Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueSpecification


    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
    assertEquals(res1.getProperty("FundingCurve"), "FooFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }
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    config.setDefaultProperties(ValueProperties.with("SECURITY.Present Value.DEFAULT_ForwardCurve", "BarForward").with("SECURITY.*.DEFAULT_FundingCurve", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }
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        .with("SECURITY.*.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }
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        .with("SECURITY.Present Value.DEFAULT_ForwardCurve.Security~Swap", "BarForward").with("SECURITY.Present Value.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }
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    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), 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(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), 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(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), 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");
  }
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    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
    assertEquals(res1.getProperty("FundingCurve"), "FooFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }
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  }

  @Path(PATH_SUBGRAPH_PRODUCING)
  @GET
  public Response getSubgraphProducing(@QueryParam("msg") String msgBase64) {
    ValueSpecification output = RestUtils.decodeBase64(ValueSpecification.class, msgBase64);
    return responseOkFudge(_explorer.getSubgraphProducing(output));
  }
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  @Override
  public void init(final FunctionCompilationContext context) {
    _definition = _helper.init(context, this);
    final ComputationTargetSpecification currencySpec = ComputationTargetSpecification.of(_helper.getCurrency());
    _marketDataResult = new ValueSpecification(ValueRequirementNames.VOLATILITY_CUBE_MARKET_DATA, currencySpec,
        createValueProperties().with(ValuePropertyNames.CUBE, _helper.getDefinitionName()).get());
    _results = Sets.newHashSet(_marketDataResult);
  }
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