Examples of SecurityEntryData

Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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      return ccy;
    } else if (security instanceof RawSecurity) {
      final RawSecurity rawSecurity = (RawSecurity) security;
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
        return securityEntryData.getCurrency();
      }
    }

    return null;
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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      return ccy;
    } else if (security instanceof RawSecurity) {
      final RawSecurity rawSecurity = (RawSecurity) security;
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
        return Collections.singleton(securityEntryData.getCurrency());
      }
    }
    return null;
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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      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());
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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    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;
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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    return Collections.singleton(new ComputedValue(valueSpecification, labelledMatrix));
  }

  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 {
      throw new OpenGammaRuntimeException("Couldn't find factor list security " + securityEntryData.getFactorSetId());
    }
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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    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;
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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    return Collections.singleton(new ComputedValue(valueSpecification, labelledMatrix));
  }

  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 {
      throw new OpenGammaRuntimeException("Couldn't find factor list security " + securityEntryData.getFactorSetId());
    }
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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public class ExternallyProvidedSecurityMarkFunction extends AbstractFunction.NonCompiledInvoker {

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final RawSecurity security = (RawSecurity) target.getSecurity();
    final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
    final Object latestDataPointObject = inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
    if (latestDataPointObject == null) {
      throw new OpenGammaRuntimeException("Could not get latest data point");
    }
    final Double price = (Double) latestDataPointObject / 100d; // REVIEW: jim 9/11/2012 -- this needs to go into the normalisation map.

    return Collections.<ComputedValue>singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), createValueProperties().with(
        ValuePropertyNames.CURRENCY, securityEntryData.getCurrency().getCode()).get()), price));
  }
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final RawSecurity security = (RawSecurity) target.getSecurity();
    final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(securityEntryData.getId().toBundle(), null, "LITHIUM", null, "PX_LAST", null);
    if (timeSeries == null) {
      return null;
    }
    return Collections.singleton(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, ComputationTargetType.PRIMITIVE,
        timeSeries.getHistoricalTimeSeriesInfo().getUniqueId(), ValueProperties.none()));
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Examples of com.opengamma.financial.sensitivities.SecurityEntryData

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  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final RawSecurity security = (RawSecurity) target.getSecurity();
    final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
    return Collections.<ValueSpecification>singleton(new ValueSpecification(ValueRequirementNames.MARK, target.toSpecification(), createValueProperties().with(ValuePropertyNames.CURRENCY,
        securityEntryData.getCurrency().getCode()).get()));
  }
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