Package com.opengamma.engine.value

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

105
106
107
108
109
110
111
112
113
114
115
    }
    if (OpenGammaCompilationContext.isPermissive(context)) {
      ValueProperties.Builder constraintsBuilder = null;
      Set<String> values = constraints.getValues(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR);
      if (values == null) {
        constraintsBuilder = constraints.copy();
        constraintsBuilder.with(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR, getBlackSmileInterpolatorName());
      } else if (values.size() != 1) {
        constraintsBuilder = constraints.copy();
        constraintsBuilder
          .withoutAny(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR)
View Full Code Here
108
109
110
111
112
113
114
115
116
117
118
      Set<String> values = constraints.getValues(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR);
      if (values == null) {
        constraintsBuilder = constraints.copy();
        constraintsBuilder.with(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR, getBlackSmileInterpolatorName());
      } else if (values.size() != 1) {
        constraintsBuilder = constraints.copy();
        constraintsBuilder
          .withoutAny(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR)
          .with(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR, getBlackSmileInterpolatorName());
      }
      values = constraints.getValues(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION);
View Full Code Here
116
117
118
119
120
121
122
123
124
125
126
          .with(BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_SMILE_INTERPOLATOR, getBlackSmileInterpolatorName());
      }
      values = constraints.getValues(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION);
      if (values == null) {
        if (constraintsBuilder == null) {
          constraintsBuilder = constraints.copy();
        }
        constraintsBuilder.with(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION, PDEPropertyNamesAndValues.FORWARDS);
      } else if (values.size() != 1) {
        if (constraintsBuilder == null) {
          constraintsBuilder = constraints.copy();
View Full Code Here
121
122
123
124
125
126
127
128
129
130
131
          constraintsBuilder = constraints.copy();
        }
        constraintsBuilder.with(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION, PDEPropertyNamesAndValues.FORWARDS);
      } else if (values.size() != 1) {
        if (constraintsBuilder == null) {
          constraintsBuilder = constraints.copy();
        }
        constraintsBuilder.withoutAny(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION).with(PDEPropertyNamesAndValues.PROPERTY_PDE_DIRECTION, PDEPropertyNamesAndValues.FORWARDS);
      }
      if (constraintsBuilder != null) {
        constraints = constraintsBuilder.get();
View Full Code Here
134
135
136
137
138
139
140
141
142
143
144
    final ValueProperties constraints = desiredValue.getConstraints();
    ValueProperties.Builder scenarioDefaults = null;
   
    final Set<String> priceShiftSet = constraints.getValues(s_priceShift);
    if (priceShiftSet == null || priceShiftSet.isEmpty()) {
      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");
View Full Code Here
139
140
141
142
143
144
145
146
147
148
149
      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
147
148
149
150
151
152
153
154
155
156
157
      }
    }
    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
155
156
157
158
159
160
161
162
163
164
165
      }
    }
    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
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.