Package com.opengamma.master.security

Examples of com.opengamma.master.security.ManageableSecurity


  @Test
  public void test_add_add() {
    Instant now = Instant.now(_secMaster.getClock());

    ManageableSecurity security = new ManageableSecurity(null, "TestSecurity", "EQUITY", ExternalIdBundle.of("A", "B"));
    SecurityDocument doc = new SecurityDocument();
    doc.setSecurity(security);
    SecurityDocument test = _secMaster.add(doc);

    UniqueId uniqueId = test.getUniqueId();
    assertNotNull(uniqueId);
    assertEquals("DbSec", uniqueId.getScheme());
    assertTrue(uniqueId.isVersioned());
    assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
    assertEquals("0", uniqueId.getVersion());
    assertEquals(now, test.getVersionFromInstant());
    assertEquals(null, test.getVersionToInstant());
    assertEquals(now, test.getCorrectionFromInstant());
    assertEquals(null, test.getCorrectionToInstant());
    ManageableSecurity testSecurity = test.getSecurity();
    assertNotNull(testSecurity);
    assertEquals(uniqueId, testSecurity.getUniqueId());
    assertEquals("TestSecurity", security.getName());
    assertEquals("EQUITY", security.getSecurityType());
    ExternalIdBundle idKey = security.getExternalIdBundle();
    assertNotNull(idKey);
    assertEquals(1, idKey.size());
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    assertEquals(ExternalId.of("A", "B"), idKey.getExternalIds().iterator().next());
  }

  @Test
  public void test_add_addThenGet() {
    ManageableSecurity security = new ManageableSecurity(null, "TestSecurity", "EQUITY", ExternalIdBundle.of("A", "B"));
    SecurityDocument doc = new SecurityDocument();
    doc.setSecurity(security);
    SecurityDocument added = _secMaster.add(doc);

    SecurityDocument test = _secMaster.get(added.getUniqueId());
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                                                            CreditRatingStandardAndPoors.NR, false);

    _organizationMaster.add(new OrganizationDocument(org));

    SecurityDocument document = new SecurityDocument();
    ManageableSecurity cds = createCdsWithRedCode("39FF64");
    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    cds.addExternalId(secId);
    document.setSecurity(cds);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);
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  @Test
  public void testPositionSecurityWithRedCodeIsUsed() {

    SecurityDocument document = new SecurityDocument();
    ManageableSecurity cds = new StandardVanillaCDSSecurity(true, ExternalId.of("EXTERNAL_CODE" ,"ProtBuyer"),
                                                                    ExternalId.of("EXTERNAL_CODE" ,"ProtSeller"), ExternalSchemes.markItRedCode("39FF64"),
                                                                    DebtSeniority.SNRFOR, RestructuringClause.MM, ExternalSchemes.financialRegionId("US"),
                                                                    createZdt(2013, 3, 20), createZdt(2013, 3, 21), createZdt(2014,3,20), StubType.SHORT_START,
                                                                    SimpleFrequency.SEMI_ANNUAL, DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                                                    BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following"),
                                                                    true, true, true, new InterestRateNotional(Currency.USD, 10000000), true, true, 500,
                                                                    new InterestRateNotional(Currency.USD, 500000), 500, createZdt(2013,3,21), true);
    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    cds.addExternalId(secId);
    document.setSecurity(cds);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);
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  @Override
  protected void doRun() throws Exception {
   
    final SecurityMaster secMaster = getToolContext().getSecurityMaster();
   
    final ManageableSecurity cds = makeOneCDS();
    final SecurityDocument cdsDoc = new SecurityDocument(cds);
   
    secMaster.add(cdsDoc);
   
    portfolioWithSecurity(cds, "Test CDS Port 1");
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  @Test
  public void testPositionSecurityWithRedCodeIsUsed() {

