Package com.opengamma.financial.generator

Examples of com.opengamma.financial.generator.PortfolioGenerator

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    final SwaptionSecurity[] swaptions = createSwaptions(PORTFOLIO_SIZE);
    final SecurityGenerator<SwaptionSecurity> securities = createSwaptionSecurityGenerator(swaptions, PORTFOLIO_SIZE);
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    final PortfolioNodeGenerator rootNode = new LeafPortfolioNodeGenerator(new StaticNameGenerator("Swaptions"), positions, PORTFOLIO_SIZE);
    return new PortfolioGenerator(rootNode, portfolioNameGenerator);
  }
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  public PortfolioGenerator createPortfolioGenerator(final NameGenerator portfolioNameGenerator) {
    final SecurityGenerator<FXForwardSecurity> securities = createFXForwardSecurityGenerator();
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    final PortfolioNodeGenerator rootNode = new LeafPortfolioNodeGenerator(new StaticNameGenerator("FX Forwards"), positions, FX_FORWARDS.size());
    return new PortfolioGenerator(rootNode, portfolioNameGenerator);
  }
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  public PortfolioGenerator createPortfolioGenerator(final NameGenerator portfolioNameGenerator) {
    final SecurityGenerator<SwapSecurity> securities = createSwapSecurityGenerator();
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    final PortfolioNodeGenerator rootNode = new LeafPortfolioNodeGenerator(new StaticNameGenerator("AUD Swaps"), positions, 4);
    return new PortfolioGenerator(rootNode, portfolioNameGenerator);
  }
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  public PortfolioGenerator createPortfolioGenerator(final NameGenerator portfolioNameGenerator) {
    final SecurityGenerator<FXOptionSecurity> securities = createFXOptionSecurityGenerator();
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    final PortfolioNodeGenerator rootNode = new LeafPortfolioNodeGenerator(new StaticNameGenerator("FX Options"), positions, FX_OPTIONS.size());
    return new PortfolioGenerator(rootNode, portfolioNameGenerator);
  }
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Related Classes of com.opengamma.financial.generator.PortfolioGenerator

  • com.opengamma.core.position.impl.SimplePortfolio
  • com.opengamma.core.position.impl.SimplePortfolioNode
  • com.opengamma.core.position.PortfolioNode
  • com.opengamma.examples.simulated.generator.AUDSwapPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.FxForwardPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.SwaptionPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.VanillaFXOptionPortfolioGeneratorTool
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