Package com.opengamma.engine

Examples of com.opengamma.engine.ComputationTargetSpecification

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    final Set<ComputedValue> results = new HashSet<ComputedValue>();
    PositionGreek positionGreek;
    Double positionGreekResult;
    ValueSpecification resultSpecification;
    ComputedValue resultValue;
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final ValueProperties properties = createValueProperties().get();
    for (final ValueRequirement dV : desiredValues) {
      positionGreek = AvailablePositionGreeks.getPositionGreekForValueRequirementName(dV.getValueName());
      positionGreekResult = positionGreeks.get(positionGreek);
      resultSpecification = new ValueSpecification(dV.getValueName(), targetSpec, properties);
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  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final String valueName : AvailableGreeks.getAllGreekNames()) {
      requirements.add(new ValueRequirement(valueName, targetSpec));
    }
    return requirements;
  }
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  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final Set<ValueSpecification> results = new HashSet<ValueSpecification>();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final ValueProperties properties = createValueProperties().get();
    for (final String valueName : AvailablePositionGreeks.getAllPositionGreekNames()) {
      results.add(new ValueSpecification(valueName, targetSpec, properties));
    }
    return results;
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  protected ValueRequirement getCurrencyConversionTSRequirement(final Position position, final String currencyString, final Set<String> resultCurrencies) {
    final String resultCurrency = Iterables.getOnlyElement(resultCurrencies);
    if (!resultCurrency.equals(currencyString)) {
      final ValueProperties.Builder properties = ValueProperties.builder();
      properties.with(ValuePropertyNames.CURRENCY, resultCurrencies);
      final ComputationTargetSpecification targetSpec = ComputationTargetSpecification.of(position.getSecurity());
      return new ValueRequirement(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES, targetSpec, properties.get());
    }
    return null;
  }
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        }
        currency = newCurrency;
      }
    }
    final Position position = target.getPosition();
    final ComputationTargetSpecification positionSpec = target.toSpecification();
    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);
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        .with(ValuePropertyNames.CURRENCY, currency)
        .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriodName)
        .with(ValuePropertyNames.SCHEDULE_CALCULATOR, scheduleCalculatorName)
        .with(ValuePropertyNames.SAMPLING_FUNCTION, samplingFunctionName).get();
    // final ComputationTargetSpecification targetSpec = target.toSpecification();
    final ComputationTargetSpecification targetSpec = new ComputationTargetSpecification(ComputationTargetType.SECURITY, target.getPosition().getSecurity().getUniqueId());
    requirements.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec, ValueProperties.with(ValuePropertyNames.CURRENCY, currency).get()));
    requirements.add(new ValueRequirement(ValueRequirementNames.PRICE_SERIES, targetSpec, priceSeriesProperties));
    return requirements;
  }
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        final Currency baseCurrency = baseQuotePair.getBase();
        resultCurrency = baseCurrency.getCode();
      } else {
        resultCurrency = Iterables.getOnlyElement(resultCurrencies);
      }
      final ComputationTargetSpecification targetSpec = target.toSpecification();
      final ValueRequirement payPnLSeriesRequirement = getPnLSeriesRequirement(payCurrency, targetSpec, constraints);
      final ValueRequirement receivePnLSeriesRequirement = getPnLSeriesRequirement(receiveCurrency, targetSpec, constraints);
      return ImmutableSet.of(payPnLSeriesRequirement, receivePnLSeriesRequirement);
    }
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          return new ExternalIdBundleNode(this, requirement.getIdentifiers());
        default:
          return null;
      }
    } else {
      ComputationTargetSpecification specification = _targetReference.getSpecification();
      switch (index) {
        case 0:
          return new ComputationTargetTypeNode(this, specification.getType());
        case 1:
          return new UniqueIdNode(this, specification.getUniqueId());
        default:
          return null;
      }
    }
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      ComputationTargetRequirement targetRequirement = (ComputationTargetRequirement) _targetReference;
      if (new ExternalIdBundleNode(this, targetRequirement.getIdentifiers()).equals(child)) {
        return 1;
      }
    } else if (child instanceof UniqueIdNode && _targetReference instanceof ComputationTargetSpecification) {
      ComputationTargetSpecification targetSpec = (ComputationTargetSpecification) _targetReference;
      if (new UniqueIdNode(this, targetSpec.getUniqueId()).equals(child)) {
        return 1;
      }
    }
    return -1;
  }
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  /**
   * @param security the target's security
   * @return Engine Function requirements for the current / live price
   */
  protected Set<ValueRequirement> createLivePriceRequirement(Security security) {
    final ComputationTargetReference securityTarget = new ComputationTargetSpecification(ComputationTargetType.SECURITY, security.getUniqueId());
    final ValueRequirement securityValueReq = new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, securityTarget);
    return Collections.singleton(securityValueReq);
  }
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Related Classes of com.opengamma.engine.ComputationTargetSpecification

  • com.opengamma.engine.cache.ValueSpecificationStringEncoderTest
  • com.opengamma.engine.calcnode.CalculationJobTest
  • com.opengamma.engine.depgraph.DefaultComputationTargetCollapser$ChainedCollapser
  • com.opengamma.engine.fudgemsg.CalculationJobItemFudgeBuilder
  • com.opengamma.engine.fudgemsg.ComputationTargetFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ComputationTargetReferenceFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ValueSpecificationFudgeBuilder
  • com.opengamma.engine.function.dsl.BaseNonCompiledInvokerTest
  • com.opengamma.engine.function.dsl.FunctionGate
  • com.opengamma.engine.function.dsl.functions.BaseNonCompiledInvoker
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