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

Package com.opengamma.engine.function.config

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

com.opengamma.engine.function.config.ParameterizedFunctionConfiguration
The meta-bean for {@code ParameterizedFunctionConfiguration}.

    storeFunctionDefinition(CUBE, BloombergVolatilityCubeFunctions.instance());


    FunctionConfigurationDefinition exampleFunc = new FunctionConfigurationDefinition(EXAMPLE,
        ImmutableList.of(FINANCIAL, STANDARD, CURVE, CUBE),
        Collections.<StaticFunctionConfiguration>emptyList(),
        ImmutableList.of(new ParameterizedFunctionConfiguration(FXOptionBlackSurfaceDefaults.class.getName(),
            Arrays.asList(DOUBLE_QUADRATIC, LINEAR_EXTRAPOLATOR, LINEAR_EXTRAPOLATOR, "USD", "EUR", "DEFAULT"))));
    storeFunctionDefinition(exampleFunc);
  }

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  public void functionConfigurationDefinition() {
    List<String> otherConfigs = ImmutableList.of("CF1", "CF2", "CF3");
    List<StaticFunctionConfiguration> staticFunctions = ImmutableList.of(new StaticFunctionConfiguration("SF1"), 
        new StaticFunctionConfiguration("SF2"));
    List<ParameterizedFunctionConfiguration> parameterizedFunctions = ImmutableList.of(
        new ParameterizedFunctionConfiguration("PF1", ImmutableList.of("P11", "P12")),
        new ParameterizedFunctionConfiguration("PF2", ImmutableList.of("P21", "P22")));
    assertEncodeDecodeCycle(FunctionConfigurationDefinition.class, new FunctionConfigurationDefinition("FUNC_TEST", otherConfigs, staticFunctions, parameterizedFunctions));
  }

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          @Override
          public int compare(final FunctionConfiguration o1, final FunctionConfiguration o2) {
            if (o1 instanceof ParameterizedFunctionConfiguration) {
              if (o2 instanceof ParameterizedFunctionConfiguration) {
                final ParameterizedFunctionConfiguration p1 = (ParameterizedFunctionConfiguration) o1;
                final ParameterizedFunctionConfiguration p2 = (ParameterizedFunctionConfiguration) o2;
                // Order by class name
                int c = p1.getDefinitionClassName().compareTo(p2.getDefinitionClassName());
                if (c != 0) {
                  return c;
                }
                // Order by parameter lengths
                c = p1.getParameter().size() - p2.getParameter().size();
                if (c != 0) {
                  return c;
                }
                // Order by parameters
                for (int i = 0; i < p1.getParameter().size(); i++) {
                  c = p1.getParameter().get(i).compareTo(p2.getParameter().get(i));
                  if (c != 0) {
                    return c;
                  }
                }
                // Equal? Put a breakpoint here; we don't really want this to be happening.

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        .useDiscountingCurveNames()
        .createPerEquityDefaults();
    final List<String> equityFutureDefaultsWithPriority = new ArrayList<>();
    equityFutureDefaultsWithPriority.add(PriorityClass.NORMAL.name());
    equityFutureDefaultsWithPriority.addAll(equityFutureDefaults);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityDividendYieldPricingDefaults.class.getName(), equityFutureDefaultsWithPriority));
  }

