Package com.opengamma.financial.security

Examples of com.opengamma.financial.security.FinancialSecurity.accept()

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    final Object curveSensitivitiesObject = inputs.getValue(ValueRequirementNames.FX_CURVE_SENSITIVITIES);
    if (curveSensitivitiesObject == null) {
      throw new OpenGammaRuntimeException("Could not get curve sensitivities");
    }
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final String putCurrencyCurve = desiredValue.getConstraint(FXOptionBlackFunction.PUT_CURVE);
    final Object baseQuotePairsObject = inputs.getValue(ValueRequirementNames.CURRENCY_PAIRS);
    if (baseQuotePairsObject == null) {
      throw new OpenGammaRuntimeException("Could not get base/quote pair data");
    }
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        break;
      }
    }
    final CurrencyPairs baseQuotePairs = OpenGammaCompilationContext.getCurrencyPairsSource(context).getCurrencyPairs(currencyPairConfigName);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final CurrencyPair baseQuotePair = baseQuotePairs.getCurrencyPair(putCurrency, callCurrency);
    if (baseQuotePair == null) {
      s_logger.error("Could not get base/quote pair for currency pair (" + putCurrency + ", " + callCurrency + ")");
      return null;
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      }
    }
    final CurrencyPairs baseQuotePairs = OpenGammaCompilationContext.getCurrencyPairsSource(context).getCurrencyPairs(currencyPairConfigName);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final CurrencyPair baseQuotePair = baseQuotePairs.getCurrencyPair(putCurrency, callCurrency);
    if (baseQuotePair == null) {
      s_logger.error("Could not get base/quote pair for currency pair (" + putCurrency + ", " + callCurrency + ")");
      return null;
    }
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          .with(ValuePropertyNames.PAY_CURVE_CALCULATION_CONFIG, payCurveCalculationConfigs.iterator().next())
          .with(ValuePropertyNames.RECEIVE_CURVE, receiveCurveNames.iterator().next())
          .with(ValuePropertyNames.RECEIVE_CURVE_CALCULATION_CONFIG, receiveCurveCalculationConfigs.iterator().next())
          .with(ValuePropertyNames.FORWARD_CURVE_NAME, forwardCurveNames.iterator().next())
          .get());
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());

      final ValueProperties fxSpotConstraints = desiredValue.getConstraints().copy()
          .withoutAny(ValuePropertyNames.PAY_CURVE)
          .withoutAny(ValuePropertyNames.PAY_CURVE_CALCULATION_CONFIG)
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          .with(ValuePropertyNames.RECEIVE_CURVE, receiveCurveNames.iterator().next())
          .with(ValuePropertyNames.RECEIVE_CURVE_CALCULATION_CONFIG, receiveCurveCalculationConfigs.iterator().next())
          .with(ValuePropertyNames.FORWARD_CURVE_NAME, forwardCurveNames.iterator().next())
          .get());
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());

      final ValueProperties fxSpotConstraints = desiredValue.getConstraints().copy()
          .withoutAny(ValuePropertyNames.PAY_CURVE)
          .withoutAny(ValuePropertyNames.PAY_CURVE_CALCULATION_CONFIG)
          .withoutAny(ValuePropertyNames.RECEIVE_CURVE)
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    final Set<String> cdsPriceTypes = constraints.getValues(CreditInstrumentPropertyNamesAndValues.PROPERTY_CDS_PRICE_TYPE);
    if (cdsPriceTypes == null || cdsPriceTypes.size() != 1) {
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(
        context))).getUniqueId().getValue();
    //TODO shouldn't need all of the yield curve properties
    final String hazardRateCurveCalculationMethod = "ISDA"; //Iterables.getOnlyElement(hazardRateCurveCalculationMethodNames);
    final String yieldCurveName = desiredValue.getConstraint(PROPERTY_YIELD_CURVE);
    final String yieldCurveCalculationConfig = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG);
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      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    // 1. Build the analytic derivative to be priced
    final ZonedDateTime now = ZonedDateTime.now(executionContext.getValuationClock());
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final ExternalId underlyingId = FinancialSecurityUtils.getUnderlyingId(security);
    final InstrumentDefinition<?> defn = security.accept(_converter);
    final InstrumentDerivative derivative = defn.toDerivative(now);
    if (derivative.accept(LastTimeCalculator.getInstance()) < 0.0) {
      throw new OpenGammaRuntimeException("Equity option has already settled; " + security.toString());
    }
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    final String receiveCurveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.RECEIVE_CURVE_CALCULATION_CONFIG);
    final MultiCurveCalculationConfig receiveCurveCalculationConfig = curveCalculationConfigSource.getConfig(receiveCurveCalculationConfigName);
    if (receiveCurveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + receiveCurveCalculationConfigName);
    }
    final InstrumentDefinition<?> definition = security.accept(_visitor);
    if (definition == null) {
      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    //    final InstrumentDerivative derivative = _definitionConverter.convert(security, definition, now, _valueRequirements, timeSeries);
    final String[] payCurveNames = payCurveCalculationConfig.getYieldCurveNames();
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    }
    final Set<ValueRequirement> requirements = new HashSet<>();
    requirements.addAll(YieldCurveFunctionUtils.getCurveRequirements(payCurveCalculationConfig, curveCalculationConfigSource));
    requirements.addAll(YieldCurveFunctionUtils.getCurveRequirements(receiveCurveCalculationConfig, curveCalculationConfigSource));
    try {
      final Set<ValueRequirement> timeSeriesRequirements = _definitionConverter.getConversionTimeSeriesRequirements(security, security.accept(_visitor));
      if (timeSeriesRequirements == null) {
        return null;
      }
      requirements.addAll(timeSeriesRequirements);
      return requirements;
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            .with(ValuePropertyNames.FORWARD_CURVE_NAME, forwardCurveName).get()));
      } else {
        return null;
      }
      final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      final String resultCurrency;
      final CurrencyPair baseQuotePair = _currencyPairs.getCurrencyPair(payCurrency, receiveCurrency);
      final Currency baseCurrency = baseQuotePair.getBase();
      final Currency nonBaseCurrency = baseQuotePair.getCounter();
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