Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueRequirement

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        .withAny(ValuePropertyNames.CURRENCY)
        .with(ValuePropertyNames.CURVE, curveName)
        .with(ValuePropertyNames.CURVE_CURRENCY, curveCurrency)
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfig)
        .get();
    requirements.add(new ValueRequirement(YCNS_REQUIREMENT, target.toSpecification(), valueProperties));
    return requirements;
  }
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  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
    final String curveCurrency = desiredValue.getConstraint(ValuePropertyNames.CURVE_CURRENCY);
    final String curveCalculationConfig = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ComputationTargetSpecification specification = target.toSpecification();
    final Object value = inputs.getValue(new ValueRequirement(YCNS_REQUIREMENT, specification));
    if (!(value instanceof LabelledMatrix1D)) {
      throw new OpenGammaRuntimeException("Yield Curve Node Sensitivities result was not of type LabelledMatrix1D");
    }
    final DoubleLabelledMatrix1D ycns = (DoubleLabelledMatrix1D) value;
    final double result = sum(ycns.getValues());
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    boolean requirements = false;
    for (final FudgeField field : msg) {
      final Integer ord = field.getOrdinal();
      if (ord != null) {
        if (ord.intValue() == 1) {
          final ValueRequirement requirement = deserializer.fieldValueToObject(ValueRequirement.class, field);
          if (requirements) {
            queue.add(requirement);
          } else if (queue.isEmpty()) {
            queue.add(requirement);
            requirements = true;
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    if (!validateConstraints(constraints)) {
      return null;
    }
    final ValueProperties.Builder requirementConstraints = ValueProperties.with(VALUE_NAME_PROPERTY, valueName);
    composePrefixedProperties(requirementConstraints, constraints, valueName + ".");
    return Collections.singleton(new ValueRequirement(SortedPositionValues.VALUE_NAME, target.toSpecification(), requirementConstraints.get()));
  }
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    }
    return results;
  }

  protected ValueRequirement tagInput(final ValueRequirement requirement, final Currency source, final Currency target) {
    return new ValueRequirement(requirement.getValueName(), requirement.getTargetReference(), requirement.getConstraints().copy().with(SOURCE_CURRENCY_TAG, source.getCode())
        .withOptional(SOURCE_CURRENCY_TAG).with(TARGET_CURRENCY_TAG, target.getCode()).withOptional(TARGET_CURRENCY_TAG).get());
  }
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      }
    }
    if (matrixIdentifiers == null) {
      matrixIdentifiers = ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, getDefaultCurrencyMatrixName()).toBundle();
    }
    return Collections.singleton(new ValueRequirement(desiredValue.getValueName(), new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, matrixIdentifiers), constraints.get()));
  }
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      s_logger.error("keys and values list in map don't have the same number of elements: message = {}", message);
      throw new OpenGammaRuntimeException("keys and values list in map don't have the same number of elements");
    }
    for (int i = 0; i < keys.size(); i++) { // better to use iterators?
      FudgeField reqField = keys.get(i);
      ValueRequirement valueReq = deserializer.fieldValueToObject(ValueRequirement.class, reqField);
      FudgeField specField = values.get(i);
      ValueSpecification valueSpec = deserializer.fieldValueToObject(ValueSpecification.class, specField);
      if (valueReq == null || valueSpec == null) {
        s_logger.error("valueReq or valueSpec was null during deserialize: message = {}", message);
        throw new OpenGammaRuntimeException("valueReq or valueSpec was null during deserialize");
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      if (valueRequirement.getTargetReference() instanceof ComputationTargetSpecification) {
        final ComputationTargetSpecification spec = valueRequirement.getTargetReference().getSpecification();
        if (spec.getType().equals(ComputationTargetType.PRIMITIVE)) {
          final UniqueId uid = spec.getUniqueId();
          if (ExternalSchemes.BLOOMBERG_TICKER.getName().equals(uid.getScheme())) {
            return new ValueRequirement(valueRequirement.getValueName(), new ComputationTargetRequirement(spec.getType(), ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, uid.getValue())),
                valueRequirement.getConstraints());
          }
        }
      }
      return valueRequirement;
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      }
      return valueRequirement;
    }

    public static CurrencyMatrixValueRequirement fromFudgeMsg(final FudgeDeserializer deserializer, final FudgeMsg msg) {
      ValueRequirement requirement = deserializer.fudgeMsgToObject(ValueRequirement.class, msg);
      return new CurrencyMatrixValueRequirement(plat3044Translate(requirement), msg.getBoolean("reciprocal"));
    }
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    }
    throw new IllegalArgumentException("Expected timeseries, got " + fxSeries);
  }

  public static ValueRequirement getConversionRequirement(final Currency source, final Currency target) {
    return new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, CurrencyPair.TYPE.specification(CurrencyPair.of(target, source)));
  }
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