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        .useDiscountingCurveCalculationConfigNames()
        .createPerEquityDefaults();
    final List<String> equityForwardPerEquityDefaults = new ArrayList<>();
    equityForwardPerEquityDefaults.add(PriorityClass.ABOVE_NORMAL.name());
    equityForwardPerEquityDefaults.addAll(equityForwardDefaults);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityForwardPerEquityDefaults.class.getName(), equityForwardPerEquityDefaults));
    final EquityInstrumentDefaultValues.Builder equityForwardCurveEquityAndExchangeDefaults = EquityInstrumentDefaultValues.builder()
        .useIdName()
        .useDiscountingCurveNames()
        .useDiscountingCurveCalculationConfigNames()
        .useDiscountingCurveCurrency();
    final EquityInstrumentDefaultValues.Builder equityForwardCurveCurrencyDefaults = EquityInstrumentDefaultValues.builder()
        .useDiscountingCurveCurrency()
        .useDiscountingCurveNames()
        .useDiscountingCurveCalculationConfigNames();
    final List<String> equityForwardCurvePerTickerDefaults = new ArrayList<>();
    equityForwardCurvePerTickerDefaults.add(PriorityClass.ABOVE_NORMAL.name());
    equityForwardCurvePerTickerDefaults.addAll(equityForwardCurveEquityAndExchangeDefaults.createPerEquityDefaults());
    final List<String> equityForwardCurvePerExchangeDefaults = new ArrayList<>();
    equityForwardCurvePerExchangeDefaults.add(PriorityClass.NORMAL.name());
    equityForwardCurvePerExchangeDefaults.addAll(equityForwardCurveEquityAndExchangeDefaults.createPerExchangeDefaults());
    final List<String> equityForwardCurvePerCurrencyDefaults = new ArrayList<>();
    equityForwardCurvePerCurrencyDefaults.add(PriorityClass.BELOW_NORMAL.name());
    equityForwardCurvePerCurrencyDefaults.addAll(equityForwardCurveCurrencyDefaults.createPerCurrencyDefaults());
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityForwardCurvePerTickerDefaults.class.getName(), equityForwardCurvePerTickerDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityForwardCurvePerExchangeDefaults.class.getName(), equityForwardCurvePerExchangeDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityForwardCurveYieldCurveImpliedPerCurrencyDefaults.class.getName(), equityForwardCurvePerCurrencyDefaults));
  }

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    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityForwardCurveYieldCurveImpliedPerCurrencyDefaults.class.getName(), equityForwardCurvePerCurrencyDefaults));
  }
  
  protected void addEquityFuturePricingDefaults(final List<FunctionConfiguration> functionConfigs) {
    final List<String> defaults = Arrays.asList(PriorityClass.NORMAL.name(), CalculationPropertyNamesAndValues.MARK_TO_MARKET_METHOD);
    functionConfigs.add(new ParameterizedFunctionConfiguration(FuturesPricingDefaults.class.getName(), defaults));
  }

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    perTickerDefaults.addAll(equityDefaults.createPerEquityDefaults());
    final List<String> perExchangeDefaults = Lists.newArrayList(PriorityClass.NORMAL.name());
    perExchangeDefaults.addAll(equityDefaults.createPerExchangeDefaults());
    final List<String> perCurrencyDefaults = Lists.newArrayList(PriorityClass.BELOW_NORMAL.name());
    perCurrencyDefaults.addAll(equityDefaults.createPerCurrencyDefaults());
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityBlackVolatilitySurfacePerTickerDefaults.class.getName(), perTickerDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityBlackVolatilitySurfacePerExchangeDefaults.class.getName(), perExchangeDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityBlackVolatilitySurfacePerCurrencyDefaults.class.getName(), perCurrencyDefaults));
  }

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    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityBlackVolatilitySurfacePerCurrencyDefaults.class.getName(), perCurrencyDefaults));
  }


  protected void addEquityFutureOptionBlackVolatilitySurfaceDefaults(final List<FunctionConfiguration> functionConfigs) {
    List<String> defaults = Arrays.asList(PriorityClass.ABOVE_NORMAL.name(), "USD", "BBG", ForwardCurveValuePropertyNames.PROPERTY_FUTURE_PRICE_METHOD, "BBG");
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityFutureBlackVolatilitySurfacePerCurrencyDefaults.class.getName(), defaults));
  }

