Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueProperties

120
121
122
123
124
125
126
127
128
129
130
  private ValueSpecification buildValueSpecificationWithCurrency(String valueName) {

    UniqueId uid = UniqueId.of("scheme", "value");
    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, uid);

    ValueProperties props = ValueProperties.builder()
        .with(ValuePropertyNames.FUNCTION, "fn")
        .with(ValuePropertyNames.CURRENCY, "USD")
        .get();

    return new ValueSpecification(valueName, cts, props);
View Full Code Here
108
109
110
111
112
113
114
115
116
    return new DependencyGraphTraceProviderResource(_provider, _fudgeContext, properties);
  }

  @Path("defaultProperties/{defaultProperties}")
  public DependencyGraphTraceProviderResource setDefaultProperties(@PathParam("defaultProperties") final String defaultProperties) {
    ValueProperties valueProperties = ValueProperties.parse(defaultProperties);
    DependencyGraphTraceBuilderProperties properties = _properties.defaultProperties(valueProperties);
    return new DependencyGraphTraceProviderResource(_provider, _fudgeContext, properties);
  }
View Full Code Here
170
171
172
173
174
175
176
177
178
179
180
    return new FudgeMsgEnvelope(fudgeMsg);
  }

  private ValueRequirement toValueRequirement(final String valueName, final ComputationTargetReference target) {
    final String name;
    final ValueProperties constraints;
    final int i = valueName.indexOf('{');
    if ((i > 0) && (valueName.charAt(valueName.length() - 1) == '}')) {
      name = valueName.substring(0, i);
      constraints = ValueProperties.parse(valueName.substring(i));
    } else {
View Full Code Here
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
      return false;
    }
  }

  protected ValueProperties getRequirementConstraints(final ValueRequirement desiredValue) {
    final ValueProperties desiredConstraints = desiredValue.getConstraints();
    final ValueProperties.Builder requiredConstraints = ValueProperties.builder();
    Set<String> values = desiredConstraints.getValues(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, DateConstraint.NULL.toString());
    } else {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, values);
    }
    values = desiredConstraints.getValues(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY, HistoricalTimeSeriesFunctionUtils.YES_VALUE);
    } else {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY, values);
    }
    values = desiredConstraints.getValues(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, DateConstraint.VALUATION_TIME.toString());
    } else {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, values);
    }
    values = desiredConstraints.getValues(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY, HistoricalTimeSeriesFunctionUtils.YES_VALUE);
    } else {
      requiredConstraints.with(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY, values);
    }
View Full Code Here
64
65
66
67
68
69
70
71
72
73
74
    //process single value properties:
    String calcConfigName = properties.getCalculationConfigurationName();
    uri = DependencyGraphTraceProviderResource.uriCalculationConfigurationName(uri, calcConfigName);

    ValueProperties defaultProperties = properties.getDefaultProperties();
    uri = DependencyGraphTraceProviderResource.uriDefaultProperties(uri, defaultProperties);

    List<MarketDataSpecification> marketData = properties.getMarketData();
    if (marketData != null) {
      uri = DependencyGraphTraceProviderResource.uriMarketData(uri, marketData);
View Full Code Here
96
97
98
99
100
101
102
103
104
105
106
107
108
  private URI processRequirements(URI uri, Collection<ValueRequirement> requirements) {
    for (ValueRequirement valueRequirement : requirements) {

      String valueName = valueRequirement.getValueName();

      ValueProperties constraints = valueRequirement.getConstraints();

      String contraintStr = constraints.isEmpty() ? "" : constraints.toString();

      String constrainedValueName = valueName + contraintStr;

      ComputationTargetReference targetReference = valueRequirement.getTargetReference();
      String targetType = targetReference.getType().toString();
View Full Code Here
522
523
524
525
526
527
528
529
530
531
532
    final RiskRun run = _batchMaster.startRiskRun(_cycleMetadataStub, Maps.<String, String>newHashMap(), RunCreationMode.AUTO, SnapshotMode.PREPARED);

    final InMemoryViewComputationResultModel result = new InMemoryViewComputationResultModel();
    final ComputationTargetSpecification computationTargetSpec = new ComputationTargetSpecification(ComputationTargetType.SECURITY, UniqueId.of("Sec", "APPL"));
    final ValueProperties properties = ValueProperties.with(ValuePropertyNames.FUNCTION, "asd").get();
    final ValueSpecification valueSpec = new ValueSpecification("value", computationTargetSpec, properties);
    final ComputedValueResult cvr = new ComputedValueResult(valueSpec, 1000.0, AggregatedExecutionLog.EMPTY, null, null, InvocationResult.SUCCESS);
    //cvr.setRequirements(newHashSet(_requirement));
    result.addValue("config_1", cvr);
   
View Full Code Here
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
  protected static String getViewDefaultCurrencyISO(final FunctionCompilationContext context) {
    ViewCalculationConfiguration viewCalculationConfiguration = context.getViewCalculationConfiguration();
    if (viewCalculationConfiguration == null) {
      return null;
    }
    ValueProperties defaultProperties = viewCalculationConfiguration.getDefaultProperties();
    if (defaultProperties == null) {
      return null;
    }
    final Set<String> currencies = defaultProperties.getValues(ValuePropertyNames.CURRENCY);
    if (currencies == null) {
      return null;
    }
    if (currencies.size() != 1) {
      return null;
View Full Code Here
139
140
141
142
143
144
145
146
  private static Pair<String, ValueSpecification> target(final GridCell cell) {
    final int row = cell.getRow();
    final int col = cell.getColumn();
    final ComputationTargetSpecification target = new ComputationTargetSpecification(ComputationTargetType.POSITION,
                                                                               UniqueId.of("Cell", row + "," + col));
    final ValueProperties properties = ValueProperties.with(ValuePropertyNames.FUNCTION, "fnName").get();
    return Pair.of("Default", new ValueSpecification("valueName(" + row + "," + col + ")", target, properties));
  }
View Full Code Here
68
69
70
71
72
73
74
75
76
77
78
79
    }
    return ret;
  }

  protected static String getSingleProperty(final ValueSpecification spec, final String propertyName) {
    final ValueProperties properties = spec.getProperties();
    final Set<String> curves = properties.getValues(propertyName);
    if (curves.size() != 1) {
      throw new IllegalArgumentException("Couldn't find curve property from " + spec);
    }
    final String curve = Iterables.get(curves, 0);
    return curve;
View Full Code Here
TOP

Related Classes of com.opengamma.engine.value.ValueProperties

  • com.opengamma.examples.bloomberg.loader.ExampleViewsPopulator
  • com.opengamma.examples.simulated.loader.ExampleViewsPopulator
  • com.opengamma.financial.analytics.AbstractWeightFunction
  • com.opengamma.financial.analytics.AttributesFunction
  • com.opengamma.financial.analytics.cashflow.NettedFixedCashFlowFunction$Compiled
  • com.opengamma.financial.analytics.ircurve.YieldCurveMarketDataShiftFunction
  • com.opengamma.financial.analytics.ircurve.YieldCurveShiftFunction
  • com.opengamma.financial.analytics.MissingInputsFunction
  • com.opengamma.financial.analytics.model.bond.BondFromCurvesFunction
  • com.opengamma.financial.analytics.model.bondfutureoption.BondFutureOptionBlackYCNSFunction
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.