Package com.opengamma.financial.security.cds

Examples of com.opengamma.financial.security.cds.AbstractCreditDefaultSwapSecurity

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  @Override
  public String classifyPosition(Position position) {
    Security security = resolveSecurity(position);
    if (security instanceof AbstractCreditDefaultSwapSecurity) {
      AbstractCreditDefaultSwapSecurity cds = (AbstractCreditDefaultSwapSecurity) security;
      T extracted = _extractor.extract(cds);
      if (extracted != null) {
        return handleExtractedData(extracted);
      } else {
        return NOT_APPLICABLE;
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    } else if (security instanceof CreditDefaultSwapIndexSecurity) {
      final CreditDefaultSwapIndexSecurity cdsIndex = (CreditDefaultSwapIndexSecurity) security;
      final CreditDefaultSwapIndexDefinitionSecurity definition = (CreditDefaultSwapIndexDefinitionSecurity) _securitySource.getSingle(ExternalIdBundle.of(cdsIndex.getReferenceEntity()));
      return definition.getName();
    } else if (security instanceof CreditDefaultSwapSecurity) {
      final AbstractCreditDefaultSwapSecurity cds = (AbstractCreditDefaultSwapSecurity) security;
      final String redCode = cds.getReferenceEntity().getValue();
      final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
      if (organisation != null) {
        return organisation.getObligor().getObligorShortName();
      } else {
        return redCode;
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Related Classes of com.opengamma.financial.security.cds.AbstractCreditDefaultSwapSecurity

  • com.opengamma.financial.aggregation.AbstractCdsAggregationFunction
  • com.opengamma.financial.aggregation.EntityNameAggregationFunction
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