Package com.opengamma.id

Examples of com.opengamma.id.ExternalId

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    @Override
    public SwapNode buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final Tenor startTenor = Tenor.of(Period.parse(message.getString(START_TENOR_FIELD)));
      final Tenor maturityTenor = Tenor.of(Period.parse(message.getString(MATURITY_TENOR_FIELD)));
      final ExternalId payLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PAY_LEG_CONVENTION_FIELD));
      final ExternalId receiveLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(RECEIVE_LEG_CONVENTION_FIELD));
      final String curveNodeIdMapperName = message.getString(CURVE_MAPPER_ID_FIELD);
      if (message.hasField(NAME_FIELD)) {
        final String name = message.getString(NAME_FIELD);
        if (message.hasField(USE_FIXINGS_FIELD)) {
          final boolean useFixings = message.getBoolean(USE_FIXINGS_FIELD);
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    }

    @Override
    public ZeroCouponInflationNode buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final Tenor tenor = Tenor.of(Period.parse(message.getString(TENOR_FIELD)));
      final ExternalId inflationConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(INFLATION_CONVENTION_FIELD));
      final ExternalId fixedConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(FIXED_CONVENTION_FIELD));
      final InflationNodeType inflationNodeType = InflationNodeType.valueOf(message.getString(INFLATION_NODE_TYPE_FIELD));
      final String curveNodeIdMapperName = message.getString(CURVE_MAPPER_ID_FIELD);
      if (message.hasField(NAME_FIELD)) {
        final String name = message.getString(NAME_FIELD);
        return new ZeroCouponInflationNode(tenor, inflationConvention, fixedConvention, inflationNodeType, curveNodeIdMapperName, name);
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  }

  @Override
  public FixedIncomeStripWithIdentifier buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
    FixedIncomeStrip type = deserializer.fieldValueToObject(FixedIncomeStrip.class, message.getByName(STRIP_NAME));
    ExternalId security = deserializer.fieldValueToObject(ExternalId.class, message.getByName(IDENTIFIER_NAME));
    return new FixedIncomeStripWithIdentifier(type, security);
  }
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  private void populatePositionMapCache(final PortfolioNode node) {
    final List<Future<Pair<UniqueId, ObjectId>>> futures = new LinkedList<Future<Pair<UniqueId, ObjectId>>>();
    PortfolioNodeTraverser.depthFirst(new AbstractPortfolioNodeTraversalCallback() {
      @Override
      public void preOrderOperation(final PortfolioNode parentNode, final Position position) {
        final ExternalId positionId = position.getUniqueId().toExternalId();
        ObjectId id = s_cache.get(positionId);
        if (id == null) {
          futures.add(_executor.submit(new Callable<Pair<UniqueId, ObjectId>>() {
            @Override
            public Pair<UniqueId, ObjectId> call() throws Exception {
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    @Override
    public VanillaIborLegConvention buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String name = message.getString(NAME_FIELD);
      final ExternalIdBundle externalIdBundle = deserializer.fieldValueToObject(ExternalIdBundle.class, message.getByName(EXTERNAL_ID_BUNDLE_FIELD));
      final ExternalId iborIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(IBOR_INDEX_CONVENTION_FIELD));
      final boolean isAdvanceFixing = message.getBoolean(ADVANCE_FIXING_FIELD);
      final StubType stubType = StubType.valueOf(message.getString(STUB_TYPE_FIELD));
      final String interpolatorName = message.getString(INTERPOLATOR_NAME_FIELD);
      final Tenor resetTenor = Tenor.of(Period.parse(message.getString(RESET_TENOR_FIELD)));
      final int settlementDays = message.getInt(SETTLEMENT_DAYS_FIELD);
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      final BusinessDayConvention businessDayConvention = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention(message.getString(BUSINESS_DAY_CONVENTION_FIELD));
      final DayCount dayCount = DayCountFactory.INSTANCE.getDayCount(message.getString(DAYCOUNT_FIELD));
      final boolean isEOM = message.getBoolean(IS_EOM_FIELD);
      final int monthLag = message.getInt(MONTH_LAG_FIELD);
      final int spotLag = message.getInt(SPOT_LAG_FIELD);
      final ExternalId priceIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PRICE_INDEX_FIELD));
      final InflationLegConvention convention = new InflationLegConvention(name, externalIdBundle, businessDayConvention, dayCount,
          isEOM, monthLag, spotLag, priceIndexConvention);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
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  }

