Examples of EquitySecurity

com.opengamma.financial.security.equity.EquitySecurity
A security for equities.

Examples of com.opengamma.financial.security.equity.EquitySecurity

    return requirements;
  }


  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final EquitySecurity equity = (EquitySecurity) target.getSecurity();
    final Set<ValueSpecification> result = new HashSet<>();
    final ValueProperties properties = createValueProperties().with(ValuePropertyNames.CURRENCY, equity.getCurrency().getCode()).get();
    result.add(new ValueSpecification(ValueRequirementNames.FAIR_VALUE, target.toSpecification(), properties));
    result.add(new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), properties));
    return result;
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }


  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertNull(ids);
  }


  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Energy"), ids.get(0));
  }


  @Test
  public void testEquityBarrierOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityBarrierOptionSecurity security = ExposureFunctionTestHelper.getEquityBarrierOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Equity"), ids.get(0));
  }


  @Test
  public void testEquityIndexOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertNull(ids);
  }


  @Test
  public void testEquityOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertNull(ids);
  }


  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

    assertNull(ids);
  }


  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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Examples of com.opengamma.financial.security.equity.EquitySecurity

  
  @Override
  public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs, ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    
    // Get equity price (market value)
    final EquitySecurity equity = (EquitySecurity) target.getSecurity();
    final double price = (Double) inputs.getValue(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, equity.getUniqueId()));
    
    // Get shift to price, if provided, and hence PNL
    final double pnl;
    
    ValueProperties constraints = desiredValues.iterator().next().getConstraints();

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Examples of com.opengamma.financial.security.equity.EquitySecurity


  static void assertEquitySecurity(EquitySecurity expectedEquity, Security sec) {
    // check specific bits we want to spot failures on quickly
    assertNotNull(sec);
    assertTrue(sec instanceof EquitySecurity);
    EquitySecurity actualEquity = (EquitySecurity) sec;
    assertEquals(expectedEquity.getSecurityType(), actualEquity.getSecurityType());
    
    ExternalId expectedBUID = expectedEquity.getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_BUID);
    ExternalId actualBUID = actualEquity.getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_BUID);
    assertEquals(expectedBUID, actualBUID);
    
    ExternalId expectedTicker = expectedEquity.getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    ExternalId actualTicker = actualEquity.getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    assertEquals(expectedTicker, actualTicker);
    
    assertEquals(expectedEquity.getUniqueId(), actualEquity.getUniqueId());
    assertEquals(expectedEquity.getShortName(), actualEquity.getShortName());
    assertEquals(expectedEquity.getExchange(), actualEquity.getExchange());
    assertEquals(expectedEquity.getCompanyName(), actualEquity.getCompanyName());
    assertEquals(expectedEquity.getCurrency(), actualEquity.getCurrency());
    
    // check the lot without Identifiers
    ExternalIdBundle expectedIdentifiers = expectedEquity.getExternalIdBundle();
    ExternalIdBundle actualIdentifiers = actualEquity.getExternalIdBundle();
    
    expectedEquity.setExternalIdBundle(ExternalIdBundle.EMPTY);
    actualEquity.setExternalIdBundle(ExternalIdBundle.EMPTY);
    assertEquals(expectedEquity, actualEquity);
    
    expectedEquity.setExternalIdBundle(expectedIdentifiers);
    actualEquity.setExternalIdBundle(actualIdentifiers);
  }

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