Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueProperties.copy()

132
133
134
135
136
137
138
139
140
141
142
      scenarioDefaults = constraints.copy().withoutAny(s_priceShift).with(s_priceShift, "");
    }
    final Set<String> priceShiftTypeSet = constraints.getValues(s_priceShiftType);
    if (priceShiftTypeSet == null || priceShiftTypeSet.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_priceShiftType).with(s_priceShiftType, "Multiplicative");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_priceShiftType).with(s_priceShiftType, "Multiplicative");
      }
    }
    final Set<String> volShiftSet = constraints.getValues(s_volShift);
View Full Code Here
140
141
142
143
144
145
146
147
148
149
150
      }
    }
    final Set<String> volShiftSet = constraints.getValues(s_volShift);
    if (volShiftSet == null || volShiftSet.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_volShift).with(s_volShift, "");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_volShift).with(s_volShift, "");
      }
    }
    final Set<String> volShiftSetType = constraints.getValues(s_volShiftType);
View Full Code Here
148
149
150
151
152
153
154
155
156
157
158
      }
    }
    final Set<String> volShiftSetType = constraints.getValues(s_volShiftType);
    if (volShiftSetType == null || volShiftSetType.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_volShiftType).with(s_volShiftType, "Multiplicative");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_volShiftType).with(s_volShiftType, "Multiplicative");
      }
    }
   
View Full Code Here
60
61
62
63
64
65
66
67
68
69
70
          final ComputationTarget target, final Set<ValueRequirement> desiredValues, final InstrumentDerivative derivative,
          final FXMatrix fxMatrix) {
        final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
        final ValueProperties constraints = desiredValue.getConstraints();
        final Set<String> baseDayProperty = constraints.getValues(PROPERTY_BASE_DAYS);
        final ValueProperties.Builder resultConstraints = constraints.copy();
        final double baseDays;
        if (baseDayProperty.size() == 1) {
          baseDays = Double.parseDouble(Iterables.getOnlyElement(baseDayProperty));
          resultConstraints.with(PROPERTY_BASE_DAYS, baseDayProperty);
        } else {
View Full Code Here
90
91
92
93
94
95
96
97
98
99
100
          final ValueRequirement desiredValue) {
        if (super.getRequirements(compilationContext, target, desiredValue) == null) {
          return null;
        }
        final ValueProperties properties = desiredValue.getConstraints();
        return Collections.singleton(new ValueRequirement(POSITION_VEGA, target.toSpecification(), properties.copy().get()));
      }

      @Override
      protected ValueProperties.Builder getResultProperties(final FunctionCompilationContext compilationContext, final ComputationTarget target) {
        final ValueProperties.Builder properties = super.getResultProperties(compilationContext, target);
View Full Code Here
135
136
137
138
139
140
141
142
143
144
145
    ValueProperties.Builder scenarioDefaults = null;
    boolean somethingConstrained = false;

    final Set<String> priceShiftSet = constraints.getValues(s_priceShift);
    if (priceShiftSet == null || priceShiftSet.isEmpty()) {
      scenarioDefaults = constraints.copy().withoutAny(s_priceShift).with(s_priceShift, "");
    } else {
      somethingConstrained = true;
    }
    final Set<String> priceShiftTypeSet = constraints.getValues(s_priceShiftType);
    if (priceShiftTypeSet == null || priceShiftTypeSet.isEmpty()) {
View Full Code Here
142
143
144
145
146
147
148
149
150
151
152
      somethingConstrained = true;
    }
    final Set<String> priceShiftTypeSet = constraints.getValues(s_priceShiftType);
    if (priceShiftTypeSet == null || priceShiftTypeSet.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_priceShiftType).with(s_priceShiftType, "Multiplicative");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_priceShiftType).with(s_priceShiftType, "Multiplicative");
      }
    } else {
      somethingConstrained = true;
View Full Code Here
152
153
154
155
156
157
158
159
160
161
162
      somethingConstrained = true;
    }
    final Set<String> volShiftSet = constraints.getValues(s_volShift);
    if (volShiftSet == null || volShiftSet.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_volShift).with(s_volShift, "");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_volShift).with(s_volShift, "");
      }
    } else {
      somethingConstrained = true;
View Full Code Here
162
163
164
165
166
167
168
169
170
171
172
      somethingConstrained = true;
    }
    final Set<String> volShiftSetType = constraints.getValues(s_volShiftType);
    if (volShiftSetType == null || volShiftSetType.isEmpty()) {
      if (scenarioDefaults == null) {
        scenarioDefaults = constraints.copy().withoutAny(s_volShiftType).with(s_volShiftType, "Multiplicative");
      } else {
        scenarioDefaults = scenarioDefaults.withoutAny(s_volShiftType).with(s_volShiftType, "Multiplicative");
      }
    } else {
      somethingConstrained = true;
View Full Code Here
53
54
55
56
57
58
59
60
61
62
63
      final Set<String> scaleValue = desiredValue.getConstraints().getValues(ValuePropertyNames.SCALE);
      if (scaleValue != null && scaleValue.size() > 0) {
        scaleProperty = Iterables.getOnlyElement(scaleValue);
        scaleFactor = Double.parseDouble(scaleProperty);
      }
      properties = properties.copy().withoutAny(ValuePropertyNames.SCALE).with(ValuePropertyNames.SCALE, scaleProperty).get();
    }
    final ValueSpecification valueSpecification = new ValueSpecification(getValueRequirementName(), target.toSpecification(), properties);
    final ComputedValue result = new ComputedValue(valueSpecification, scaleFactor);
    return Sets.newHashSet(result);
  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.