Package com.opengamma.financial.analytics.riskfactors

Examples of com.opengamma.financial.analytics.riskfactors.RiskFactorsGatherer

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    return "RiskFactors";
  }

  @Override
  protected void addValueRequirements(final FunctionCompilationContext context, final Portfolio portfolio, final ViewCalculationConfiguration calcConfig) {
    final RiskFactorsGatherer riskFactors = OpenGammaCompilationContext.getRiskFactorsGatherer(context);
    calcConfig.addSpecificRequirements(riskFactors.getPositionRiskFactors(portfolio));
  }
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    calcConfig.addSpecificRequirements(riskFactors.getPositionRiskFactors(portfolio));
  }

  @Override
  protected void addValueRequirements(final FunctionCompilationContext context, final Position position, final ViewCalculationConfiguration calcConfig) {
    final RiskFactorsGatherer riskFactors = OpenGammaCompilationContext.getRiskFactorsGatherer(context);
    calcConfig.addSpecificRequirements(riskFactors.getPositionRiskFactors(position));
  }
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Related Classes of com.opengamma.financial.analytics.riskfactors.RiskFactorsGatherer

  • com.opengamma.financial.analytics.covariance.RiskFactorCovarianceMatrixFunction
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