Examples of HolidaySource

com.opengamma.core.holiday.HolidaySource
A source of holiday information as accessed by the main application.
This interface provides a simple view of holidays as used by most parts of the application. This may be backed by a full-featured holiday master, or by a much simpler data structure.
This interface is read-only. Implementations must be thread-safe.

Examples of com.opengamma.core.holiday.HolidaySource

    _valueRequirementName = valueRequirementName;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverterDeprecated fraConverter = new FRASecurityConverterDeprecated(holidaySource, regionSource, conventionSource);

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Examples of com.opengamma.core.holiday.HolidaySource

    return _definitionConverter;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    if (holidaySource == null) {
      throw new UnsupportedOperationException("A holiday source is required");
    }
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    if (regionSource == null) {

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Examples of com.opengamma.core.holiday.HolidaySource

  private static final Logger s_logger = LoggerFactory.getLogger(SwaptionConstantSpreadThetaFunction.class);
  private FinancialSecurityVisitor<InstrumentDefinition<?>> _visitor;


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final SwapSecurityConverterDeprecated swapConverter = new SwapSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, false);
    final SwaptionSecurityConverterDeprecated swaptionConverter = new SwaptionSecurityConverterDeprecated(securitySource, swapConverter);

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Examples of com.opengamma.core.holiday.HolidaySource

   * @param context The compilation context, not null
   * @return The converter
   */
  protected TradeConverter getTargetToDefinitionConverter(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverter fraConverter = new FRASecurityConverter(holidaySource, regionSource, conventionSource);

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Examples of com.opengamma.core.holiday.HolidaySource

    return TARGET_TYPE;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final InterestRateFutureSecurityConverterDeprecated irFutureConverter = new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource);
    final BondSecurityConverter bondConverter = new BondSecurityConverter(holidaySource, conventionSource, regionSource);

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Examples of com.opengamma.core.holiday.HolidaySource

    _valueRequirements = valueRequirements;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);

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Examples of com.opengamma.core.holiday.HolidaySource

    final ConfigDBFXForwardCurveDefinitionSource fxCurveDefinitionSource = new ConfigDBFXForwardCurveDefinitionSource(configSource);
    final ConfigDBFXForwardCurveSpecificationSource fxCurveSpecificationSource = new ConfigDBFXForwardCurveSpecificationSource(configSource);
    final CurrencyPairs currencyPairs = OpenGammaExecutionContext.getCurrencyPairsSource(executionContext).getCurrencyPairs(CurrencyPairs.DEFAULT_CURRENCY_PAIRS);
    final Currency baseCurrency = currencyPairs.getCurrencyPair(domesticCurrency, foreignCurrency).getBase();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
    boolean invertFXQuotes;
    if (baseCurrency.equals(foreignCurrency)) {
      invertFXQuotes = false;
    } else {
      invertFXQuotes = true;

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Examples of com.opengamma.core.holiday.HolidaySource

   * @param context The compilation context, not null
   * @return The converter
   */
  protected TradeConverter getTargetToDefinitionConverter(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();

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Examples of com.opengamma.core.holiday.HolidaySource

    _valueRequirement = valueRequiremnt;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    _converter = new InterestRateFutureOptionTradeConverterDeprecated(
        new InterestRateFutureOptionSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, securitySource));

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Examples of com.opengamma.core.holiday.HolidaySource

        List<LocalDate> impliedRateDates = new ArrayList<>();


        for (final Map.Entry<LocalDate, YieldAndDiscountCurve> entry : originalCurveSeries.entrySet()) {
          final LocalDate valuationDate = entry.getKey();
          final ZonedDateTime valuationDateTime = ZonedDateTime.of(valuationDate, now.toLocalTime(), now.getZone());
          final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
          final ConventionSource conventionSource = OpenGammaExecutionContext.getConventionSource(executionContext);
          final Calendar calendar = CalendarUtils.getCalendar(holidaySource, _currency);
          final DepositConvention convention = conventionSource.getConvention(DepositConvention.class, ExternalId.of(SCHEME_NAME, getConventionName(_currency, DEPOSIT)));
          final int spotLag = 0;
          final ExternalId conventionSettlementRegion = convention.getRegionCalendar();

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