Package com.opengamma.core.holiday

Examples of com.opengamma.core.holiday.HolidaySource

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        endDate = endDate.minusDays(1);
      }
      HolidaySourceCalendarAdapter calendar;
      if (_currencyCalendars != null) {
        Currency[] currencies = _currencyCalendars.toArray(new Currency[_currencyCalendars.size()]);
        HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
        calendar = new HolidaySourceCalendarAdapter(holidaySource, currencies);
      } else {
        calendar = null;
      }
      List<ViewCycleExecutionOptions> executionSequence = new LinkedList<ViewCycleExecutionOptions>();
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  //-------------------------------------------------------------------------
  @Deprecated
  @Override
  protected HolidaySource createObject() {
    HolidaySource source = new CachedHolidaySource(new MasterHolidaySource(getHolidayMaster()));
    return source;
  }
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    swaption.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return Pair.of(swaption, swap);
  }

  private LocalDate getTradeDate(final Random random, final Currency ccy) {
    final HolidaySource holidaySource = getToolContext().getHolidaySource();
    LocalDate tradeDate;
    do {
      tradeDate = DateUtils.previousWeekDay().minusDays(random.nextInt(30));
    } while (holidaySource.isHoliday(tradeDate, ccy));
    return tradeDate;
  }
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    fxForward.setName(sb.toString());
    return fxForward;
  }

  private LocalDate getTradeDate(final Random random, final Currency ccy) {
    final HolidaySource holidaySource = getToolContext().getHolidaySource();
    LocalDate tradeDate;
    do {
      tradeDate = DateUtils.previousWeekDay().minusDays(random.nextInt(30));
    } while (holidaySource.isHoliday(tradeDate, ccy));
    return tradeDate;
  }
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    return _curveCalculationConfig;
  }

  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
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    return _definitionConverter;
  }

  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _securityConverter = new InterestRateInstrumentTradeOrSecurityConverter(holidaySource, conventionSource, regionSource, securitySource, true);
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   * @param repo  the component repository, not null
   * @param configuration  the remaining configuration, not null
   */
  @Override
  public void init(ComponentRepository repo, LinkedHashMap<String, String> configuration) {
    HolidaySource source = createHolidaySource(repo);
   
    ComponentInfo info = new ComponentInfo(HolidaySource.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 1);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemoteHolidaySource.class);
    repo.registerComponent(info, source);
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    }
    return swapConvention;
  }

  private LocalDate getTradeDate(final SecureRandom random, final Currency ccy) {
    final HolidaySource holidaySource = getToolContext().getHolidaySource();
    LocalDate tradeDate;
    do {
      tradeDate = DateUtils.previousWeekDay().minusDays(random.nextInt(DAYS_TRADING));
    } while (holidaySource.isHoliday(tradeDate, ccy));
    return tradeDate;
  }
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  private FixedIncomeConverterDataProvider _definitionConverter;

  @Override
  public void init(final FunctionCompilationContext context) {
    super.init(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _securityConverter = new InterestRateInstrumentTradeOrSecurityConverter(holidaySource, conventionSource, regionSource, securitySource, true);
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        throw new OpenGammaRuntimeException("Could not get result curve properties");
      }
      final ValueProperties resultJacobianProperties = resultCurveProperties
          .withoutAny(CURVE);
      final ZonedDateTime now = ZonedDateTime.now(executionContext.getValuationClock());
      final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
      final ConventionSource conventionSource = OpenGammaExecutionContext.getConventionSource(executionContext);
      final Calendar calendar = CalendarUtils.getCalendar(holidaySource, _currency);
      final DepositConvention convention = conventionSource.getConvention(DepositConvention.class, ExternalId.of(SCHEME_NAME, getConventionName(_currency, DEPOSIT)));
      final int spotLag = convention.getSettlementDays();
      final ExternalId conventionSettlementRegion = convention.getRegionCalendar();
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Related Classes of com.opengamma.core.holiday.HolidaySource

  • com.opengamma.component.factory.source.HolidaySourceComponentFactory
  • com.opengamma.examples.bloomberg.loader.ExampleFxForwardPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleMultiCurrencySwapPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleSwaptionPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleVanillaFxOptionPortfolioLoader
  • com.opengamma.financial.analytics.cashflow.FixedCashFlowFunction
  • com.opengamma.financial.analytics.cashflow.FloatingCashFlowFunction
  • com.opengamma.financial.analytics.cashflow.NettedFixedCashFlowFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingCapFloorFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingFXOptionFunction
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