Package com.opengamma.financial.analytics.curve.exposure

Examples of com.opengamma.financial.analytics.curve.exposure.ConfigDBInstrumentExposuresProvider


      final Set<String> curveExposureConfigs = constraints.getValues(CURVE_EXPOSURES);
      try {
        final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
        final ConfigDBInstrumentExposuresProvider exposureSource = new ConfigDBInstrumentExposuresProvider(configSource, securitySource);
        final ConfigDBCurveConstructionConfigurationSource constructionConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
        final Set<ValueRequirement> requirements = new HashSet<>();
        final ValueProperties.Builder commonCurveProperties = getCurveProperties(target, constraints);
        for (final String curveExposureConfig : curveExposureConfigs) {
          final Set<String> curveConstructionConfigurationNames = exposureSource.getCurveConstructionConfigurationsForConfig(curveExposureConfig, security);
          for (final String curveConstructionConfigurationName : curveConstructionConfigurationNames) {
            final ValueProperties properties = commonCurveProperties.get().copy().with(CURVE_CONSTRUCTION_CONFIG, curveConstructionConfigurationName).get();
            requirements.add(new ValueRequirement(CURVE_BUNDLE, ComputationTargetSpecification.NULL, properties));
            requirements.add(new ValueRequirement(JACOBIAN_BUNDLE, ComputationTargetSpecification.NULL, properties));
            final CurveConstructionConfiguration curveConstructionConfiguration = constructionConfigurationSource.getCurveConstructionConfiguration(curveConstructionConfigurationName);
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      }
      try {
        final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
        final ConfigDBInstrumentExposuresProvider exposureSource = new ConfigDBInstrumentExposuresProvider(configSource, securitySource);
        final ConfigDBCurveConstructionConfigurationSource constructionConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
        final Set<ValueRequirement> requirements = new HashSet<>();
        for (final String curveExposureConfig : curveExposureConfigs) {
          final Set<String> curveConstructionConfigurationNames = exposureSource.getCurveConstructionConfigurationsForConfig(curveExposureConfig, security);
          for (final String curveConstructionConfigurationName : curveConstructionConfigurationNames) {
            final ValueProperties properties = ValueProperties.with(CURVE_CONSTRUCTION_CONFIG, curveConstructionConfigurationName).get();
            requirements.add(new ValueRequirement(CURVE_BUNDLE, ComputationTargetSpecification.NULL, properties));
            requirements.add(new ValueRequirement(JACOBIAN_BUNDLE, ComputationTargetSpecification.NULL, properties));
            final CurveConstructionConfiguration curveConstructionConfiguration = constructionConfigurationSource.getCurveConstructionConfiguration(curveConstructionConfigurationName);
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