  @Override
  public NonDeliverableFXForwardSecurity createSecurity(final OperationContext context, NonDeliverableFXForwardSecurityBean bean) {
    ZonedDateTime forwardDate = zonedDateTimeBeanToDateTimeWithZone(bean.getForwardDate());
    ExternalId region = externalIdBeanToExternalId(bean.getRegion());
    Currency payCurrency = currencyBeanToCurrency(bean.getPayCurrency());
    double payAmount = bean.getPayAmount();
    Currency receiveCurrency = currencyBeanToCurrency(bean.getReceiveCurrency());
    double receiveAmount = bean.getReceiveAmount();
    boolean deliverInReceiveCurrency = bean.isDeliverInReceiveCurrency();
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  }

  @Override
  public FixedIncomeStripWithIdentifier buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
    FixedIncomeStrip type = deserializer.fieldValueToObject(FixedIncomeStrip.class, message.getByName(STRIP_NAME));
    ExternalId security = deserializer.fieldValueToObject(ExternalId.class, message.getByName(IDENTIFIER_NAME));
    return new FixedIncomeStripWithIdentifier(type, security);
  }
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  }

  @Override
  public StaticCurvePointsInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final FudgeField instrumentIdentifier = message.getByName(INSTRUMENT_FIELD);
    final ExternalId identifier = deserializer.fieldValueToObject(ExternalId.class, instrumentIdentifier);
    final String dataField = message.getString(DATA_FIELD);
    final DataFieldType fieldType = DataFieldType.valueOf(message.getString(TYPE_FIELD));
    final FudgeField underlyingInstrumentIdentifier = message.getByName(UNDERLYING_INSTRUMENT_FIELD);
    final ExternalId underlyingIdentifier = deserializer.fieldValueToObject(ExternalId.class, underlyingInstrumentIdentifier);
    final String underlyingDataField = message.getString(UNDERLYING_DATA_FIELD);
    return new StaticCurvePointsInstrumentProvider(identifier, dataField, fieldType, underlyingIdentifier, underlyingDataField);
  }
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  }

  @Override
  public FXForwardSecurity createSecurity(final OperationContext context, FXForwardSecurityBean bean) {
    ZonedDateTime forwardDate = zonedDateTimeBeanToDateTimeWithZone(bean.getForwardDate());
    ExternalId region = externalIdBeanToExternalId(bean.getRegion());
    Currency payCurrency = currencyBeanToCurrency(bean.getPayCurrency());
    double payAmount = bean.getPayAmount();
    Currency receiveCurrency = currencyBeanToCurrency(bean.getReceiveCurrency());
    double receiveAmount = bean.getReceiveAmount();
    return new FXForwardSecurity(payCurrency, payAmount, receiveCurrency, receiveAmount, forwardDate, region);
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Related Classes of com.opengamma.id.ExternalId

  • com.opengamma.bbg.BloombergContractID
  • com.opengamma.bbg.BloombergIdentifierProvider
  • com.opengamma.bbg.BloombergSecuritySource
  • com.opengamma.bbg.historicaltimeseries.BloombergHistoricalTimeSeriesProvider$BloombergHistoricalTimeSeriesProviderImpl
  • com.opengamma.bbg.livedata.BloombergIdResolverTest
  • com.opengamma.bbg.livedata.faketicks.CombiningBloombergLiveDataServerTest
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoader
  • com.opengamma.bbg.security.BloombergSecurityProviderTest
  • com.opengamma.bbg.util.BloombergDataUtils
  • com.opengamma.bbg.util.BloombergSecurityUtils
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