Package com.opengamma.util.money

Examples of com.opengamma.util.money.Currency

68
69
70
71
72
73
74
75
76
77
78
79
80
  private ValueProperties.Builder createCurrencyValueProperties(final ComputationTarget target) {
    final Security security = target.getPosition().getSecurity();
    if (FXUtils.isFXSecurity(security)) {
      return createValueProperties(); //TODO what to do in this case?
    }
    final Currency ccy = FinancialSecurityUtils.getCurrency(security);
    if (ccy == null) {
      return createValueProperties(); //TODO a problem when using externally-provided securities
    }
    final ValueProperties.Builder properties = createValueProperties();
    properties.with(ValuePropertyNames.CURRENCY, ccy.getCode());
    return properties;
  }
View Full Code Here
35
36
37
38
39
40
41
42
43
44
45
46
  public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final VolatilitySurfaceDefinition<?, ?> object) {
    final MutableFudgeMsg message = serializer.newMessage();
    // the following forces it not to use a secondary type if one is available.
    message.add(TARGET_FIELD, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(object.getTarget()), object.getTarget().getClass()));
    if (object.getTarget() instanceof Currency) {
      final Currency ccy = (Currency) object.getTarget();
      message.add(CURRENCY_FIELD, null, ccy.getCode());
    } else {
      // just for now...
      message.add(CURRENCY_FIELD, null, Currency.USD.getCode());
    }
    message.add(NAME_FIELD, object.getName());
View Full Code Here
49
50
51
52
53
54
55
56
57
58
59
    return bean;
  }

  @Override
  public FRASecurity createSecurity(final OperationContext context, FRASecurityBean bean) {
    Currency currency = currencyBeanToCurrency(bean.getCurrency());
    ExternalId regionId = externalIdBeanToExternalId(bean.getRegion());
    ZonedDateTime startDate = zonedDateTimeBeanToDateTimeWithZone(bean.getStartDate());
    ZonedDateTime endDate = zonedDateTimeBeanToDateTimeWithZone(bean.getEndDate());
    double rate = bean.getRate();
    double amount = bean.getAmount();
View Full Code Here
59
60
61
62
63
64
65
66
67
68
69
70
          return NO_CURRENCY;
        case 1:
          return currencies.iterator().next().getCode();
        case 2: {
          final Iterator<Currency> iter = currencies.iterator();
          final Currency base = iter.next();
          final Currency counter = iter.next();
          final UnorderedCurrencyPair unordered = UnorderedCurrencyPair.of(base, counter);
          final StringBuilder sb = new StringBuilder();
          sb.append(unordered.getFirstCurrency().getCode());
          sb.append("/");
          sb.append(unordered.getSecondCurrency().getCode());
View Full Code Here
622
623
624
625
626
627
628
629
630
631
632
    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);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
View Full Code Here
662
663
664
665
666
667
668
669
670
671
672
    @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);
      if (uniqueIdMsg != null) {
View Full Code Here
112
113
114
115
116
117
118
119
120
121
  }
 
  private static Set<Currency> getCurrencyCalendars(FudgeDeserializer deserializer, FudgeMsg message) {
    Set<Currency> currencies = new HashSet<Currency>();
    for (FudgeField ccyField : message.getAllByName(CURRENCY_CALENDAR_FIELD)) {
      Currency ccy = deserializer.fieldValueToObject(Currency.class, ccyField);
      currencies.add(ccy);
    }
    return !currencies.isEmpty() ? currencies : null;
  }
View Full Code Here
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
    final ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> map = new ComputationTargetTypeMap<>();
    map.put(ComputationTargetType.POSITION, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getPosition().getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
        }
      }
    });
    map.put(ComputationTargetType.SECURITY, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
        }
      }
    });
    map.put(ComputationTargetType.TRADE, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getTrade().getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
        }
      }
    });
View Full Code Here
767
768
769
770
771
772
773
774
775
776
777
      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);
      final Currency currency = Currency.of(message.getString(CURRENCY_FIELD));
      final ExternalId regionCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(REGION_FIELD));
      final StubType stubType = StubType.valueOf(message.getString(STUB_TYPE_FIELD));
      final boolean exchangeNotional = message.getBoolean(EXCHANGE_NOTIONAL_FIELD);
      final int paymentLag = message.getInt(PAYMENT_LAG_FIELD);
      final SwapFixedLegConvention convention = new SwapFixedLegConvention(name, externalIdBundle, paymentTenor, dayCount, businessDayConvention, currency,
View Full Code Here
338
339
340
341
342
343
344
345
346
347
348
   */
  public static Currency getCurrency(final Security security) {  // CSIGNORE
    if (security instanceof FinancialSecurity) {
      final FinancialSecurity finSec = (FinancialSecurity) security;

      final Currency ccy = finSec.accept(new FinancialSecurityVisitor<Currency>() {

        @Override
        public Currency visitGovernmentBondSecurity(final GovernmentBondSecurity security) {
          return security.getCurrency();
        }
View Full Code Here
TOP

Related Classes of com.opengamma.util.money.Currency

  • com.opengamma.analytics.financial.calculator.PortfolioHedgingCalculator
  • com.opengamma.analytics.financial.forex.method.ForexOptionDigitalBlackMethod
  • com.opengamma.analytics.financial.forex.method.ForexOptionSingleBarrierBlackMethod
  • com.opengamma.analytics.financial.forex.provider.ForexDiscountingMethod
  • com.opengamma.analytics.financial.forex.provider.ForexForwardPointsMethod
  • com.opengamma.analytics.financial.forex.provider.ForexOptionDigitalBlackSmileMethod
  • com.opengamma.analytics.financial.forex.provider.ForexOptionSingleBarrierBlackMethod
  • com.opengamma.analytics.financial.forex.provider.ForexSwapDiscountingMethod
  • com.opengamma.analytics.financial.horizon.ConstantSpreadHorizonThetaCalculator
  • com.opengamma.analytics.financial.interestrate.bond.provider.BillTransactionDiscountingMethod
    • 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.