Package com.opengamma.core.security

Examples of com.opengamma.core.security.Security


  private Security getSecurity(final UniqueId uniqueId) {
    s_logger.debug("Search for security with identifier {}", uniqueId);
    final SecurityDocument document = _secMaster.get(uniqueId);
    assertNotNull(document);
    final Security security = document.getSecurity();
    assertNotNull(security);
    return security;
  }
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    normalizeSecurity (security);
    s_logger.debug("Testing {} instance {}", securityClass, security.hashCode());
    final UniqueId uniqueId = putSecurity(security);
    assertNotNull(uniqueId);
    s_logger.debug("UID = {}", uniqueId);
    Security sec;
    // retrieve by unique identifier
    sec = getSecurity(uniqueId);
    normalizeSecurity(sec);
    assertEquals(security, sec);
    ExternalIdBundle bundle = null;
    if (security.getExternalIdBundle().size() > 0) {
      final Iterator<ExternalId> iterator = security.getExternalIdBundle().iterator();
      bundle = ExternalIdBundle.EMPTY;
      // retrieve with one identifier
      ExternalId id = iterator.next();
      bundle = bundle.withExternalId(id);
      sec = getSecurity(bundle);
      normalizeSecurity(sec);
      assertEquals(security, sec);
      // retrieve with one valid and one incorrect identifier
      sec = getSecurity(Arrays.asList(id, ExternalId.of("FOO", "BAR")));
      normalizeSecurity(sec);
      assertEquals(security, sec);
      // retrieve with exact bundle
      sec = getSecurity(security.getExternalIdBundle());
      normalizeSecurity(sec);
      assertEquals(security, sec);
    }
    final String originalName = security.getName ();
    final String newName = "UPDATED " + originalName;
    security.setName(newName);
    final UniqueId newUniqueId = updateSecurity (security);
    assertNotNull(newUniqueId);
    s_logger.debug("New UID = {}", newUniqueId);
    assertEquals(false, uniqueId.equals(newUniqueId));
    // retrieve with original uniqueId - gets original
    sec = getSecurity(uniqueId);
    assertNotNull(sec);
    assertEquals("Get by original failed: Old UID: " + uniqueId + " New UID: " + newUniqueId, originalName, sec.getName());
    // retrieve with new uniqueId - gets updated
    sec = getSecurity(newUniqueId);
    assertNotNull(sec);
    assertEquals("Get by UID failed: Old UID: " + uniqueId + " New UID: " + newUniqueId, newName, sec.getName());
    // retrieve with a "latest" uniqueId - gets updated
    sec = getSecurity(uniqueId.toLatest());
    assertNotNull(sec);
    assertEquals("Get by latest failed: Old UID: " + uniqueId + " New UID: " + newUniqueId, newName, sec.getName());
    // retrieving by the earlier bundle - gets updated
    if (bundle != null) {
      sec = getSecurity(bundle);
      assertNotNull(sec);
      assertEquals(newName, sec.getName());
    }
    // TODO: could extend this with delete and correction operations etc ...
  }
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    }
    return null;
  }

  /*package*/ String classifyPositionWithTS(final Position position) {
    final Security sec = resolveSecurity(position);
    final Double beta = getEquityBeta(sec);
    return classifyEquityBeta(beta);
  }
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    return classifyEquityBeta(beta);
  }

  /*package*/ Security resolveSecurity(final Position position) {
    try {
      Security sec = position.getSecurityLink().getTarget();
      if (sec == null) {
        sec = position.getSecurityLink().resolve(_secSource);
        if (sec == null) {
          s_logger.error("Position security is null");
          return null;
        }
      }
      if (sec.getSecurityType().equals(EquityOptionSecurity.SECURITY_TYPE)) {
        final EquityOptionSecurity equityOption = (EquityOptionSecurity) sec;
        sec = equityOption;
      }
      return sec;
    } catch (final UnsupportedOperationException ex) {
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  private class PositionComparator implements Comparator<Position> {

    @Override
    public int compare(final Position position1, final Position position2) {
      final Security security1 = resolveSecurity(position1);
      final Security security2 = resolveSecurity(position2);
      return CompareUtils.compareWithNullLow(getEquityBeta(security1), getEquityBeta(security2));
    }
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  private final SecurityInfo _security;

  public PositionOrTradeInfo(final ComparisonContext context, final T positionOrTrade) {
    super(positionOrTrade);
    final Security security = positionOrTrade.getSecurity();
    if (security == null) {
      throw new IllegalArgumentException("The security of " + positionOrTrade + " must be resolved");
    }
    _security = new SecurityInfo(context, security);
  }
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    s_logger.debug("Security {}", security);
    s_logger.debug("Encoded to {}", msg);
    final byte[] bytes = s_fudgeContext.toByteArray(msg);
    msg = s_fudgeContext.deserialize(bytes).getMessage();
    s_logger.debug("Serialised to to {}", msg);
    final Security decoded = s_fudgeContext.fromFudgeMsg(securityClass, msg);
    s_logger.debug("Decoded to {}", decoded);
    if (!security.equals(decoded)) {
      s_logger.warn("Expected {}", security);
      s_logger.warn("Received {}", decoded);
      fail();
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    return ImmutableList.of();
  }

  @Override
  public String classifyPosition(Position position) {
    Security security = resolveSecurity(position);
    if (security instanceof CreditDefaultSwapOptionSecurity) {
      CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
      T extracted = _extractor.extract(cdsOption);
      if (extracted != null) {
        return handleExtractedData(extracted);
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    return _securitySource;
  }

  private Security resolveSecurity(Position position) {

    Security security = position.getSecurityLink().getTarget();
    return security != null ? security : position.getSecurityLink().resolveQuiet(_securitySource);
  }
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  public CdsOptionReferenceNameAggregationFunction(final SecuritySource securitySource, final OrganizationSource organizationSource) {
    super(NAME, securitySource, new CdsOptionValueExtractor<Obligor>() {
      @Override
      public Obligor extract(CreditDefaultSwapOptionSecurity cdsOption) {
        ExternalId underlyingId = cdsOption.getUnderlyingId();
        Security underlying = securitySource.getSingle(underlyingId.toBundle());
        if (underlying instanceof AbstractCreditDefaultSwapSecurity) {
          String redCode = ((CreditDefaultSwapSecurity) underlying).getReferenceEntity().getValue();
          Organization organisation = organizationSource.getOrganizationByRedCode(redCode);
          return organisation.getObligor();
        } else {
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