Package com.opengamma.master.security

Examples of com.opengamma.master.security.RawSecurity

150
151
152
153
154
155
156
157
158
  public RawSecurity toRawSecurity() {
    final FudgeContext context = OpenGammaFudgeContext.getInstance();
    final MutableFudgeMsg fudgeMsg = context.newMessage();
    final FudgeSerializer serializer = new FudgeSerializer(context);
    populateFudgeMsg(serializer, fudgeMsg);
    final RawSecurity security = new RawSecurity(getUniqueId(), getName(), getSecurityType(), getExternalIdBundle(), context.toByteArray(fudgeMsg));
    security.setAttributes(getAttributes());
    return security;
  }
View Full Code Here
96
97
98
99
100
101
102
103
104
105
106
  }

  protected Security createRawSecurity(final String name, final int data) {
    final ByteArrayOutputStream baos = new ByteArrayOutputStream();
    baos.write(data);
    final RawSecurity security = new RawSecurity("WOSSNAME", baos.toByteArray());
    security.setExternalIdBundle(createExternalIdBundle());
    security.setName(name);
    security.setUniqueId(createUniqueId("Security"));
    return security;
  }
View Full Code Here
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
    if (security instanceof FinancialSecurity) {
      FinancialSecurity financialSec = (FinancialSecurity) security;
      financialSec.accept(new SecurityTemplateModelObjectBuilder(out, data().getSecurityMaster(), data().getOrganizationMaster()));
    } else {
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        RawSecurity rawSecurity = (RawSecurity) security;
        FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());

        out.put("securityEntryData", securityEntryData);
        RawSecurity underlyingRawSecurity = (RawSecurity) getSecurity(securityEntryData.getFactorSetId(), data().getSecurityMaster());
        if (underlyingRawSecurity != null) {
          FudgeMsgEnvelope factorIdMsg = OpenGammaFudgeContext.getInstance().deserialize(underlyingRawSecurity.getRawData());
          @SuppressWarnings("unchecked")
          List<FactorExposureData> factorExposureDataList = OpenGammaFudgeContext.getInstance().fromFudgeMsg(List.class, factorIdMsg.getMessage());
          s_logger.error(factorExposureDataList.toString());
          List<FactorExposure> factorExposuresList = convertToFactorExposure(factorExposureDataList);
          out.put("factorExposuresList", factorExposuresList);
        } else {
          s_logger.error("Couldn't find security");
        }

      }
      if (security.getSecurityType().equals(FactorExposureData.EXTERNAL_SENSITIVITIES_RISK_FACTORS_SECURITY_TYPE)) {
        RawSecurity rawSecurity = (RawSecurity) security;
        FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        @SuppressWarnings("unchecked")
        List<FactorExposureData> factorExposureDataList = OpenGammaFudgeContext.getInstance().fromFudgeMsg(List.class, msg.getMessage());
        List<FactorExposure> factorExposuresList = convertToFactorExposure(factorExposureDataList);
        out.put("factorExposuresList", factorExposuresList);
      }
View Full Code Here
70
71
72
73
74
75
76
77
  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (!(target.getPosition().getSecurity() instanceof RawSecurity)) {
      return false;
    }
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }
View Full Code Here
75
76
77
78
79
80
81
82
83
84
85
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }

  private ValueProperties.Builder createCurrencyValueProperties(final ComputationTarget target) {
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
    final Currency ccy = securityEntryData.getCurrency();
    final ValueProperties.Builder properties = createValueProperties();
    properties.with(ValuePropertyNames.CURRENCY, ccy.getCode());
    return properties;
View Full Code Here
119
120
121
122
123
124
125
126
127
128
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    final Set<ComputedValue> results = getResultsForExternalRiskFactors(executionContext.getSecuritySource(), inputs, target, security);
    //s_logger.warn("execute, returning " + results);
    return results;
  }
View Full Code Here
151
152
153
154
155
156
157
158
159
160
161
162
163
  }

  private List<FactorExposureData> decodeSensitivities(final SecuritySource secSource, final RawSecurity rawSecurity) {
    final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
    final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
    final RawSecurity underlyingRawSecurity = (RawSecurity) secSource.getSingle(securityEntryData.getFactorSetId().toBundle());
    if (underlyingRawSecurity != null) {
      final FudgeMsgEnvelope factorIdMsg = OpenGammaFudgeContext.getInstance().deserialize(underlyingRawSecurity.getRawData());
      @SuppressWarnings("unchecked")
      final
      List<FactorExposureData> factorExposureDataList = OpenGammaFudgeContext.getInstance().fromFudgeMsg(List.class, factorIdMsg.getMessage());
      return factorExposureDataList;
    } else {
View Full Code Here
69
70
71
72
73
74
75
76
  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (!(target.getPosition().getSecurity() instanceof RawSecurity)) {
      return false;
    }
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }
View Full Code Here
74
75
76
77
78
79
80
81
82
83
84
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }

  private ValueProperties.Builder createCurrencyValueProperties(final ComputationTarget target) {
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
    final Currency ccy = securityEntryData.getCurrency();
    final ValueProperties.Builder properties = createValueProperties();
    properties.with(ValuePropertyNames.CURRENCY, ccy.getCode());
    return properties;
View Full Code Here
118
119
120
121
122
123
124
125
126
127
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    final Set<ComputedValue> results = getResultsForExternalRiskFactors(executionContext.getSecuritySource(), inputs, target, security);
    //s_logger.warn("execute, returning " + results);
    return results;
  }
View Full Code Here
TOP

Related Classes of com.opengamma.master.security.RawSecurity

  • com.opengamma.examples.bloomberg.loader.PortfolioLoaderHelper
  • com.opengamma.examples.simulated.loader.PortfolioLoaderHelper
  • com.opengamma.examples.simulated.tutorial.Tutorial1Security
  • com.opengamma.financial.analytics.model.pnl.ExternallyProvidedSensitivityPnLFunction
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSecurityMarkFunction
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesCreditFactorsFunction
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesDefaultPropertiesFunction
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesNonYieldCurveFunction
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesYieldCurveCS01Function
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesYieldCurveNodeSensitivitiesFunction
    • 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.