Package com.opengamma.financial.generator

Examples of com.opengamma.financial.generator.StaticNameGenerator

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  @Override
  public PortfolioNodeGenerator createPortfolioNodeGenerator(final int portfolioSize) {
    final SecurityGenerator<SwapSecurity> securities = createSwapSecurityGenerator();
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    return new LeafPortfolioNodeGenerator(new StaticNameGenerator("Swaps"), positions, 4);
  }
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  @Override
  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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  @Override
  public PortfolioNodeGenerator createPortfolioNodeGenerator(final int portfolioSize) {
    final SecurityGenerator<FXOptionSecurity> securities = createFXOptionSecurityGenerator();
    configure(securities);
    final PositionGenerator positions = new SimplePositionGenerator<>(securities, getSecurityPersister(), getCounterPartyGenerator());
    return new LeafPortfolioNodeGenerator(new StaticNameGenerator("FX Options"), positions, FX_OPTIONS.size());
  }
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    }
  }

  private SyntheticPortfolioGeneratorTool portfolioGeneratorTool() {
    final SyntheticPortfolioGeneratorTool tool = new SyntheticPortfolioGeneratorTool();
    tool.setCounterPartyGenerator(new StaticNameGenerator(AbstractPortfolioGeneratorTool.DEFAULT_COUNTER_PARTY));
    return tool;
  }
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    final MySecurityGenerator<ManageableSecurity> fourthGenerator = getSwaptionParityGenerator(securityMaster);
    configure(firstGenerator);
    configure(secondGenerator);
    configure(thirdGenerator);
    configure(fourthGenerator);
    final TreePortfolioNodeGenerator rootNode = new TreePortfolioNodeGenerator(new StaticNameGenerator("Swap / Swaption Portfolio"));
    rootNode.addChildNode(firstGenerator);
    rootNode.addChildNode(secondGenerator);
    rootNode.addChildNode(thirdGenerator);
    rootNode.addChildNode(fourthGenerator);
    return rootNode;
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Related Classes of com.opengamma.financial.generator.StaticNameGenerator

  • com.opengamma.examples.bloomberg.tool.ExampleDatabasePopulator
  • com.opengamma.examples.simulated.generator.AUDSwapPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.BondPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.ERFutureForCurvePortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.EURFixedIncomePortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.FxForwardPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.MixedCMPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.SwaptionParityPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.SwaptionPortfolioGeneratorTool
  • com.opengamma.examples.simulated.generator.VanillaFXOptionPortfolioGeneratorTool
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