Package com.opengamma.id

Examples of com.opengamma.id.ExternalIdBundle


      Instant now = Instant.now();

      ObjectId baseOid = setupTestData(now);
      _exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));

      final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
      final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
      List<ExchangeDocument> replacement = newArrayList();
      for (int i = 0; i <= 2; i++) {
        ManageableExchange ex = new ManageableExchange(bundle, "replace_" + i, region, null);
        ExchangeDocument doc = new ExchangeDocument(ex);
        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
View Full Code Here


      Instant now = Instant.now();

      ObjectId baseOid = setupTestData(now);
      _exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));

      final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
      final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
      List<ExchangeDocument> replacement = newArrayList();
      for (int i = 0; i <= 2; i++) {
        ManageableExchange ex = new ManageableExchange(bundle, "replace_" + i, region, null);
        ExchangeDocument doc = new ExchangeDocument(ex);
        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
View Full Code Here

  protected ObjectId setupTestData(Instant now) {
    Clock origClock = _exgMaster.getClock();
    try {
      _exgMaster.setClock(Clock.fixed(now, ZoneOffset.UTC));

      final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
      final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
      ManageableExchange exchange = new ManageableExchange(bundle, "initial", region, null);
      ExchangeDocument initialDoc = new ExchangeDocument(exchange);

      _exgMaster.add(initialDoc);
View Full Code Here

    }

    @Override
    public OISLegConvention 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 overnightIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(OVERNIGHT_INDEX_CONVENTION_FIELD));
      final Tenor paymentTenor = Tenor.of(Period.parse(message.getString(PAYMENT_TENOR_FIELD)));
      final int paymentLag = message.getInt(PAYMENT_LAG_FIELD);
      final int settlementDays = message.getInt(SETTLEMENT_DAYS_FIELD);
      final BusinessDayConvention businessDayConvention = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention(message.getString(BUSINESS_DAY_CONVENTION_FIELD));
View Full Code Here

      if (_caching && security.getUniqueId() != null) {
        if (_currMktCapCache.containsKey(security.getUniqueId())) {
          return _currMktCapCache.get(security.getUniqueId());
        }
      }
      ExternalIdBundle externalIdBundle = security.getExternalIdBundle();
      Pair<LocalDate, Double> latest = _htsSource.getLatestDataPoint(FIELD, externalIdBundle, RESOLUTION_KEY);
      if (latest != null && latest.getSecond() != null) {
        _currMktCapCache.put(security.getUniqueId(), latest.getSecond());
        return latest.getSecond();
      } else {
View Full Code Here

    }

    @Override
    public OvernightIndexConvention 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 DayCount dayCount = DayCountFactory.INSTANCE.getDayCount(message.getString(DAY_COUNT_FIELD));
      final int publicationLag = message.getInt(PUBLICATION_LAG_FIELD);
      final Currency currency = Currency.of(message.getString(CURRENCY_FIELD));
      final ExternalId region = deserializer.fieldValueToObject(ExternalId.class, message.getByName(REGION_FIELD));
      final OvernightIndexConvention convention = new OvernightIndexConvention(name, externalIdBundle, dayCount, publicationLag, currency, region);
View Full Code Here

    }

    @Override
    public PriceIndexConvention 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 Currency currency = Currency.of(message.getString(CURRENCY_FIELD));
      final ExternalId region = deserializer.fieldValueToObject(ExternalId.class, message.getByName(REGION_FIELD));
      final ExternalId priceIndexId = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PRICE_INDEX_ID_FIELD));
      final PriceIndexConvention convention = new PriceIndexConvention(name, externalIdBundle, currency, region, priceIndexId);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
View Full Code Here

    }

    @Override
    public SwapConvention 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 payLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PAY_LEG_FIELD));
      final ExternalId receiveLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(RECEIVE_LEG_FIELD));
      final SwapConvention convention = new SwapConvention(name, externalIdBundle, payLegConvention, receiveLegConvention);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
View Full Code Here

    }

    @Override
    public SwapFixedLegConvention 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 Tenor paymentTenor = Tenor.of(Period.parse(message.getString(PAYMENT_TENOR)));
      final DayCount dayCount = DayCountFactory.INSTANCE.getDayCount(message.getString(DAY_COUNT_FIELD));
      final BusinessDayConvention businessDayConvention = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention(message.getString(BUSINESS_DAY_CONVENTION_FIELD));
      final int settlementDays = message.getInt(SETTLEMENT_DAYS_FIELD);
      final boolean isEOM = message.getBoolean(IS_EOM_FIELD);
View Full Code Here

    }

    @Override
    public SwapIndexConvention 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 LocalTime fixingTime = LocalTime.parse(message.getString(FIXING_TIME_FIELD));
      final ExternalId receiveLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(SWAP_CONVENTION_FIELD));
      final SwapIndexConvention convention = new SwapIndexConvention(name, externalIdBundle, fixingTime, receiveLegConvention);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
View Full Code Here

TOP

Related Classes of com.opengamma.id.ExternalIdBundle

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.