Examples of VolatilityCubeKey

com.opengamma.core.marketdatasnapshot.VolatilityCubeKey
A key used to identify a volatility cube.
This class is immutable and thread-safe.

Examples of com.opengamma.core.marketdatasnapshot.VolatilityCubeKey

    volCube.setOtherValues(globalValues);
    volCube.setValues(new HashMap<VolatilityPoint, ValueSnapshot>());
    volCube.setStrikes(strikes);
    volCube.getValues().put(new VolatilityPoint(Tenor.DAY, Tenor.YEAR, -1), new ValueSnapshot(null, null));


    volCubes.put(new VolatilityCubeKey(Currency.USD, "Default"), volCube);
    snapshot1.setVolatilityCubes(volCubes);


    MarketDataSnapshotDocument doc1 = new MarketDataSnapshotDocument(snapshot1);
    doc1 = _snpMaster.add(doc1);

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Examples of com.opengamma.core.marketdatasnapshot.VolatilityCubeKey


  @Override
  VolatilityCubeKey getKey(ValueSpecification spec) {
    Currency currency = Currency.parse(spec.getTargetSpecification().getUniqueId().getValue());
    String cube = getSingleProperty(spec, ValuePropertyNames.CUBE);
    return new VolatilityCubeKey(currency, cube);
  }

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Examples of com.opengamma.core.marketdatasnapshot.VolatilityCubeKey


  @Override
  public StructureIdentifier<VolatilityCubeKey> getStructuredIdentifier(ValueSpecification spec) {
    Currency currency = Currency.parse(spec.getTargetSpecification().getUniqueId().getValue());
    String cube = getSingleProperty(spec, ValuePropertyNames.CUBE);
    VolatilityCubeKey key = new VolatilityCubeKey(currency, cube);
    return StructureIdentifier.of(key);
  }

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