Package com.opengamma.financial.security.equity

Examples of com.opengamma.financial.security.equity.GICSCode

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      }
      final String gicsCodeString = fieldData.getString(BloombergConstants.FIELD_GICS_SUB_INDUSTRY);
      if (gicsCodeString == null) {
        continue;
      }
      final GICSCode gicsCode = GICSCode.of(gicsCodeString);
      if (EXCLUDED_SECTORS.contains(gicsCode.getSectorDescription())) {
        continue;
      }
      final Double marketCap = fieldData.getDouble(BloombergFields.CURRENT_MARKET_CAP_FIELD);
      if (marketCap != null) {
        equityByMarketCap.put(marketCap, equity);
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    final Collection<UniqueId> loadSecurities = loadSecurities(tickers);
    final SecurityMaster secMaster = getToolContext().getSecurityMaster();
    for (final UniqueId uniqueId : loadSecurities) {
      final SecurityDocument securityDocument = secMaster.get(uniqueId);
      final EquitySecurity security = (EquitySecurity) securityDocument.getSecurity();
      final GICSCode gics = security.getGicsCode();
      if (gics == null || gics.isPartial()) {
        continue;
      }
      final String sector = SECTORS.get(gics.getSectorCode());
      final String industryGroup = gics.getIndustryGroupCode();
      final String industry = gics.getIndustryCode();
      final String subIndustry = gics.getSubIndustryCode();

      // create portfolio structure
      ManageablePortfolioNode sectorNode = rootNode.findNodeByName(sector);
      if (sectorNode == null) {
        s_logger.debug("Creating node for sector {}", sector);
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      return null;
    }
   
    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);
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    final ManageablePortfolioNode rootNode = portfolio.getRootNode();

    // add each security to the portfolio
    for (EquitySecurity security : securities) {

      GICSCode gics = security.getGicsCode();
      if (gics == null || gics.getCode().length() != 2) {
        continue;
      }
      String sector = SECTORS.get(gics.getSectorCode());
      if (sector == null) {
        s_logger.info("unrecognised sector code {}", gics.getSectorCode());
        continue;
      }
      // create portfolio structure
      ManageablePortfolioNode sectorNode = rootNode.findNodeByName(sector);
      if (sectorNode == null) {
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Related Classes of com.opengamma.financial.security.equity.GICSCode

  • com.opengamma.bbg.loader.EquityLoader
  • com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleEquityPortfolioLoader
  • com.opengamma.examples.simulated.loader.ExampleEquityPortfolioLoader
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