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.

    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(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(getPosition(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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    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), 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(getTrade(positions, "TradeAttr")),
        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");
  }

View Full Code Here

    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), ValueProperties.none());
    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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    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    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"), "DefaultForward");
    assertEquals(res2.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }

View Full Code Here

    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    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"), "GenericForward");
    assertEquals(res2.getProperty("FundingCurve"), "GenericFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }

View Full Code Here

    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), ValueProperties.none());
    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");
  }

View Full Code Here

    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    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"), "DefaultForward");
    assertEquals(res2.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }

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    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    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"), "GenericForward");
    assertEquals(res2.getProperty("FundingCurve"), "GenericFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }

View Full Code Here

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