurity;
    }

View Full Code Here

  @Override
  public boolean canApplyTo(FunctionCompilationContext context, ComputationTarget target) {
    if (!super.canApplyTo(context, target)) {
      return false;
    }
    Security security = target.getTrade().getSecurity();
    if (security instanceof FXForwardSecurity || security instanceof FXOptionSecurity || security instanceof FXBarrierOptionSecurity || security instanceof FXDigitalOptionSecurity) {
      return false;
    }
    return FinancialSecurityUtils.isExchangeTraded(security) || (security instanceof BondSecurity);
  }

View Full Code Here

   * @throws RuntimeException if an error occurs while resolving
   */
  public Security resolve(SecuritySource source, VersionCorrection versionCorrection) {
    ObjectId objectId = getObjectId();
    if (objectId != null) {
      Security target = (Security) source.get(objectId, versionCorrection);
      setTarget(target);
      return target;
    }
    ExternalIdBundle bundle = getExternalId();
    if (bundle.size() > 0) {
      Security target = source.getSingle(bundle, versionCorrection);
      if (target != null) {
        setTarget(target);
        return target;
      }
    }

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

Related Classes of com.opengamma.core.security.Security

com.opengamma.bbg.security.BloombergSecurityProviderTest

com.opengamma.core.position.impl.SecurityTypeMapperFunction

com.opengamma.core.security.impl.CoalescingSecuritySource

com.opengamma.core.security.impl.CoalescingSecuritySourceTest

com.opengamma.core.security.impl.DataSecuritySourceResource

com.opengamma.core.security.impl.DelegatingSecuritySource

com.opengamma.core.security.impl.NonVersionedRedisSecuritySource

com.opengamma.core.security.impl.NonVersionedRedisSecuritySourceTest

com.opengamma.core.security.impl.RedisCachingSecuritySource

com.opengamma.core.security.impl.SimpleSecurityResolverTest

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.