Package com.opengamma.engine.value

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

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    }
    return null;
  }

  protected ValueRequirement getBucketedCS01Requirement(final Security security) {
    final ValueProperties properties = ValueProperties.builder()
        .get();
    return new ValueRequirement(ValueRequirementNames.BUCKETED_CS01, ComputationTargetSpecification.of(security), properties);
  }
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    if (samplingPeriods == null || samplingPeriods.size() != 1) {
      return null;
    }
    String samplingPeriod = Iterables.getOnlyElement(samplingPeriods);
    DateConstraint start = DateConstraint.parse("-" + samplingPeriod);
    ValueProperties inputConstraints = desiredValue.getConstraints().copy()
        .withOptional(ValuePropertyNames.SAMPLING_PERIOD)
        .with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, start.toString())
        .with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, DateConstraint.VALUATION_TIME.toString())
        .get();
    return ImmutableSet.of(new ValueRequirement(_valueRequirementName, target.toSpecification(), inputConstraints));
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  @Override
  public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target, Map<ValueSpecification, ValueRequirement> inputs) {
    Map.Entry<ValueSpecification, ValueRequirement> input = Iterables.getOnlyElement(inputs.entrySet());
    String samplingPeriod = input.getValue().getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
    ValueProperties outputProperties = input.getKey().getProperties().copy()
        .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriod)
        .withoutAny(ValuePropertyNames.FUNCTION)
        .with(ValuePropertyNames.FUNCTION, getUniqueId())
        .get();
    return ImmutableSet.of(new ValueSpecification(_valueRequirementName, target.toSpecification(), outputProperties));
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    return target.getPosition().getSecurity() instanceof IRFutureOptionSecurity;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final ValueProperties properties = createValueProperties()
        .withAny(ValuePropertyNames.CURRENCY)
        .withAny(ValuePropertyNames.CURVE_CALCULATION_CONFIG)
        .withAny(ValuePropertyNames.SURFACE)
        .withAny(ValuePropertyNames.CURVE)
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
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      }
    }
    if (curveNames.isEmpty()) {
      return null;
    }
    final ValueProperties properties = createValueProperties()
        .withAny(ValuePropertyNames.CURRENCY)
        .withAny(ValuePropertyNames.CURVE_CALCULATION_CONFIG)
        .withAny(ValuePropertyNames.SURFACE)
        .with(ValuePropertyNames.CURVE, curveNames)
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
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  @Override
  protected ValueRequirement getYCNSRequirement(final String currencyString, final String curveCalculationConfigName, final String yieldCurveName, final ComputationTarget target,
      final ValueProperties desiredValueProperties) {
    final String surfaceName = desiredValueProperties.getValues(ValuePropertyNames.SURFACE).iterator().next();
    final UniqueId uniqueId = target.getPosition().getTrades().iterator().next().getUniqueId();
    final ValueProperties properties = ValueProperties.builder()
        .with(ValuePropertyNames.SURFACE, surfaceName)
        .with(ValuePropertyNames.CURRENCY, currencyString)
        .with(ValuePropertyNames.CURVE_CURRENCY, currencyString)
        .with(ValuePropertyNames.CURVE, yieldCurveName)
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfigName).get();
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      tsReturns.put(underlyingType, returnCalculator.evaluate(sampledTS));
    }
    dataBundleArray[0] = new SensitivityAndReturnDataBundle(sensitivity, value, tsReturns);
    final DoubleTimeSeries<?> result = PNL_CALCULATOR.evaluate(dataBundleArray);
    // Please see http://jira.opengamma.com/browse/PLAT-2330 for information about the PROPERTY_PNL_CONTRIBUTIONS constant
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURRENCY, currency)
        .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriodName.iterator().next())
        .with(ValuePropertyNames.SCHEDULE_CALCULATOR, scheduleCalculatorName.iterator().next())
        .with(ValuePropertyNames.SAMPLING_FUNCTION, samplingFunctionName.iterator().next())
        .with(ValuePropertyNames.RETURN_CALCULATOR, returnCalculatorName.iterator().next())
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    return target.getPosition().getSecurity() instanceof EquityOptionSecurity; //TODO need to widen this
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> samplingPeriodName = constraints.getValues(ValuePropertyNames.SAMPLING_PERIOD);
    if (samplingPeriodName == null || samplingPeriodName.isEmpty() || samplingPeriodName.size() != 1) {
      return null;
    }
    final Set<String> scheduleCalculatorName = constraints.getValues(ValuePropertyNames.SCHEDULE_CALCULATOR);
    if (scheduleCalculatorName == null || scheduleCalculatorName.isEmpty() || scheduleCalculatorName.size() != 1) {
      return null;
    }
    final Set<String> samplingFunctionName = constraints.getValues(ValuePropertyNames.SAMPLING_FUNCTION);
    if (samplingFunctionName == null || samplingFunctionName.isEmpty() || samplingFunctionName.size() != 1) {
      return null;
    }
    final Set<String> returnCalculatorName = constraints.getValues(ValuePropertyNames.RETURN_CALCULATOR);
    if (returnCalculatorName == null || returnCalculatorName.isEmpty() || returnCalculatorName.size() != 1) {
      return null;
    }
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    requirements.add(new ValueRequirement(REQUIREMENT_NAME, target.toSpecification()));
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  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final Set<ValueSpecification> results = new HashSet<ValueSpecification>();
    // Please see http://jira.opengamma.com/browse/PLAT-2330 for information about the PROPERTY_PNL_CONTRIBUTIONS constant
    final ValueProperties properties = createValueProperties()
        .withAny(ValuePropertyNames.CURRENCY)
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
        .withAny(ValuePropertyNames.SCHEDULE_CALCULATOR)
        .withAny(ValuePropertyNames.SAMPLING_FUNCTION)
        .withAny(ValuePropertyNames.RETURN_CALCULATOR)
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        }
        currency = newCurrency;
      }
    }
    // Please see http://jira.opengamma.com/browse/PLAT-2330 for information about the PROPERTY_PNL_CONTRIBUTIONS constant
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURRENCY, currency)
        .withAny(ValuePropertyNames.SAMPLING_PERIOD)
        .withAny(ValuePropertyNames.SCHEDULE_CALCULATOR)
        .withAny(ValuePropertyNames.SAMPLING_FUNCTION)
        .withAny(ValuePropertyNames.RETURN_CALCULATOR)
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