Package com.opengamma.id

Examples of com.opengamma.id.UniqueIdentifiable

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    return message;
  }

  @Override
  public FuturePriceCurveData<?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final UniqueIdentifiable target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName("target"));
    final String definitionName = message.getString("definitionName");
    final String specificationName = message.getString("specificationName");
    final List<FudgeField> xsFields = message.getAllByName("xs");
    final List<Object> xs = new ArrayList<Object>();
    Object[] xsArray = null;
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  }

  @Override
  public SwaptionVolatilityCubeSpecification buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final String name = message.getString(NAME_FIELD);
    final UniqueIdentifiable target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(TARGET_FIELD));
    final String cubeQuoteType = message.getString(CUBE_QUOTE_TYPE_FIELD);
    final String quoteUnits = message.getString(QUOTE_UNITS_FIELD);
    final CubeInstrumentProvider<?, ?, ?> cubeInstrumentProvider = (CubeInstrumentProvider<?, ?, ?>) deserializer.fieldValueToObject(message.getByName(INSTRUMENT_PROVIDER_FIELD));
    return new SwaptionVolatilityCubeSpecification(name, target, cubeQuoteType, quoteUnits, cubeInstrumentProvider);
  }
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    return message;
  }

  @Override
  public VolatilitySurfaceDefinition<?, ?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    UniqueIdentifiable target;
    if (!message.hasField(TARGET_FIELD)) {
      final String currencyCode = message.getString(CURRENCY_FIELD);
      target = Currency.of(currencyCode);
    } else {
      target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(TARGET_FIELD));
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    return message;
  }

  @Override
  public FuturePriceCurveDefinition<?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final UniqueIdentifiable target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName("target"));
    final String name = message.getString("name");
    final List<FudgeField> xsFields = message.getAllByName("xs");
    final List<Object> xs = new ArrayList<Object>();
    for (final FudgeField xField : xsFields) {
      final Object x = deserializer.fieldValueToObject(xField);
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    return message;
  }

  @Override
  public VolatilitySurfaceData<?, ?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    UniqueIdentifiable target;
    target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(TARGET_FIELD));
    final String definitionName = message.getString(DEFINITION_FIELD);
    final String specificationName = message.getString(SPECIFICATION_FIELD);
    final List<FudgeField> xsFields = message.getAllByName(XS_FIELD);
    final List<Object> xs = new ArrayList<Object>();
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      ComputationTargetSpecification target;
      try {
        target = (ComputationTargetSpecification) deserializer.fieldValueToObject(ComputationTargetReference.class, message.getByName(TARGET_FIELD));
      } catch (RuntimeException e) {
        // [PLAT-2286] Legacy support for UniqueIdentifiable member of the configuration
        final UniqueIdentifiable targetObject = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(ID_FIELD));
        if (targetObject instanceof Currency) {
          target = ComputationTargetSpecification.of((Currency) targetObject);
        } else {
          target = ComputationTargetSpecification.of(targetObject.getUniqueId());
        }
      }
      final List<String> yieldCurveNames = new ArrayList<String>();
      for (int i = 0; i < yieldCurveNamesFields.size(); i++) {
        yieldCurveNames.add(deserializer.fieldValueToObject(String.class, yieldCurveNamesFields.get(i)));
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      for (int x = 0; x < xVals.length; x++) {
        vol.put(Pair.of(xVals[x], yVals[y]), vols[x + (y * xVals.length)]);
      }
    }
    String name = "test";
    UniqueIdentifiable target = Currency.USD;
    VolatilitySurfaceData<Tenor, Tenor> data = new VolatilitySurfaceData<>(name, name, target, xVals, yVals, vol);

    Map<String, Object> map =
        (Map<String, Object>) new VolatilitySurfaceDataFormatter().format(data, null, TypeFormatter.Format.EXPANDED, null);
    assertEquals(Lists.newArrayList("1D", "7D", "14D"), map.get(SurfaceFormatterUtils.X_LABELS));
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    Map<Pair<Tenor, Tenor>, Double> values = Maps.newHashMap();
    for (int i = 0; i < xs.length; i++) {
      values.put(Pair.of(xs[i], ys[i]), vols[i]);
    }
    String name = "test";
    UniqueIdentifiable target = Currency.USD;
    VolatilitySurfaceData<Tenor, Tenor> data = new VolatilitySurfaceData<>(name, name, target, xs, ys, values);

    Map<String, Object> map =
        (Map<String, Object>) new VolatilitySurfaceDataFormatter().format(data, null, TypeFormatter.Format.EXPANDED, null);
    assertEquals(Lists.newArrayList("1D", "7D", "14D", "1M"), map.get(SurfaceFormatterUtils.X_LABELS));
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    return message;
  }

  @Override
  public VolatilitySurfaceSpecification buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    UniqueIdentifiable target;
    if (!message.hasField("target")) {
      target = deserializer.fieldValueToObject(Currency.class, message.getByName("currency"));
    } else {
      target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName("target"));
    }
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        ys[k] = yValues[j];
        values.put(Pair.of(xValues[i], yValues[j]), vols[j][i]);
      }
    }
    final String name = "test";
    final UniqueIdentifiable target = Currency.USD;
    final VolatilitySurfaceData<Double, Double> data = new VolatilitySurfaceData<Double, Double>(name, name, target, xs, ys, values);
    final String xLabel = "time";
    final String yLabel = "strike";
    final VolatilitySurfaceData<Double, Double> dataWithLabels = new VolatilitySurfaceData<Double, Double>(name, name, target, xs, xLabel, ys, yLabel, values);
    assertArrayEquals(xs, data.getXs());
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Related Classes of com.opengamma.id.UniqueIdentifiable

  • com.opengamma.core.marketdatasnapshot.VolatilitySurfaceDataTest
  • com.opengamma.engine.DefaultCachingComputationTargetResolver
  • com.opengamma.engine.DefaultComputationTargetResolver
  • com.opengamma.engine.fudgemsg.ComputationTargetFudgeBuilder
  • com.opengamma.engine.target.lazy.LazyComputationTargetResolver
  • com.opengamma.engine.target.resolver.ChainedResolver$ChainedDeepResolver
  • com.opengamma.engine.target.resolver.ChainedResolverTest
  • com.opengamma.engine.view.compilation.TargetResolutionLogger
  • com.opengamma.engine.view.helper.AvailablePortfolioOutputs$FunctionApplicator
  • com.opengamma.financial.fudgemsg.CurveCalculationConfigBuilders$MultiCurveCalculationConfigBuilder
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