Package com.opengamma.core.security

Examples of com.opengamma.core.security.SecuritySource

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    }
  }

  @Override
  protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final String currency = EquitySecurityUtils.getCurrency(securitySource, target.getUniqueId());
    if (currency == null) {
      s_logger.error("Could not get currency for {}; should never happen", target.getUniqueId());
      return null;
    }
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  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    // TODO [PLAT-2286] If the target type is security then the resolver will do half the work that EquitySecurityUtils.getCurrency is doing
    // and it will just need to apply the currency lookup visitor to the resolved security object
    final UniqueId id = target.getUniqueId();
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final String currency = EquitySecurityUtils.getCurrency(securitySource, id);
    if (currency == null) {
      return false;
    }
    return _forwardCurveNames.containsKey(currency);
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    }
  }

  @Override
  protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final String currency = EquitySecurityUtils.getCurrency(securitySource, target.getUniqueId());
    if (currency == null) {
      s_logger.error("Could not get currency for {}; should never happen", target.getUniqueId());
      return null;
    }
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        final ValueProperties curveProperties = ValueProperties
            .with(CURVE, curveNames)
            .get();
        final Set<ValueRequirement> requirements = new HashSet<>();
        final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
        final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
        final Collection<Currency> currencies = FinancialSecurityUtils.getCurrencies(security, securitySource);
        if (currencies.size() > 1) {
          final Iterator<Currency> iter = currencies.iterator();
          final Currency initialCurrency = iter.next();
          while (iter.hasNext()) {
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    super(valueRequirements);
  }

  @Override
  protected TradeConverter getTargetToDefinitionConverter(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CapFloorSecurityConverter converter = new CapFloorSecurityConverter(holidaySource, conventionSource, regionSource);
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    _valueRequirementName = valueRequirementName;
  }

  @Override
  public void init(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final SwapSecurityConverterDeprecated swapConverter = new SwapSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, false);
    _visitor = new SwaptionSecurityConverterDeprecated(securitySource, swapConverter);
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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 SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final SwaptionSecurity security = (SwaptionSecurity) target.getSecurity();
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
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  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _converter = new InterestRateFutureOptionTradeConverterDeprecated(
        new InterestRateFutureOptionSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, securitySource));
    _dataConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
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    super(valueRequirements);
  }

  @Override
  protected TradeConverter getTargetToDefinitionConverter(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
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  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    // TODO [PLAT-2286] If the target type is security then the resolver will do half the work that EquitySecurityUtils.getExchange is doing
    // and it will just need to apply the currency lookup visitor to the resolved security object
    final UniqueId id = target.getUniqueId();
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final String exchange = EquitySecurityUtils.getExchange(securitySource, id);
    if (exchange == null) {
      return false;
    }
    return _perExchangeConfig.containsKey(exchange);
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Related Classes of com.opengamma.core.security.SecuritySource

  • com.opengamma.component.factory.source.SecuritySourceComponentFactory
  • com.opengamma.core.security.impl.CoalescingSecuritySourceTest
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.test.ViewProcessorTestEnvironment
  • com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.UnderlyingExposureFunctionTest
  • com.opengamma.financial.analytics.model.black.BlackDiscountingCapFloorFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingFXOptionFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingIRFutureOptionFunction
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