Package com.opengamma.engine.function.config

Examples of com.opengamma.engine.function.config.ParameterizedFunctionConfiguration$Meta

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        .useDiscountingCurveNames()
        .useDiscountingCurveCurrency()
        .useDiscountingCurveCalculationConfigNames()
        .useVolatilitySurfaceNames()
        .createPerEquityDefaults();
    functionConfigs.add(new ParameterizedFunctionConfiguration(PureBlackVolatilitySurfacePrimitiveDefaults.class.getName(), defaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(PureBlackVolatilitySurfaceSecurityDefaults.class.getName(), defaults));
  }
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        .useVolatilitySurfaceNames()
        .createPerEquityDefaults();
    final List<String> equityVarianceSwapStaticReplicationDefaultsWithPriority = new ArrayList<>();
    equityVarianceSwapStaticReplicationDefaultsWithPriority.add(PriorityClass.NORMAL.name());
    equityVarianceSwapStaticReplicationDefaultsWithPriority.addAll(equityVarianceSwapStaticReplicationDefaults);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityVarianceSwapStaticReplicationDefaults.class.getName(), equityVarianceSwapStaticReplicationDefaultsWithPriority));
    final List<String> equityVarianceSwapDefaults = EquityInstrumentDefaultValues.builder()
        .useIdName()
        .useDiscountingCurveNames()
        .useForwardCurveNames()
        .useForwardCurveCalculationConfigNames()
        .useForwardCurveCalculationMethodNames()
        .useDiscountingCurveCurrency()
        .useVolatilitySurfaceNames()
        .createPerEquityDefaults();
    final List<String> equityVarianceSwapDefaultsWithPriority = new ArrayList<>();
    equityVarianceSwapDefaultsWithPriority.add(PriorityClass.NORMAL.name());
    equityVarianceSwapDefaultsWithPriority.addAll(equityVarianceSwapDefaults);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityVarianceSwapDefaults.class.getName(), equityVarianceSwapDefaultsWithPriority));
  }
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  }
 
  protected void addEquityOptionCalculationMethodDefaults(final List<FunctionConfiguration> functionConfigs) {
    final List<String> defaults = Arrays.asList(PriorityClass.ABOVE_NORMAL.name(), CalculationPropertyNamesAndValues.BJERKSUND_STENSLAND_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD,
        CalculationPropertyNamesAndValues.BLACK_LISTED_METHOD);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionCalculationMethodDefaultFunction.class.getName(), defaults));
  }
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  protected void addCurrencyConversionFunctions(final List<FunctionConfiguration> functionConfigs) {
    functionConfigs.add(functionConfiguration(CurrencyPairsDefaults.class, CurrencyPairs.DEFAULT_CURRENCY_PAIRS));
  }

  protected void addLocalVolatilitySurfaceDefaults(final List<FunctionConfiguration> functionConfigs) {
    functionConfigs.add(new ParameterizedFunctionConfiguration(LocalVolatilitySurfaceDefaults.class.getName(),
        GeneralLocalVolatilitySurfaceDefaults.getLocalVolatilitySurfaceDefaults()));
  }
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        List<FudgeField> parameterFields = parameterizedMsg.getAllByName("param");
        List<String> parameters = Lists.newArrayList();
        for (FudgeField parameterField : parameterFields) {
          parameters.add((String) parameterField.getValue());
        }
        parameterizedFunctions.add(new ParameterizedFunctionConfiguration(definitionClassName, parameters));
      }
    }
   
    return new FunctionConfigurationDefinition(name, functionConfigurationDefinitions, staticFunctions, parameterizedFunctions);
  }
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  • com.opengamma.engine.fudgemsg.FunctionConfigurationDefinitionBuilderTest
  • com.opengamma.engine.fudgemsg.FunctionConfigurationDefinitionFudgeBuilder
  • com.opengamma.examples.bloomberg.loader.ExampleFunctionConfigurationPopulator
  • com.opengamma.web.spring.DemoStandardFunctionConfiguration
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