Package com.opengamma.engine.view

Examples of com.opengamma.engine.view.ViewDefinition


   *
   * @param user the market data user, for example taken from the parent/containing view definition, not null
   * @param executionSequence the execution sequence to evaluate, not null
   */
  public ViewEvaluationTarget(UserPrincipal user, ViewCycleExecutionSequenceDescriptor executionSequence) {
    _viewDefinition = new ViewDefinition("Temp", user);
    _executionSequence = executionSequence;
  }
View Full Code Here


    // Check the valuation parameters are compatible
    if (!getExecutionSequence().equals(other.getExecutionSequence())) {
      return null;
    }
    // Check the basic view definitions are compatible
    final ViewDefinition myView = getViewDefinition();
    final ViewDefinition otherView = other.getViewDefinition();
    if (!ObjectUtils.equals(myView.getDefaultCurrency(), otherView.getDefaultCurrency())
        || !ObjectUtils.equals(myView.getMarketDataUser(), otherView.getMarketDataUser())
        || !ObjectUtils.equals(myView.getMaxDeltaCalculationPeriod(), otherView.getMaxDeltaCalculationPeriod())
        || !ObjectUtils.equals(myView.getMaxFullCalculationPeriod(), otherView.getMaxFullCalculationPeriod())
        || !ObjectUtils.equals(myView.getMinDeltaCalculationPeriod(), otherView.getMinDeltaCalculationPeriod())
        || !ObjectUtils.equals(myView.getMinFullCalculationPeriod(), otherView.getMinFullCalculationPeriod())
        || !ObjectUtils.equals(myView.getName(), otherView.getName())
        || !ObjectUtils.equals(myView.getPortfolioId(), otherView.getPortfolioId())
        || !ObjectUtils.equals(myView.getResultModelDefinition(), otherView.getResultModelDefinition())) {
      return null;
    }
    // Check the calc configs are compatible
    for (final ViewCalculationConfiguration myConfig : myView.getAllCalculationConfigurations()) {
      final ViewCalculationConfiguration otherConfig = otherView.getCalculationConfiguration(myConfig.getName());
      if (!ObjectUtils.equals(myConfig.getDefaultProperties(), otherConfig.getDefaultProperties())
          || !ObjectUtils.equals(myConfig.getDeltaDefinition(), otherConfig.getDeltaDefinition())
          || !ObjectUtils.equals(myConfig.getResolutionRuleTransform(), otherConfig.getResolutionRuleTransform())) {
        // Configs aren't compatible
        return null;
      }
    }
    // Create a new view definition that is the union of all calc configs
    final ViewDefinition newView = myView.copyWith(myView.getName(), myView.getPortfolioId(), myView.getMarketDataUser());
    for (final ViewCalculationConfiguration otherConfig : otherView.getAllCalculationConfigurations()) {
      final ViewCalculationConfiguration newConfig = newView.getCalculationConfiguration(otherConfig.getName());
      if (newConfig == null) {
        myView.addViewCalculationConfiguration(newConfig);
      } else {
        newConfig.addSpecificRequirements(otherConfig.getSpecificRequirements());
      }
View Full Code Here

   */
  public DependencyGraphBuildTrace build(DependencyGraphTraceBuilderProperties properties) {
    final DependencyGraphBuilder builder = _builderContext.getDependencyGraphBuilderFactory().newInstance();
    builder.setCalculationConfigurationName(properties.getCalculationConfigurationName());
    final FunctionCompilationContext context = _builderContext.getFunctionCompilationContext().clone();
    final ViewDefinition definition = new ViewDefinition("Mock View", "Test");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(definition, properties.getCalculationConfigurationName());
    calcConfig.setDefaultProperties(properties.getDefaultProperties());
    context.setViewCalculationConfiguration(calcConfig);
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(properties.getResolutionTime()));
    builder.setCompilationContext(context);
View Full Code Here

    return viewDefinition;
  }

  private ViewDefinition getFXForwardViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration calculationConfig1 = new ViewCalculationConfiguration(viewDefinition, "FX Implied Curves");
    final ViewCalculationConfiguration calculationConfig2 = new ViewCalculationConfiguration(viewDefinition, "FX Forward Points");
    calculationConfig1.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, PRESENT_VALUE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.DISCOUNTING)
                    .with(CURRENCY, Currency.USD.getCode()).get());
    calculationConfig2.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, PRESENT_VALUE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.FORWARD_POINTS)
                    .with(CURRENCY, Currency.USD.getCode()).get());
    calculationConfig1.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, FX_CURRENCY_EXPOSURE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.DISCOUNTING).get());
    calculationConfig2.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, FX_CURRENCY_EXPOSURE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.FORWARD_POINTS).get());
    viewDefinition.addViewCalculationConfiguration(calculationConfig1);
    viewDefinition.addViewCalculationConfiguration(calculationConfig2);
    return viewDefinition;
  }
View Full Code Here

 
  private final ViewDefinitionJSONBuilder _jsonBuilder = ViewDefinitionJSONBuilder.INSTANCE;
 
  @Test
  public void test_encode_decode_cycle() {
    ViewDefinition testViewDefinition = TestViewDefinitionProvider.getTestViewDefinition();
   
