Package com.opengamma.core.security

Examples of com.opengamma.core.security.Security

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  private SimplePosition createPosition(final String securityType, final String currency, final String securityId) {
    final SimplePosition position = new SimplePosition();
    position.setUniqueId(UniqueId.of("Position", securityType + "-" + currency + "-" + securityId));
    position.setQuantity(BigDecimal.ONE);
    final SimpleSecurityLink link = new SimpleSecurityLink();
    link.setTarget(new Security() {

      @Override
      public ExternalIdBundle getExternalIdBundle() {
        return ExternalIdBundle.EMPTY;
      }
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   * @param trade The trade
   * @return EquityFutureDefinition
   */
  public InstrumentDefinitionWithData<?, Double> convert(final Trade trade) {
    ArgumentChecker.notNull(trade, "trade");
    final Security security = trade.getSecurity();
    if (security instanceof FutureSecurity) {
      final InstrumentDefinitionWithData<?, Double> securityDefinition = ((FutureSecurity) security).accept(_futureSecurityConverter);
      double tradePremium = 0.0;
      if (trade.getPremium() != null) {
        tradePremium = trade.getPremium(); // TODO: The trade price is stored in the trade premium. This has to be corrected.
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    return Sets.newHashSet(new ValueSpecification(_requirementName, target.toSpecification(), ValueProperties.all()));
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Security security = target.getPositionOrTrade().getSecurity();
    final ValueProperties constraints = desiredValue.getConstraints().withoutAny(ValuePropertyNames.FUNCTION);
    final ValueRequirement requirement = new ValueRequirement(_requirementName, ComputationTargetType.SECURITY, security.getUniqueId(), constraints);
    return Collections.singleton(requirement);
  }
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    _securityConverter = new FederalFundsFutureSecurityConverter(holidaySource, conventionSource, regionSource);
  }

  public InstrumentDefinitionWithData<?, DoubleTimeSeries<ZonedDateTime>[]> convert(final Trade trade) { //CSIGNORE
    ArgumentChecker.notNull(trade, "trade");
    final Security security = trade.getSecurity();
    if (security instanceof FederalFundsFutureSecurity) {
      final FederalFundsFutureSecurityDefinition securityDefinition = (FederalFundsFutureSecurityDefinition) ((FederalFundsFutureSecurity) security).accept(_securityConverter);
      double tradePremium = 0.0;
      if (trade.getPremium() != null) {
        tradePremium = trade.getPremium(); // TODO: The trade price is stored in the trade premium. This has to be corrected.
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   * @return The instrument definition
   * @throws IllegalArgumentException if the underlying security is not a {@link FinancialSecurity}
   */
  public InstrumentDefinition<?> convert(final Trade trade) {
    ArgumentChecker.notNull(trade, "trade");
    final Security security = trade.getSecurity();
    ArgumentChecker.isTrue(security instanceof FinancialSecurity, "Security must be a FinancialSecurity");
    if (security instanceof FederalFundsFutureSecurity) {
      return _federalFundsFutureTradeConverter.convert(trade);
    }
    if (security instanceof FutureSecurity) {
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      throw new OpenGammaRuntimeException("Need a future security converter to convert equity index future option securities");
    }
    final ZonedDateTime expiryDate = security.getExpiry().getExpiry();
    final ExternalId underlyingIdentifier = security.getUnderlyingId();
    // REVIEW Andrew -- This call to getSingle is not correct as the resolution time of the view cycle will not be considered
    Security underlyingSecurity = _securitySource.getSingle(ExternalIdBundle.of(underlyingIdentifier));
    if (underlyingSecurity == null) {
      throw new OpenGammaRuntimeException("Underlying security " + underlyingIdentifier + " of option " + security.getExternalIdBundle().toString() + " was not found in database");
    }
   
    IndexFutureDefinition underlying = null;
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    return Sets.newHashSet(new ComputedValue(resultSpec, result));
  }

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final Security security = target.getPosition().getSecurity();
    return security instanceof SwaptionSecurity;
  }
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    return ComputationTargetType.POSITION;
  }

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    Security sec = target.getPosition().getSecurity();
    if (sec instanceof EquityOptionSecurity || sec instanceof EquitySecurity) {
      return true;
    }
    return false;
  }
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  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Position position = target.getPosition();
    final Security security = position.getSecurity();
    List<UnderlyingType> underlyings;
    Underlying order;
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    final String underlyingGreekRequirementName = AvailableValueGreeks.getGreekRequirementNameForValueGreekName(getRequirementName());
    requirements.add(new ValueRequirement(underlyingGreekRequirementName, ComputationTargetType.SECURITY, security.getUniqueId(), getInputConstraint(desiredValue)));
    order = AvailableGreeks.getGreekForValueRequirementName(underlyingGreekRequirementName).getUnderlying();
    if (order == null) {
      throw new UnsupportedOperationException("No available order for configured value greek " + getRequirementName());
    }
    underlyings = order.getUnderlyings();
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  // FunctionInvoker

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final Security security = position.getSecurity();
    final GreekResultCollection greekResultCollection = new GreekResultCollection();
    final Map<UnderlyingType, Double> underlyingData = new HashMap<UnderlyingType, Double>();
    Greek greek;
    Underlying order;
    List<UnderlyingType> underlyings;
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Related Classes of com.opengamma.core.security.Security

  • com.opengamma.bbg.security.BloombergSecurityProviderTest
  • com.opengamma.core.position.impl.SecurityTypeMapperFunction
  • com.opengamma.core.security.impl.CoalescingSecuritySource
  • com.opengamma.core.security.impl.CoalescingSecuritySourceTest
  • com.opengamma.core.security.impl.DataSecuritySourceResource
  • com.opengamma.core.security.impl.DelegatingSecuritySource
  • com.opengamma.core.security.impl.NonVersionedRedisSecuritySource
  • com.opengamma.core.security.impl.NonVersionedRedisSecuritySourceTest
  • com.opengamma.core.security.impl.RedisCachingSecuritySource
  • com.opengamma.core.security.impl.SimpleSecurityResolverTest
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