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.

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ComputedValue latestHtsValue = inputs.getComputedValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    return Collections.singleton(new ComputedValue(new ValueSpecification(desiredValue.getValueName(), target.toSpecification(), desiredValue.getConstraints()), latestHtsValue.getValue()));
  }

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        .withAny(HistoricalTimeSeriesFunctionUtils.AGE_LIMIT_PROPERTY);
  }


  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    return Collections.singleton(new ValueSpecification(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, target.toSpecification(), createValueProperties().get()));
  }

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    return ComputationTargetType.CURRENCY;
  }


  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    return Collections.singleton(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(), createValueProperties()
        .withAny(ValuePropertyNames.CURVE).withAny(YieldCurveFunction.PROPERTY_FORWARD_CURVE).withAny(YieldCurveFunction.PROPERTY_FUNDING_CURVE).get()));
  }

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      if (hts == null) {
        throw new OpenGammaRuntimeException("Can't get time series for " + timeSeriesRequirement);
      }
      timeSeries.add(timeSeriesRequirement.getConstraint(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY), timeSeriesSource.getExternalIdBundle(hts.getUniqueId()), hts);
    }
    return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(), desiredValue
        .getConstraints()), timeSeries));
  }

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          specification = source.getSpecification(fullSpecificationName, instrumentType);
          if (specification == null) {
            throw new OpenGammaRuntimeException("Could not get volatility surface specification named " + fullSpecificationName + " for instrument type " + instrumentType);
          }
        }
        @SuppressWarnings("synthetic-access")
        final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_SPEC, 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());
        return Collections.singleton(new ComputedValue(spec, specification));
      }


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.ANYTHING;
      }


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

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            }
          }
        }
      }
    }
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, targetSpec,
        desiredValue.getConstraints().copy().get());
    return Collections.singleton(new ComputedValue(spec, bundle));
  }

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  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final ValueProperties properties = createValueProperties()
        .withAny(ValuePropertyNames.CURVE_CONSTRUCTION_CONFIG)
        .get();
    return Collections.singleton(new ValueSpecification(ValueRequirementNames.CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        properties));
  }

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          definition = source.getDefinition(fullDefinitionName, instrumentType);
          if (definition == null) {
            throw new OpenGammaRuntimeException("Could not get volatility surface definition named " + fullDefinitionName + " for instrument type " + instrumentType);
          }
        }
        @SuppressWarnings("synthetic-access")
        final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_DEFINITION, target.toSpecification(),
            createValueProperties()
            .with(ValuePropertyNames.SURFACE, surfaceName)
            .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, instrumentType).get());
        return Collections.singleton(new ComputedValue(spec, definition));
      }


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.ANYTHING;
      }


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

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    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }

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