Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueProperties$NearlyInfinitePropertiesBuilder

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      if (entry.getKey().getValueName().equals(ValueRequirementNames.YIELD_CURVE_NODE_SENSITIVITIES)) {
        curveNames.add(entry.getValue().getConstraint(ValuePropertyNames.CURVE));
      }
    }
    final Position position = target.getPosition();
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CALCULATION_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD)
        .with(ValuePropertyNames.CURRENCY, FinancialSecurityUtils.getCurrency(position.getSecurity()).getCode())
        .withAny(ValuePropertyNames.CURVE_CALCULATION_CONFIG)
        .with(ValuePropertyNames.CURVE, curveNames)
        .withAny(ValuePropertyNames.SURFACE)
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    }
    return pnlSeries;
  }

  private ValueRequirement getCurveSpecRequirement(final Currency currency, final String curveName) {
    final ValueProperties properties = ValueProperties.builder()
        .with(ValuePropertyNames.CURVE, curveName).get();
    return new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, ComputationTargetSpecification.of(currency), properties);
  }
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    return new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, ComputationTargetSpecification.of(currency), properties);
  }

  private ValueRequirement getYCNSRequirement(final String currencyString, final String curveCalculationConfig, final String curveName, final String surfaceName,
      final ComputationTarget target) {
    final ValueProperties properties = ValueProperties.builder()
        .with(ValuePropertyNames.CALCULATION_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD)
        .with(ValuePropertyNames.CURRENCY, currencyString)
        .with(ValuePropertyNames.CURVE_CURRENCY, currencyString)
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfig)
        .with(ValuePropertyNames.CURVE, curveName)
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    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);
      resultValue = new ComputedValue(resultSpecification, positionGreekResult);
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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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  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> putCurveNames = constraints.getValues(PUT_CURVE);
    if (putCurveNames == null || putCurveNames.size() != 1) {
      return null;
    }
    final Set<String> callCurveNames = constraints.getValues(CALL_CURVE);
    if (callCurveNames == null || callCurveNames.size() != 1) {
      return null;
    }
    final Set<String> putCurveCalculationConfigs = constraints.getValues(PUT_CURVE_CALC_CONFIG);
    if (putCurveCalculationConfigs == null || putCurveCalculationConfigs.size() != 1) {
      return null;
    }
    final Set<String> callCurveCalculationConfigs = constraints.getValues(CALL_CURVE_CALC_CONFIG);
    if (callCurveCalculationConfigs == null || callCurveCalculationConfigs.size() != 1) {
      return null;
    }
    final Set<String> surfaceNames = constraints.getValues(ValuePropertyNames.SURFACE);
    if (surfaceNames == null || surfaceNames.size() != 1) {
      return null;
    }
    final Set<String> interpolatorNames = constraints.getValues(InterpolatedDataProperties.X_INTERPOLATOR_NAME);
    if (interpolatorNames == null || interpolatorNames.size() != 1) {
      return null;
    }
    final Set<String> leftExtrapolatorNames = constraints.getValues(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
    if (leftExtrapolatorNames == null || leftExtrapolatorNames.size() != 1) {
      return null;
    }
    final Set<String> rightExtrapolatorNames = constraints.getValues(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
    if (rightExtrapolatorNames == null || rightExtrapolatorNames.size() != 1) {
      return null;
    }
    final String putCurveName = putCurveNames.iterator().next();
    final String callCurveName = callCurveNames.iterator().next();
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    final Position position = target.getPosition();
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final String currency = FinancialSecurityUtils.getCurrency(position.getSecurity()).getCode();
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final ValueProperties constraints = desiredValue.getConstraints();
    final String desiredCurrency;
    final Set<String> desiredCurrencies = constraints.getValues(ValuePropertyNames.CURRENCY);
    if (desiredCurrencies != null && !desiredCurrencies.isEmpty()) {
      desiredCurrency = Iterables.getOnlyElement(desiredCurrencies);
    } else {
      desiredCurrency = currency;
    }
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        security instanceof LegacyCDSSecurity;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final ValueProperties properties = createValueProperties()
        .withAny(CURRENCY)
        .withAny(SAMPLING_PERIOD)
        .withAny(SAMPLING_FUNCTION)
        .withAny(SCHEDULE_CALCULATOR)
        .with(ValuePropertyNames.PROPERTY_PNL_CONTRIBUTIONS, ValueRequirementNames.BUCKETED_CS01)
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    return new ValueRequirement(ValueRequirementNames.YIELD_CURVE, ComputationTargetType.CURRENCY.specification(currency), properties.get());
  }

  protected static ValueRequirement getSurfaceRequirement(final String surfaceName, final Currency putCurrency, final Currency callCurrency,
      final String interpolatorName, final String leftExtrapolatorName, final String rightExtrapolatorName) {
    final ValueProperties surfaceProperties = ValueProperties.builder()
        .with(ValuePropertyNames.SURFACE, surfaceName)
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
        .with(InterpolatedDataProperties.X_INTERPOLATOR_NAME, interpolatorName)
        .with(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME, leftExtrapolatorName)
        .with(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME, rightExtrapolatorName)
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  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Position position = target.getPosition();
    final FinancialSecurity security = (FinancialSecurity) position.getSecurity();
    final String currency = FinancialSecurityUtils.getCurrency(security).getCode();
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> periodNames = constraints.getValues(SAMPLING_PERIOD);
    if (periodNames == null || periodNames.size() != 1) {
      return null;
    }
    final String samplingPeriod = periodNames.iterator().next();
    final Set<String> scheduleNames = constraints.getValues(SCHEDULE_CALCULATOR);
    if (scheduleNames == null || scheduleNames.size() != 1) {
      return null;
    }
    final Set<String> samplingFunctionNames = constraints.getValues(SAMPLING_FUNCTION);
    if (samplingFunctionNames == null || samplingFunctionNames.size() != 1) {
      return null;
    }
    final CreditSecurityToIdentifierVisitor identifierVisitor = new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(context));
    final String spreadCurveName = security.accept(identifierVisitor).getUniqueId().getValue();
    final Set<ValueRequirement> requirements = new HashSet<>();
    requirements.add(getBucketedCS01Requirement(security));
    requirements.add(getCreditSpreadCurveHTSRequirement(security, getCurvePrefix() + "_" + spreadCurveName, samplingPeriod));
    final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
    if (resultCurrencies != null && resultCurrencies.size() == 1) {
      final ValueRequirement ccyConversionTSRequirement = getCurrencyConversionTSRequirement(position, currency, resultCurrencies);
      if (ccyConversionTSRequirement != null) {
        requirements.add(ccyConversionTSRequirement);
        requirements.add(new ValueRequirement(ValueRequirementNames.CURRENCY_PAIRS, ComputationTargetSpecification.NULL));
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