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    equityOptionSurfaceCalculationMethodPerEquityDefaults.addAll(equityOptionSurfaceCalculationMethodDefaults.createPerEquityDefaults());
    final List<String> equityOptionSurfaceCalculationMethodPerExchangeDefaults = Lists.newArrayList(PriorityClass.NORMAL.name());
    equityOptionSurfaceCalculationMethodPerExchangeDefaults.addAll(equityOptionSurfaceCalculationMethodDefaults.createPerExchangeDefaults());
    final List<String> equityOptionSurfaceCalculationMethodPerCurrencyDefaults = Lists.newArrayList(PriorityClass.BELOW_NORMAL.name());
    equityOptionSurfaceCalculationMethodPerCurrencyDefaults.addAll(equityOptionSurfaceCalculationMethodDefaults.createPerCurrencyDefaults());
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionSurfaceCalculationMethodPerEquityDefaults.class.getName(), equityOptionSurfaceCalculationMethodPerEquityDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionSurfaceCalculationMethodPerExchangeDefaults.class.getName(), equityOptionSurfaceCalculationMethodPerExchangeDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionSurfaceCalculationMethodPerCurrencyDefaults.class.getName(), equityOptionSurfaceCalculationMethodPerCurrencyDefaults));
    final EquityInstrumentDefaultValues.Builder equityOptionBlackSurfaceInterpolationDefaults = EquityInstrumentDefaultValues.builder()
        .useIdName()
        .useDiscountingCurveNames()
        .useDiscountingCurveCalculationConfigNames()
        .useVolatilitySurfaceNames()
        .useInterpolationMethodNames()
        .useForwardCurveNames()
        .useForwardCurveCalculationMethodNames();
    final List<String> equityOptionPerEquityDefaults = Lists.newArrayList(PriorityClass.ABOVE_NORMAL.name());
    equityOptionPerEquityDefaults.addAll(equityOptionBlackSurfaceInterpolationDefaults.createPerEquityDefaults());
    final List<String> equityOptionPerExchangeDefaults = Lists.newArrayList(PriorityClass.NORMAL.name());
    equityOptionPerExchangeDefaults.addAll(equityOptionBlackSurfaceInterpolationDefaults.createPerExchangeDefaults());
    final List<String> equityOptionPerCurrencyDefaults = Lists.newArrayList(PriorityClass.BELOW_NORMAL.name());
    equityOptionPerCurrencyDefaults.addAll(equityOptionBlackSurfaceInterpolationDefaults.createPerCurrencyDefaults());
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionInterpolatedBlackLognormalPerEquityDefaults.class.getName(), equityOptionPerEquityDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionInterpolatedBlackLognormalPerExchangeDefaults.class.getName(), equityOptionPerExchangeDefaults));
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionInterpolatedBlackLognormalPerCurrencyDefaults.class.getName(), equityOptionPerCurrencyDefaults));
  }

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    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityOptionInterpolatedBlackLognormalPerCurrencyDefaults.class.getName(), equityOptionPerCurrencyDefaults));
  }


  protected void addEquityFutureOptionDefaults(final List<FunctionConfiguration> functionConfigs) {
    final List<String> surfaceCalculationMethodPerCurrencyDefaults = Arrays.asList(PriorityClass.ABOVE_NORMAL.name(), "USD", BlackVolatilitySurfacePropertyNamesAndValues.INTERPOLATED_BLACK_LOGNORMAL);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityFutureOptionSurfaceCalculationMethodDefaults.class.getName(), surfaceCalculationMethodPerCurrencyDefaults));
    final List<String> surfaceInterpolationDefaults = Arrays.asList(PriorityClass.ABOVE_NORMAL.name(),
        "USD",
        "Discounting",
        "DefaultTwoCurveUSDConfig",
        "BBG",
        BlackVolatilitySurfacePropertyNamesAndValues.SPLINE,
        "BBG",
        ForwardCurveValuePropertyNames.PROPERTY_FUTURE_PRICE_METHOD);
    functionConfigs.add(new ParameterizedFunctionConfiguration(EquityFutureOptionBlackLognormalDefaults.class.getName(), surfaceInterpolationDefaults));
  }

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