Examples of FunctionExecutionContext

com.opengamma.engine.function.FunctionExecutionContext
The context used during function invocation.
In order to successfully complete invocation of a function a variety of contextual objects are needed. This is primarily used by {@link FunctionInvoker}.

Examples of com.opengamma.engine.function.FunctionExecutionContext

  public void setSpotRateIdentifier(final Function2<Currency, Currency, ExternalId> spotRateIdentifier) {
    _spotRateIdentifier = spotRateIdentifier;
  }


  private FunctionExecutionContext createFunctionExecutionContext(final LocalDate valuationTime) {
    final FunctionExecutionContext context = new FunctionExecutionContext();
    context.setValuationTime(valuationTime.atTime(LocalTime.NOON).toInstant(ZoneOffset.UTC));
    context.setValuationClock(DateUtils.fixedClockUTC(context.getValuationTime()));
    context.setComputationTargetResolver(
        new DefaultComputationTargetResolver(context.getSecuritySource()).atVersionCorrection(VersionCorrection.LATEST));
    OpenGammaExecutionContext.setHolidaySource(context, getHolidaySource());
    OpenGammaExecutionContext.setRegionSource(context, getRegionSource());
    OpenGammaExecutionContext.setConventionBundleSource(context, getConventionBundleSource());
    OpenGammaExecutionContext.setConventionSource(context, getConventionSource());
    OpenGammaExecutionContext.setSecuritySource(context, new MasterSecuritySource(getSecurityMaster()));

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Examples of com.opengamma.engine.function.FunctionExecutionContext

    if (spotRate == null) {
      s_logger.debug("No spot rate for {}", spotRateIdentifier);
      return null;
    }
    s_logger.debug("Got spot rate {} for {}", spotRate, spotRateIdentifier);
    final FunctionExecutionContext execContext = createFunctionExecutionContext(spotRate.getFirst());
    final FunctionCompilationContext compContext = createFunctionCompilationContext();
    final CompiledFunctionDefinition payYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition payYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(receiveCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(receiveCurrency, getCurrencyCurveName()));

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Examples of com.opengamma.engine.function.FunctionExecutionContext

    vpFactBean.setConfigSource(configSource);
    vpFactBean.setViewPermissionProvider(new DefaultViewPermissionProvider());
    vpFactBean.setNamedMarketDataSpecificationRepository(new InMemoryNamedMarketDataSpecificationRepository());
    _configSource = configSource;


    final FunctionExecutionContext functionExecutionContext = getFunctionExecutionContext() != null ? getFunctionExecutionContext() : generateFunctionExecutionContext();
    functionExecutionContext.setSecuritySource(securitySource);


    final ThreadLocalLogEventListener threadLocalLogListener = new ThreadLocalLogEventListener();
    LogBridge.getInstance().addListener(threadLocalLogListener);
    final SimpleCalculationNode localCalcNode = new SimpleCalculationNode(cacheSource, compiledFunctions, functionExecutionContext, "node", Executors.newCachedThreadPool(),
        new DiscardingInvocationStatisticsGatherer(), new CalculationNodeLogEventListener(threadLocalLogListener));

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Examples of com.opengamma.engine.function.FunctionExecutionContext

  public void setFunctionExecutionContext(final FunctionExecutionContext functionExecutionContext) {
    _functionExecutionContext = functionExecutionContext;
  }


  private FunctionExecutionContext generateFunctionExecutionContext() {
    final FunctionExecutionContext fec = new FunctionExecutionContext();
    setFunctionExecutionContext(fec);
    return fec;
  }

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Examples of com.opengamma.engine.function.FunctionExecutionContext

  public TestCalculationNode() {
    this(new ThreadLocalLogEventListener());
  }


  public TestCalculationNode(final ThreadLocalLogEventListener logEventListener) {
    super(new InMemoryViewComputationCacheSource(OpenGammaFudgeContext.getInstance()), initializedCFS(), new FunctionExecutionContext(), InetAddressUtils.getLocalHostName(), Executors
        .newCachedThreadPool(), new DiscardingInvocationStatisticsGatherer(), new CalculationNodeLogEventListener(logEventListener));
  }

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