    String json = _jsonBuilder.toJSON(testViewDefinition);
    assertNotNull(json);   
    ViewDefinition fromJSON = _jsonBuilder.fromJSON(json);
    assertNotNull(fromJSON);
   
    assertEquals(testViewDefinition, fromJSON);   
  }
View Full Code Here

    return viewDefinition;
  }

  private ViewDefinition getEURFixedIncomeViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.EUR);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final String curveConfig1 = "EUR-OIS-3M-6M";
    final String curveConfig2 = "EUR-OIS-3MFut-6M";
    final ViewCalculationConfiguration firstConfig = new ViewCalculationConfiguration(viewDefinition, "EUR-OIS-3M-6M");
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    viewDefinition.addViewCalculationConfiguration(firstConfig);
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    viewDefinition.addViewCalculationConfiguration(firstConfig);
    final ViewCalculationConfiguration secondConfig = new ViewCalculationConfiguration(viewDefinition, "EUR-OIS-3MFut-6M");
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    viewDefinition.addViewCalculationConfiguration(secondConfig);
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    final ViewCalculationConfiguration thirdConfig = new ViewCalculationConfiguration(viewDefinition, "STIR futures MtM");
//    thirdConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CALCULATION_METHOD, "MarkToMarket").get());
    viewDefinition.addViewCalculationConfiguration(firstConfig);
    viewDefinition.addViewCalculationConfiguration(secondConfig);
//    viewDefinition.addViewCalculationConfiguration(thirdConfig);
    return viewDefinition;
  }
View Full Code Here

    return viewDefinition;
  }

  private ViewDefinition getBondViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration curvesConfig = new ViewCalculationConfiguration(viewDefinition, "Curves");
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, CLEAN_PRICE,
        ValueProperties.with(CALCULATION_METHOD, BondFunction.FROM_CURVES_METHOD).get());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, MACAULAY_DURATION,
        ValueProperties.none());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, MODIFIED_DURATION,
        ValueProperties.none());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CALCULATION_METHOD, BondFunction.FROM_CURVES_METHOD).get());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, YTM,
        ValueProperties.none());
    viewDefinition.addViewCalculationConfiguration(curvesConfig);
    return viewDefinition;
  }
View Full Code Here

//    storeViewDefinition(getBondViewDefinition("Government Bonds", "Government Bond View"));
  }

  private ViewDefinition getEquityOptionViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxFullCalculationPeriod(30000L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMaxDeltaCalculationPeriod(30000L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    addValueRequirements(defaultCalConfig, EquityOptionSecurity.SECURITY_TYPE, new String[]{
      CARRY_RHO,
      DELTA,
      DELTA_BLEED,
      DRIFTLESS_THETA,
      ELASTICITY,
      GAMMA,
      GAMMA_BLEED,
      GAMMA_P,
      GAMMA_P_BLEED,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      PNL_SERIES,
      PHI,
      RHO,
      SPEED,
      SPEED_P,
      STRIKE_GAMMA,
      THETA,
      ULTIMA,
      VALUE_DELTA,
      VALUE_GAMMA,
      VANNA,
      VARIANCE_ULTIMA,
      VARIANCE_VANNA,
      VARIANCE_VEGA,
      VARIANCE_VOMMA,
      VEGA,
      VEGA_BLEED,
      VEGA_P,
      VOMMA,
      VOMMA_P,
      DVANNA_DVOL,
      DZETA_DVOL
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    addValueRequirements(defaultCalConfig, EquitySecurity.SECURITY_TYPE, new String[]{
      FAIR_VALUE,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      PNL_SERIES,
      SHARPE_RATIO,
      TOTAL_RISK_ALPHA,
      SECURITY_MARKET_PRICE
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }
View Full Code Here

    return viewDefinition;
  }

  private ViewDefinition getEquityViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxFullCalculationPeriod(30000L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMaxDeltaCalculationPeriod(30000L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);

    addValueRequirements(defaultCalConfig, EquitySecurity.SECURITY_TYPE, new String[]{
      CAPM_BETA,
      FAIR_VALUE,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      JENSENS_ALPHA,
      PNL_SERIES,
      SHARPE_RATIO,
      TOTAL_RISK_ALPHA,
      TREYNOR_RATIO,
      SECURITY_MARKET_PRICE
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }
View Full Code Here

    return searchResult.getFirstPortfolio().getUniqueId();
  }

  private ViewDefinition getMultiCurrencySwapViewDefinition(final String portfolioName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(portfolioName + " View", portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    defaultCalConfig.addPortfolioRequirementName(SwapSecurity.SECURITY_TYPE, PAR_RATE);
    // The name "Default" has no special meaning, but means that the currency conversion function can never be used and so we get the instrument's natural currency
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CurrencyConversionFunction.ORIGINAL_CURRENCY, "Default").withOptional(CurrencyConversionFunction.ORIGINAL_CURRENCY).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURRENCY, "USD").get());
    for (final Map.Entry<Currency, String> entry : CONFIGS_FOR_CURRENCY.entrySet()) {
      final String ccyName = entry.getKey().getCode();
      final ComputationTargetSpecification ccyTarget = ComputationTargetSpecification.of(entry.getKey());
      final Pair<String, String> curveNames = CURVES_FOR_CURRENCY.get(entry.getKey());
      final String discountingCurve = curveNames.getFirst();
      final String forwardCurve = curveNames.getSecond();
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PV01,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ccyTarget,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CALCULATION_CONFIG, entry.getValue())
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get()));
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PV01,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ccyTarget,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CALCULATION_CONFIG, entry.getValue())
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get()));
    }
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }
View Full Code Here

TOP

Related Classes of com.opengamma.engine.view.ViewDefinition

Copyright © 2018 www.massapicom. All rights reserved.
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.