Package com.opengamma.financial.analytics.volatility.surface

Examples of com.opengamma.financial.analytics.volatility.surface.ConfigDBFuturePriceCurveSpecificationSource


  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.PRIMITIVE;
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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.CURRENCY;
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