    SecurityDocument document = new SecurityDocument();
    ManageableSecurity cds = new StandardVanillaCDSSecurity(true, ExternalId.of("EXTERNAL_CODE" ,"ProtBuyer"),
                                                                    ExternalId.of("EXTERNAL_CODE" ,"ProtSeller"), ExternalSchemes.markItRedCode("39FF64"),
                                                                    DebtSeniority.SNRFOR, RestructuringClause.MM, ExternalSchemes.financialRegionId("US"),
                                                                    createZdt(2013, 3, 20), createZdt(2013, 3, 21), createZdt(2014,3,20), StubType.SHORT_START,
                                                                    SimpleFrequency.SEMI_ANNUAL, DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                                                    BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following"),
                                                                    true, true, true, new InterestRateNotional(Currency.USD, 10000000), true, true, 500,
                                                                    new InterestRateNotional(Currency.USD, 500000), 500, createZdt(2013,3,21), true);
    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    cds.addExternalId(secId);
    document.setSecurity(cds);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);
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    /*
    validate:
      underlying is present
      underlying type is correct
    */
    ManageableSecurity underlying = buildUnderlying(underlyingData);
    ManageableSecurity security;
    if (underlying == null) {
      security = BlotterUtils.buildSecurity(securityData);
    } else {
      ManageableSecurity savedUnderlying = getSecurityMaster().add(new SecurityDocument(underlying)).getSecurity();
      security = buildSecurity(securityData, savedUnderlying);
    }
    ManageableSecurity savedSecurity = getSecurityMaster().add(new SecurityDocument(security)).getSecurity();
    ManageableTrade trade = buildTrade(tradeData);
    trade.setSecurityLink(new ManageableSecurityLink(savedSecurity.getUniqueId()));
    ManageablePosition position = new ManageablePosition();
    position.setQuantity(BigDecimal.ONE);
    position.setSecurityLink(new ManageableSecurityLink(trade.getSecurityLink()));
    position.setTrades(Lists.newArrayList(trade));
    ManageablePosition savedPosition = getPositionMaster().add(new PositionDocument(position)).getPosition();
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                                        BeanDataSource tradeData,
                                        BeanDataSource securityData,
                                        BeanDataSource underlyingData) {
    ManageableTrade trade = buildTrade(tradeData);
    ManageablePosition position = getPositionMaster().get(positionId).getPosition();
    ManageableSecurity previousSecurity = loadSecurity(position.getSecurityLink());
    return updateSecuritiesAndPosition(securityData, underlyingData, trade, previousSecurity, positionId);
  }
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      security type hasn't changed
      trade ID is versioned
    */
    ManageableTrade trade = buildTrade(tradeData);
    ManageableTrade previousTrade = getPositionMaster().getTrade(trade.getUniqueId());
    ManageableSecurity previousSecurity = loadSecurity(previousTrade.getSecurityLink());
    UniqueId previousPositionId = previousTrade.getParentPositionId();
    return updateSecuritiesAndPosition(securityData, underlyingData, trade, previousSecurity, previousPositionId);
  }
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                                               UniqueId positionId) {
    // need the previous underlying so we don't lose the ID bundle, the data doesn't contain it
    ExternalIdBundle previousUnderlyingIdBundle;
    if (previousSecurity instanceof FinancialSecurity) {
      UnderlyingSecurityVisitor visitor = new UnderlyingSecurityVisitor(VersionCorrection.LATEST, getSecurityMaster());
      ManageableSecurity previousUnderlying = ((FinancialSecurity) previousSecurity).accept(visitor);
      if (previousUnderlying != null) {
        previousUnderlyingIdBundle = previousUnderlying.getExternalIdBundle();
      } else {
        previousUnderlyingIdBundle = ExternalIdBundle.EMPTY;
      }
    } else {
      previousUnderlyingIdBundle = ExternalIdBundle.EMPTY;
    }
    ManageableSecurity underlying = buildUnderlying(underlyingData, previousUnderlyingIdBundle);
    ManageableSecurity security;
    if (underlying == null) {
      security = BlotterUtils.buildSecurity(securityData, previousSecurity.getExternalIdBundle());
    } else {
      // need to set the unique ID to the ID from the previous version, securities aren't allowed to change
      // any changes in the security data are interpreted as edits to the security
      ManageableSecurity previousUnderlying = getUnderlyingSecurity(previousSecurity, VersionCorrection.LATEST);
      validateSecurity(underlying, previousUnderlying);
      underlying.setUniqueId(previousUnderlying.getUniqueId());
      ManageableSecurity savedUnderlying = getSecurityMaster().update(new SecurityDocument(underlying)).getSecurity();
      security = buildSecurity(securityData, savedUnderlying, previousSecurity.getExternalIdBundle());
    }
    // need to set the unique ID to the ID from the previous version, securities aren't allowed to change
    // any changes in the security data are interpreted as edits to the security
    validateSecurity(security, previousSecurity);
    security.setUniqueId(previousSecurity.getUniqueId());
    ManageableSecurity savedSecurity = getSecurityMaster().update(new SecurityDocument(security)).getSecurity();
    trade.setSecurityLink(new ManageableSecurityLink(savedSecurity.getUniqueId()));
    ManageablePosition position = getPositionMaster().get(positionId).getPosition();
    position.setTrades(Lists.newArrayList(trade));
    ManageablePosition savedPosition = getPositionMaster().update(new PositionDocument(position)).getPosition();
    ManageableTrade savedTrade = savedPosition.getTrades().get(0);
    return savedTrade.getUniqueId();
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