Package com.opengamma.master.historicaltimeseries.impl

Examples of com.opengamma.master.historicaltimeseries.impl.HistoricalTimeSeriesFieldAdjustmentMap

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    return returnValue;
  }

  public static HistoricalTimeSeriesFieldAdjustmentMap createFieldAdjustmentMap(final ReferenceDataProvider referenceDataProvider, final CacheManager cacheManager) {
    final HistoricalTimeSeriesFieldAdjustmentMap fieldAdjustmentMap = new HistoricalTimeSeriesFieldAdjustmentMap(BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME);
    final BloombergRateClassifier rateClassifier = new BloombergRateClassifier(referenceDataProvider, cacheManager, ExternalSchemes.BLOOMBERG_BUID);
    final HistoricalTimeSeriesAdjuster rateNormalizer = new BloombergRateHistoricalTimeSeriesNormalizer(rateClassifier);
    final BloombergFixedRateHistoricalTimeSeriesNormalizer div100 = new BloombergFixedRateHistoricalTimeSeriesNormalizer(new HistoricalTimeSeriesAdjustment.DivideBy(100.0));
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.SETTLE_PRICE, null, BloombergConstants.BBG_FIELD_SETTLE_PRICE, rateNormalizer);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.MARKET_VALUE, null, BloombergConstants.BBG_FIELD_LAST_PRICE, rateNormalizer);
    fieldAdjustmentMap.addFieldAdjustment(BloombergConstants.BBG_FIELD_LAST_PRICE, null, BloombergConstants.BBG_FIELD_LAST_PRICE, rateNormalizer);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.VOLUME, null, BloombergConstants.BBG_FIELD_VOLUME, null);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID, null, BloombergConstants.BBG_FIELD_YIELD_TO_MATURITY_MID, null);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.DIVIDEND_YIELD, null, BloombergConstants.BBG_FIELD_DIVIDEND_YIELD, div100);
    return fieldAdjustmentMap;
  }
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  private ReferenceDataProvider _bbgReferenceData;

  //-------------------------------------------------------------------------
  @Override
  protected HistoricalTimeSeriesResolver createResolver(ComponentRepository repo) {
    HistoricalTimeSeriesFieldAdjustmentMap bbgFieldAdjustmentMap = BloombergDataUtils.createFieldAdjustmentMap(getBbgReferenceData(), getCacheManager());
    Collection<HistoricalTimeSeriesFieldAdjustmentMap> fieldAdjustmentMaps = ImmutableList.of(bbgFieldAdjustmentMap);
   
    HistoricalTimeSeriesSelector selector = new DefaultHistoricalTimeSeriesSelector(getConfigSource());
   
    return new FieldMappingHistoricalTimeSeriesResolver(fieldAdjustmentMaps, selector, getHistoricalTimeSeriesMaster());
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  }

  //-------------------------------------------------------------------------
  @Override
  protected HistoricalTimeSeriesFieldAdjustmentMap createObject() {
    final HistoricalTimeSeriesFieldAdjustmentMap fieldAdjustmentMap = new HistoricalTimeSeriesFieldAdjustmentMap(SimulatedHistoricalDataGenerator.OG_DATA_SOURCE);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.MARKET_VALUE, null, LAST_PRICE, new SyntheticHistoricalDataNormalizer());
    return fieldAdjustmentMap;
  }
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  private ReferenceDataProvider _bbgReferenceData;

  //-------------------------------------------------------------------------
  @Override
  protected HistoricalTimeSeriesResolver createResolver(ComponentRepository repo) {
    HistoricalTimeSeriesFieldAdjustmentMap bbgFieldAdjustmentMap = BloombergDataUtils.createFieldAdjustmentMap(getBbgReferenceData(), getCacheManager());
    Collection<HistoricalTimeSeriesFieldAdjustmentMap> fieldAdjustmentMaps = ImmutableList.of(bbgFieldAdjustmentMap);
   
    HistoricalTimeSeriesSelector selector = new DefaultHistoricalTimeSeriesSelector(getConfigSource());
   
    return new FieldMappingHistoricalTimeSeriesResolver(fieldAdjustmentMaps, selector, getHistoricalTimeSeriesMaster());
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Related Classes of com.opengamma.master.historicaltimeseries.impl.HistoricalTimeSeriesFieldAdjustmentMap

  • com.opengamma.bbg.component.BbgFieldMappingHistoricalTimeSeriesSourceComponentFactory
  • com.opengamma.bbg.util.BloombergDataUtils
  • com.opengamma.examples.simulated.historical.normalization.ExampleHistoricalTimeSeriesFieldAdjustmentMapFactoryBean
  • com.opengamma.integration.component.IntegrationFieldMappingHistoricalTimeSeriesSourceComponentFactory
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