Package com.opengamma.financial.convention

Examples of com.opengamma.financial.convention.InMemoryConventionBundleMaster

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    _futuresExternalIds = getFutures(configSource, curveNames, dates);

  }

  private Set<ExternalId> getInitialRateExternalIds(final Set<Currency> currencies) {
    final ConventionBundleMaster cbm = new InMemoryConventionBundleMaster();
    final DefaultConventionBundleSource cbs = new DefaultConventionBundleSource(cbm);
    final Set<ExternalId> externalInitialRateId = newHashSet();
    for (final Currency currency : currencies) {
      for (final String swapType : new String[]{"SWAP", "3M_SWAP", "6M_SWAP"}) {
        final String product = currency.getCode() + "_" + swapType;
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  public ConventionBundleMaster getConventionBundleMaster() {
    // TODO [PLAT-637] We're using the in memory job as a hack
    synchronized (RemoteClient.class) {
      if (s_conventionBundleMaster == null) {
        s_conventionBundleMaster = new InMemoryConventionBundleMaster();
      }
      return s_conventionBundleMaster;
    }
  }
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        initialRateExternalIds,
        curveNodesExternalIds);
  }

  private Set<ExternalId> getInitialRateExternalIds(final Set<Currency> currencies) {
    final ConventionBundleMaster cbm = new InMemoryConventionBundleMaster();
    final DefaultConventionBundleSource cbs = new DefaultConventionBundleSource(cbm);
    final Set<ExternalId> externalInitialRateId = newHashSet();
    for (final Currency currency : currencies) {
      for (final String swapType : new String[]{"SWAP", "3M_SWAP", "6M_SWAP"}) {
        final String product = currency.getCode() + "_" + swapType;
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    setSecurityLoader(remoteComponentFactory.getSecurityLoader(classifierPreferences));
    setHistoricalTimeSeriesLoader(remoteComponentFactory.getHistoricalTimeSeriesLoader(classifierPreferences));
   
    // this may need customizing per-project
    setConventionBundleSource(new DefaultConventionBundleSource(new InMemoryConventionBundleMaster()));
   
    setFunctionConfigSource(remoteComponentFactory.getFunctionConfigurationSource(classifierPreferences));
  }
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@Test(groups = TestGroup.UNIT)
public class InMemoryConventionBundleMasterTest {

  @Test
  public void testRepository() {
    final ConventionBundleMaster repo = new InMemoryConventionBundleMaster();
    final ConventionBundleSource source = new DefaultConventionBundleSource(repo);
    final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following");
    final DayCount actact = DayCountFactory.INSTANCE.getDayCount("Actual/360");
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   *
   * @param repo  the component repository, only used to register secondary items like lifecycle, not null
   * @return the convention bundle master, not null
   */
  protected ConventionBundleMaster createConventionBundleMaster(ComponentRepository repo) {
    return new InMemoryConventionBundleMaster();
  }
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Related Classes of com.opengamma.financial.convention.InMemoryConventionBundleMaster

  • com.opengamma.component.factory.source.ConventionBundleSourceComponentFactory
  • com.opengamma.component.factory.tool.RemoteComponentFactoryToolContextAdapter
  • com.opengamma.examples.bloomberg.loader.CurveNodeHistoricalDataLoader
  • com.opengamma.financial.convention.businessday.BusinessDayConvention
  • com.opengamma.financial.convention.daycount.DayCount
  • com.opengamma.financial.InMemoryConventionBundleMasterTest
  • com.opengamma.financial.user.rest.RemoteClient
  • com.opengamma.id.UniqueId
  • com.opengamma.integration.tool.marketdata.CurveHtsResolverTool
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