Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueRequirement

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  @Path("value/{valueName}/{targetType}/{targetId}")
  public DependencyGraphTraceProviderResource setValueRequirementByUniqueId(@PathParam("valueName") final String valueName, @PathParam("targetType") final String targetType,
      @PathParam("targetId") final String targetId) {
    UniqueId uniqueId = UniqueId.parse(targetId);
    ValueRequirement valueRequirement = toValueRequirement(valueName, new ComputationTargetSpecification(ComputationTargetType.parse(targetType), uniqueId));
    DependencyGraphTraceBuilderProperties properties = _properties.addRequirement(valueRequirement);
    return new DependencyGraphTraceProviderResource(_provider, _fudgeContext, properties);
  }
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  @Path("requirement/{valueName}/{targetType}/{targetId}")
  public DependencyGraphTraceProviderResource setValueRequirementByExternalId(@PathParam("valueName") final String valueName, @PathParam("targetType") final String targetType,
      @PathParam("targetId") final String targetId) {
    ExternalId externalId = ExternalId.parse(targetId);
    ValueRequirement valueRequirement = toValueRequirement(valueName, new ComputationTargetRequirement(ComputationTargetType.parse(targetType), externalId));
    DependencyGraphTraceBuilderProperties properties = _properties.addRequirement(valueRequirement);
    return new DependencyGraphTraceProviderResource(_provider, _fudgeContext, properties);
  }
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      constraints = ValueProperties.parse(valueName.substring(i));
    } else {
      name = valueName;
      constraints = ValueProperties.none();
    }
    return new ValueRequirement(name, target, constraints);
  }
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   */
  public static ValueRequirement getConversionRequirement(final Currency source, final Currency target) {
    //TODO is the reversal of the inputs intentional?
    // Yes - pending a thorough change across all currency matrix based code. Everything that refers to "source" and "target" is unfortunately back to front.
    // "Source" should really have been "counter", and "target" should really have been "base". The ordering would then be reversed. [PLAT-3453]
    return new ValueRequirement(ValueRequirementNames.SPOT_RATE, CurrencyPair.TYPE.specification(CurrencyPair.of(target, source)));
  }
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   * @return the requirement, not null
   */
  public static Set<ValueRequirement> getConversionRequirements(final Currency source, final Currency target) {
    //TODO is the reversal of the inputs intentional?
    final Set<ValueRequirement> requirements = new HashSet<>();
    requirements.add(new ValueRequirement(ValueRequirementNames.SPOT_RATE, CurrencyPair.TYPE.specification(CurrencyPair.of(target, source))));
    requirements.add(new ValueRequirement(ValueRequirementNames.SPOT_RATE, CurrencyPair.TYPE.specification(CurrencyPair.of(source, target))));
    return requirements;
  }
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  public static CurrencyMatrix createBloombergConversionMatrix(final CurrencyPairs currencies) {
    final SimpleCurrencyMatrix matrix = new SimpleCurrencyMatrix();
    for (final CurrencyPair pair : currencies.getPairs()) {
      matrix.setLiveData(pair.getCounter(), pair.getBase(),
          new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER.toString(), pair.getBase().getCode() +
              pair.getCounter().getCode() + " Curncy")));
    }
    dumpMatrix(matrix);
    return matrix;
  }
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    final SimpleCurrencyMatrix matrix = new SimpleCurrencyMatrix();
    final Currency commonCross = Currency.USD;
    for (final CurrencyPair pair : currencies.getPairs()) {
      if (commonCross.equals(pair.getBase()) || commonCross.equals(pair.getCounter())) {
        matrix.setLiveData(pair.getCounter(), pair.getBase(),
            new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, ExternalId.of(ExternalSchemes.OG_SYNTHETIC_TICKER.getName(), pair.getBase().getCode() +
                pair.getCounter().getCode())));
      }
    }
    for (final CurrencyPair pair : currencies.getPairs()) {
      if (!commonCross.equals(pair.getBase()) && !commonCross.equals(pair.getCounter())) {
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    final YieldCurveKey key = _yieldCurveSnapper.getKey(yieldCurveSpec);

    add(ret, key, yieldCurveSpec.toRequirementSpecification());

    //We know how the properties of this relate
    final ValueRequirement interpolatedSpec = new ValueRequirement(
        ValueRequirementNames.YIELD_CURVE_INTERPOLATED, yieldCurveSpec.getTargetSpecification(),
        getCurveProperties(yieldCurveSpec));
    add(ret, key, interpolatedSpec);
  }
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        .with(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY, HistoricalTimeSeriesFunctionUtils.YES_VALUE, HistoricalTimeSeriesFunctionUtils.NO_VALUE);
    return properties;
  }

  private ValueRequirement getRequirement(final ExternalIdBundleResolver resolver, final CurrencyMatrixValueRequirement valueRequirement, final ValueProperties constraints) {
    final ValueRequirement requirement = valueRequirement.getValueRequirement();
    // TODO: PLAT-2813 Don't perform the resolution here; request the time series directly
    final ExternalIdBundle targetIdentifiers = resolver.getExternalIdBundle(requirement.getTargetReference());
    if (targetIdentifiers == null) {
      return null;
    }
    final HistoricalTimeSeriesResolutionResult timeSeries = getHistoricalTimeSeriesResolver().resolve(targetIdentifiers, null, null, null, MarketDataRequirementNames.MARKET_VALUE, null);
    if (timeSeries == null) {
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          return Boolean.TRUE;
        }

        @Override
        public Boolean visitValueRequirement(final CurrencyMatrixValueRequirement valueRequirement) {
          final ValueRequirement requirement = getRequirement(resolver, valueRequirement, constraints);
          if (requirement == null) {
            return Boolean.FALSE;
          }
          requirements.add(tagInput(requirement, currencies.getFirst(), currencies.getSecond()));
          return Boolean.TRUE;
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