Package com.opengamma.engine.marketdata

Examples of com.opengamma.engine.marketdata.ExternalIdBundleResolver

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  @Override
  public StructuredMarketDataSnapshot createSnapshot(final ViewClient client, final ViewCycle cycle) {
    final CompiledViewDefinitionWithGraphs defn = cycle.getCompiledViewDefinition();
    final ComputationTargetResolver.AtVersionCorrection resolver = _resolver.atVersionCorrection(cycle.getResultModel().getVersionCorrection());
    return createSnapshot(new ExternalIdBundleResolver(resolver), cycle.getResultModel(), getGraphs(defn), cycle, defn.getViewDefinition().getName());
  }
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    return requiredConstraints.get();
  }

  @Override
  protected boolean getRequirements(FunctionCompilationContext context, ValueRequirement desiredValue, CurrencyMatrix matrix, Set<ValueRequirement> requirements, Currency source, Currency target) {
    return getRequirements(matrix, new ExternalIdBundleResolver(context.getComputationTargetResolver()), requirements, new HashSet<Pair<Currency, Currency>>(), Pair.of(source, target),
        getRequirementConstraints(desiredValue));
  }
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    return rate;
  }

  @Override
  protected Object getRate(CurrencyMatrix matrix, ValueRequirement desiredValue, FunctionExecutionContext executionContext, FunctionInputs inputs, Currency source, Currency target) {
    return getRate(matrix, new ExternalIdBundleResolver(executionContext.getComputationTargetResolver()), inputs, source, target, getRequirementConstraints(desiredValue));
  }
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      final HashMap<VolatilityPoint, Double> dataPoints = new HashMap<>();
      final HashMap<VolatilityPoint, ExternalIdBundle> dataIds = new HashMap<>();
      final HashMap<VolatilityPoint, Double> relativeStrikes = new HashMap<>();
      final HashMap<Pair<Tenor, Tenor>, Double> strikes = new HashMap<>();
      final SnapshotDataBundle otherData = new SnapshotDataBundle();
      final ExternalIdBundleResolver resolver = new ExternalIdBundleResolver(targetResolver);
      for (final ComputedValue value : inputs.getAllValues()) {
        if (!(value.getValue() instanceof Double)) {
          continue;
        }
        final Double dValue = (Double) value.getValue();
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    return Collections.unmodifiableSet(result);
  }

  private static SnapshotDataBundle buildMarketDataMap(final FunctionExecutionContext context, final FunctionInputs inputs) {
    final SnapshotDataBundle marketData = new SnapshotDataBundle();
    final ExternalIdBundleResolver resolver = new ExternalIdBundleResolver(context.getComputationTargetResolver());
    for (final ComputedValue value : inputs.getAllValues()) {
      final ExternalIdBundle identifiers = value.getSpecification().getTargetSpecification().accept(resolver);
      double rate = (Double) value.getValue();
      //TODO this is here because KWCDC Curncy is not normalized
      if (rate > 1.1) {
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      final HashMap<VolatilityPoint, Double> dataPoints = new HashMap<>();
      final HashMap<VolatilityPoint, ExternalIdBundle> dataIds = new HashMap<>();
      final HashMap<VolatilityPoint, Double> relativeStrikes = new HashMap<>();
      final HashMap<Pair<Tenor, Tenor>, Double> strikes = new HashMap<>();
      final SnapshotDataBundle otherData = new SnapshotDataBundle();
      final ExternalIdBundleResolver resolver = new ExternalIdBundleResolver(context.getComputationTargetResolver());
      for (final ComputedValue value : inputs.getAllValues()) {
        if (!(value.getValue() instanceof Double)) {
          continue;
        }
        final Double dValue = (Double) value.getValue();
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  private PrintWriter _writer = new PrintWriter(System.out);

  public WatchListRecorder(final ViewProcessor viewProcessor, final ComputationTargetResolver targetResolver) {
    _viewProcessor = viewProcessor;
    _schemes = new ArrayList<String>();
    _lookup = new ExternalIdBundleResolver(targetResolver.atVersionCorrection(VersionCorrection.LATEST));
  }
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    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
        final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
      final SnapshotDataBundle marketData = new SnapshotDataBundle();
      final ExternalIdBundleResolver resolver = new ExternalIdBundleResolver(executionContext.getComputationTargetResolver());
      for (final CurveNodeWithIdentifier id : _specification.getNodes()) {
        if (id.getDataField() != null) {
          final ComputedValue value = inputs.getComputedValue(new ValueRequirement(id.getDataField(), ComputationTargetType.PRIMITIVE, id.getIdentifier()));
          if (value != null) {
            final ExternalIdBundle identifiers = value.getSpecification().getTargetSpecification().accept(resolver);
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        ValueProperties.with(ValuePropertyNames.FUNCTION, "MARKET_DATA").get()), value.getSecond());
  }

  private ComputedValue[] findMarketData(final FunctionCompilationContext compilationContext, final Collection<ValueRequirement> requirements) {
    s_logger.debug("Resolving {}", requirements);
    final ExternalIdBundleResolver lookup = new ExternalIdBundleResolver(compilationContext.getComputationTargetResolver());
    final ComputedValue[] values = new ComputedValue[requirements.size()];
    int i = 0;
    for (final ValueRequirement requirement : requirements) {
      final ComputedValue value = findMarketData(lookup, requirement);
      if (value == null) {
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Related Classes of com.opengamma.engine.marketdata.ExternalIdBundleResolver

  • com.opengamma.engine.ComputationTarget
  • com.opengamma.engine.ComputationTargetSpecification
  • com.opengamma.examples.simulated.function.SyntheticVolatilityCubeMarketDataFunction$CompiledImpl
  • com.opengamma.financial.analytics.curve.CurveMarketDataFunction$MyCompiledFunction
  • com.opengamma.financial.analytics.ircurve.YieldCurveMarketDataFunction
  • com.opengamma.financial.analytics.volatility.cube.VolatilityCubeMarketDataFunction$CompiledImpl
  • com.opengamma.financial.currency.CurrencyMatrixSeriesSourcingFunction
  • com.opengamma.financial.generator.SecurityGenerator
  • com.opengamma.financial.marketdatasnapshot.MarketDataSnapshotterImpl
  • com.opengamma.integration.marketdata.WatchListRecorder
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