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

    }
    LocalDate endDate = DateConstraint.evaluate(executionContext, endDateString);
    final boolean includeEnd = HistoricalTimeSeriesFunctionUtils.parseBoolean(desiredValue.getConstraint(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY));
    final String surfaceName = desiredValue.getConstraint(ValuePropertyNames.SURFACE);
    final VolatilitySurfaceDefinition<Object, Object> definition = getSurfaceDefinition(target, surfaceName, definitionSource);
    final VolatilitySurfaceSpecification specification = getSurfaceSpecification(target, surfaceName, specificationSource);
    final SurfaceInstrumentProvider<Object, Object> provider = (SurfaceInstrumentProvider<Object, Object>) specification.getSurfaceInstrumentProvider();
    final HistoricalTimeSeriesBundle bundle = new HistoricalTimeSeriesBundle();
    for (final Object x : definition.getXs()) {
      for (final Object y : definition.getYs()) {
        ExternalId id = provider.getInstrument(x, y, endDate);
        if (id.getScheme().equals(ExternalSchemes.BLOOMBERG_TICKER_WEAK)) {

  }


  private VolatilitySurfaceSpecification getSurfaceSpecification(final ComputationTarget target, final String specificationName,
      final ConfigDBVolatilitySurfaceSpecificationSource specificationSource) {
    final String fullSpecificationName = specificationName + "_" + target.getUniqueId().getValue();
    final VolatilitySurfaceSpecification specification = specificationSource.getSpecification(fullSpecificationName, getInstrumentType());
    if (specification == null) {
      throw new OpenGammaRuntimeException("Could not get volatility surface specification named " + fullSpecificationName);
    }
    return specification;
  }

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

Related Classes of com.opengamma.financial.analytics.volatility.surface.VolatilitySurfaceSpecification