Package com.opengamma.financial.security.equity

Examples of com.opengamma.financial.security.equity.EquitySecurity$Meta

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    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "574"));
    return security;
  }

  public static EquitySecurity getEquitySecurity() {
    final EquitySecurity security = new EquitySecurity(SETTLEMENT, TRADING, "OG", USD);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "98797"));
    return security;
  }
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    // adds the complete tree structure to the master
    addPortfolio(portfolio);
  }

  protected EquitySecurity createEquitySecurity(String companyName, Currency currency, String exchange, String exchangeCode, String gicsCode, ExternalId... identifiers) {
    EquitySecurity equitySecurity = new EquitySecurity(exchange, exchangeCode, companyName, currency);
    equitySecurity.setGicsCode(GICSCode.of(gicsCode));
    equitySecurity.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    equitySecurity.setName(companyName);
    return equitySecurity;
  }
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    UniqueId bbgUniqueId = BloombergSecurityProvider.createUniqueId(bbgUniqueIdString);
    Currency currency = Currency.of(currencyCode.toUpperCase());
    GICSCode gicsCode = gicsCodeString != null ? GICSCode.of(gicsCodeString) : null;
   
    EquitySecurity security = new EquitySecurity(exchangeData.getDescription(), exchangeData.getMic(), name, currency);
    security.setUniqueId(bbgUniqueId);
    security.setName(name);
    security.setShortName(ticker);
    if (gicsCode != null) {
      security.setGicsCode(gicsCode);
    }
    security.setPreferred(isPreferred);
   
    //set identifiers
    parseIdentifiers(fieldData, security);
   
    return security;
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          throw new NotImplementedException("Don't know how to get cost of carry for " + option.getUniqueId());
        default:
          throw new NotImplementedException("Don't know how to get ValueRequirement for " + underlying);
      }
    } else if (security instanceof EquitySecurity) {
      final EquitySecurity equity = (EquitySecurity) security;
      if (underlying == UnderlyingType.SPOT_PRICE) {
        return new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, equity.getUniqueId());
      } else {
        throw new NotImplementedException("Don't know how to get ValueRequirement for " + underlying);
      }
    } else {
      throw new NotImplementedException("Can only get ValueRequirements for EquityOptionSecurity and EquitySecurity. Was " + security + ")");
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  private EquitySecurity createEquitySecurity() {
    final String exchange = "exchange";
    final String exchangeCode = exchange();
    final String companyName = "companyName";
    final Currency currency = currency();
    final EquitySecurity security = new EquitySecurity(exchange, exchangeCode, companyName, currency);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US Equity"));
    store(security);
    return security;
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_X"), ids.get(0));
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_X"), ids.get(0));
  }
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*/
public class StandardEquityModelFunction extends AbstractFunction.NonCompiledInvoker {

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final EquitySecurity equity = (EquitySecurity) target.getSecurity();
    final double price = (Double) inputs.getValue(
        new ValueRequirement(
            MarketDataRequirementNames.MARKET_VALUE,
            ComputationTargetType.SECURITY,
            equity.getUniqueId()));
    final Set<ComputedValue> result = new HashSet<>();
    final ValueProperties properties = createValueProperties().with(ValuePropertyNames.CURRENCY, equity.getCurrency().getCode()).get();
    result.add(new ComputedValue(new ValueSpecification(ValueRequirementNames.FAIR_VALUE, target.toSpecification(), properties), price));
    result.add(new ComputedValue(new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), properties), price));
    return result;
  }
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    return result;
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final EquitySecurity equity = (EquitySecurity) target.getSecurity();
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    requirements.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, equity.getUniqueId()));
    return requirements;
  }
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Related Classes of com.opengamma.financial.security.equity.EquitySecurity$Meta

  • com.opengamma.bbg.loader.BloombergSecurityLoaderTest
  • com.opengamma.bbg.loader.EquityLoader
  • com.opengamma.bbg.security.BloombergSecurityProviderTest
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.examples.bloomberg.loader.ExampleEquityPortfolioLoader
  • com.opengamma.examples.simulated.loader.ExampleEquityPortfolioLoader
  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
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