Examples of com.opengamma.engine.value.ValueSpecification

com.opengamma.engine.value.ValueSpecification
An immutable representation of the metadata that describes an actual value.
This may be a value a function is capable of producing, or describe a resolved value passed into a function to satisfy a {@link ValueRequirement}.
For example the {@code ValueRequirement} for a currency converting function may state a constraint such as "any currency" on its input values. After the graph has been built, the actual value willbe specified including the specific currency. Similarly a constraint on a {@link ValueRequirement} might restrict the function to be used (or the default of omission allows any) whereas the{@link ValueSpecification} will indicate which function was used to compute that value.
This class is immutable and thread-safe.

  }


  @Test
  public void testMarketDataLifecycle() {


    ValueSpecification spec = createValueSpecForMarketValue("AAPL.");
    ImmutableSet<ValueSpecification> valueSpecs = ImmutableSet.of(spec);


    _manager.requestMarketDataSubscriptions(valueSpecs);
    checkSingleSubscriptionState("AAPL.", SubscriptionStateQuery.SubscriptionState.PENDING);

View Full Code Here

    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {


      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }


      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target, Map<ValueSpecification, ValueRequirement> inputs) {
        s_logger.debug("fnConv late resolving with inputs {}", inputs);
        assertEquals(1, inputs.size());
        final ValueSpecification input = inputs.keySet().iterator().next();
        if (!input.getProperties().getValues("TEST").contains("Bar")) {
          return Collections.emptySet();
        }
        return super.getResults(context, target, inputs);
      }

View Full Code Here

        .get();


    ComputationTargetSpecification targetSpecification =
        new ComputationTargetSpecification(ComputationTargetType.PRIMITIVE, uniqueId);


    return new ValueSpecification(valueName, targetSpecification, properties);
  }

View Full Code Here

    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {


      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }


      @Override
      public Set<ValueRequirement> getAdditionalRequirements(FunctionCompilationContext context, ComputationTarget target, Set<ValueSpecification> inputs, Set<ValueSpecification> outputs) {
        assertEquals(1, inputs.size());

View Full Code Here

    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {


      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }


      @Override
      public Set<ValueRequirement> getAdditionalRequirements(FunctionCompilationContext context, ComputationTarget target, Set<ValueSpecification> inputs, Set<ValueSpecification> outputs) {
        if (inputs.contains(helper.getSpec2Foo())) {

View Full Code Here

@Test(groups = TestGroup.UNIT)
public class ValueSpecificationBuilderTest extends AbstractFudgeBuilderTestCase {


  public void testEncoding() {
    assertEncodeDecodeCycle(ValueSpecification.class,
        new ValueSpecification("requirement", ComputationTargetSpecification.of(Currency.USD),
            ValueProperties.with(ValuePropertyNames.FUNCTION, "Bar").get()));
  }

View Full Code Here

    }


    @SuppressWarnings("synthetic-access")
    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
      return Collections.singleton(new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_DATA, target.toSpecification(),
          createValueProperties()
          .withAny(ValuePropertyNames.SURFACE)
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, _instrumentType)
          .withAny(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE)
          .withAny(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS).get()));

View Full Code Here

    public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
      String surfaceQuoteType = null;
      String surfaceQuoteUnits = null;
      String surfaceName = null;
      for (final Map.Entry<ValueSpecification, ValueRequirement> entry : inputs.entrySet()) {
        final ValueSpecification key = entry.getKey();
        if (key.getValueName().equals(ValueRequirementNames.VOLATILITY_SURFACE_SPEC)) {
          surfaceQuoteType = key.getProperty(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
          surfaceQuoteUnits = key.getProperty(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
          surfaceName = key.getProperty(ValuePropertyNames.SURFACE);
          break;
        }
      }
      if (surfaceName == null) {
        return null;
      }
      assert surfaceQuoteType != null;
      assert surfaceQuoteUnits != null;
      return Collections.singleton(new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_DATA, target.toSpecification(),
          createValueProperties()
          .with(ValuePropertyNames.SURFACE, surfaceName)
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, _instrumentType)
          .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, surfaceQuoteType)
          .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS, surfaceQuoteUnits).get()));

View Full Code Here

          }
        }
      }
      final VolatilitySurfaceData<Object, Object> volSurfaceData = new VolatilitySurfaceData<>(definition.getName(), specification.getName(),
          definition.getTarget(), definition.getXs(), definition.getYs(), volatilityValues);
      final ValueSpecification result = new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_DATA, target.toSpecification(),
          createValueProperties()
          .with(ValuePropertyNames.SURFACE, surfaceName)
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, instrumentType)
          .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, specification.getSurfaceQuoteType())
          .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS, specification.getQuoteUnits()).get());

View Full Code Here

  }


  @Override
  public void init(final FunctionCompilationContext context) {
    _helper.init(context, this);
    _resultSpec = new ValueSpecification(ValueRequirementNames.YIELD_CURVE_SPEC, getTargetSpecification(), createValueProperties().with(ValuePropertyNames.CURVE, getCurveName()).get());
  }

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

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

com.opengamma.examples.simulated.tutorial.TutorialValueFunction

com.opengamma.financial.analytics.AbstractWeightFunction

com.opengamma.financial.analytics.AttributesFunction

com.opengamma.financial.analytics.cashflow.FixedCashFlowFunction$Compiled

com.opengamma.financial.analytics.cashflow.FloatingCashFlowFunction$Compiled

com.opengamma.financial.analytics.cashflow.NettedFixedCashFlowFunction$Compiled

com.opengamma.financial.analytics.covariance.CorrelationMatrixFunction

com.opengamma.financial.analytics.covariance.DefaultTargetCovarianceMatrixFunction

com.opengamma.financial.analytics.covariance.SampledCovarianceMatrixFunction

com.opengamma.financial.analytics.CurrencyPairsFunction

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.