Package com.opengamma.financial.security

Examples of com.opengamma.financial.security.FinancialSecurity

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    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> cdsPriceTypes = constraints.getValues(PROPERTY_CDS_PRICE_TYPE);
    if (cdsPriceTypes == null || cdsPriceTypes.size() != 1) {
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(
        context))).getUniqueId().getValue();
    //TODO shouldn't need all of the yield curve properties
    final String yieldCurveName = desiredValue.getConstraint(PROPERTY_YIELD_CURVE);
    final String yieldCurveCalculationConfig = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG);
    final String yieldCurveCalculationMethod = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_METHOD);
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final ZonedDateTime now = ZonedDateTime.now(executionContext.getValuationClock());
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final Object baseQuotePairsObject = inputs.getValue(ValueRequirementNames.CURRENCY_PAIRS);
    if (baseQuotePairsObject == null) {
      throw new OpenGammaRuntimeException("Could not get base/quote pair data");
    }
    final CurrencyPairs baseQuotePairs = (CurrencyPairs) baseQuotePairsObject;
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    }
    //final Set<String> hazardRateCurveCalculationMethodNames = constraints.getValues(PROPERTY_HAZARD_RATE_CURVE_CALCULATION_METHOD);
    //if (hazardRateCurveCalculationMethodNames == null || hazardRateCurveCalculationMethodNames.size() != 1) {
    //  return null;
    //}
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(
        context))).getUniqueId().getValue();
    //TODO shouldn't need all of the yield curve properties
    final String hazardRateCurveCalculationMethod = "ISDA"; //Iterables.getOnlyElement(hazardRateCurveCalculationMethodNames);
    final String yieldCurveName = desiredValue.getConstraint(PROPERTY_YIELD_CURVE);
    final String yieldCurveCalculationConfig = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG);
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  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (!(target.getPosition().getSecurity() instanceof FinancialSecurity)) {
      return false;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final boolean isFXOption = (security instanceof FXOptionSecurity
        || security instanceof FXBarrierOptionSecurity
        || security instanceof FXDigitalOptionSecurity
        || security instanceof NonDeliverableFXOptionSecurity
        || security instanceof NonDeliverableFXDigitalOptionSecurity);
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  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (!(target.getPosition().getSecurity() instanceof FinancialSecurity)) {
      return false;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final boolean isFXOption = (security instanceof FXOptionSecurity
        || security instanceof FXBarrierOptionSecurity
        || security instanceof FXDigitalOptionSecurity
        || security instanceof NonDeliverableFXOptionSecurity
        || security instanceof NonDeliverableFXDigitalOptionSecurity);
    if (!isFXOption) {
      return false;
    }
    final String putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor()).getCode();
    final String callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor()).getCode();
    return (_currencyCurveConfigAndDiscountingCurveNames.containsKey(putCurrency) && _currencyCurveConfigAndDiscountingCurveNames.containsKey(callCurrency));
  }
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    defaults.addValuePropertyName(ValueRequirementNames.PNL_SERIES, FXOptionBlackFunction.CALL_CURVE_CALC_CONFIG);
  }

  @Override
  protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final String putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor()).getCode();
    final String callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor()).getCode();
    if (!_currencyCurveConfigAndDiscountingCurveNames.containsKey(putCurrency)) {
      s_logger.error("Could not get config for put currency " + putCurrency + "; should never happen");
      return null;
    }
    if (!_currencyCurveConfigAndDiscountingCurveNames.containsKey(callCurrency)) {
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    return _templateNameProvider;
  }

  protected void addSecuritySpecificMetaData(ManageableSecurity security, FlexiBean out) {
    if (security instanceof FinancialSecurity) {
      FinancialSecurity financialSec = (FinancialSecurity) security;
      financialSec.accept(new SecurityTemplateModelObjectBuilder(out, data().getSecurityMaster(), data().getOrganizationMaster()));
    } else {
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        RawSecurity rawSecurity = (RawSecurity) security;
        FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
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  private String getFreemarkerTemplateName() {
    SecurityDocument doc = data().getSecurity();
    ManageableSecurity security = doc.getSecurity();
    String result = "default-security.ftl";
    if (security instanceof FinancialSecurity) {
      FinancialSecurity financialSec = (FinancialSecurity) security;
      String templateName = financialSec.accept(getTemplateProvider());
      if (templateName != null) {
        result = templateName;
      }
    } else {
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final String dataType = desiredValue.getConstraint(PROPERTY_DATA_TYPE);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final UnorderedCurrencyPair currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency);
    if (dataType.equals(LIVE)) {
      final Object spotObject = inputs.getValue(ValueRequirementNames.SPOT_RATE);
      if (spotObject == null) {
        throw new OpenGammaRuntimeException("Could not get live market data for " + currencyPair);
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        createValueProperties().with(PROPERTY_DATA_TYPE, LIVE, LAST_CLOSE).get()));
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final UnorderedCurrencyPair currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency);
    final Set<String> dataTypes = desiredValue.getConstraints().getValues(PROPERTY_DATA_TYPE);
    if ((dataTypes == null) || dataTypes.isEmpty() || dataTypes.contains(LIVE)) {
      // Live
      return Collections.singleton(ConventionBasedFXRateFunction.getSpotRateRequirement(currencyPair));
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