Examples of com.opengamma.core.security.Security

com.opengamma.core.security.Security
A security that it may be possible to hold a position in.
A security generically defined as anything that a position can be held in. This includes the security defined in "OTC" trades, permitting back-to-back trades to be linked correctly.
This interface is read-only. Implementations may be mutable.

      return _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId())).getExternalIdBundle();
    }


    @Override
    public ExternalIdBundle visitEquityOptionSecurity(final EquityOptionSecurity security) {
      Security underlyingSecurity = _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
      if (underlyingSecurity == null) {
        throw new NullPointerException("Unable to obtain underlying security for " + security.getUnderlyingId());
      }
      return underlyingSecurity.getExternalIdBundle();
    }

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  }


  @Override
  public boolean canApplyTo(FunctionCompilationContext context, ComputationTarget target) {


    final Security security = target.getPositionOrTrade().getSecurity();
    if (FXUtils.isFXSecurity(security)) {
      return false;
    }
    return FinancialSecurityUtils.isExchangeTraded(security) || (security instanceof BondSecurity); // See SecurityMarketValueFunction
  }

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                                    FunctionInputs inputs,
                                    ComputationTarget target,
                                    Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    // 1. Unpack
    final Trade trade = target.getTrade();
    final Security security = trade.getSecurity();
    final LocalDate tradeDate = trade.getTradeDate();
    LocalDate valuationDate = ZonedDateTime.now(executionContext.getValuationClock()).toLocalDate();
    final boolean isNewTrade = tradeDate.equals(valuationDate);


    // Get desired TradeType: Open (traded before today), New (traded today) or All
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String tradeType = desiredValue.getConstraint(PnLFunctionUtils.PNL_TRADE_TYPE_CONSTRAINT);
    if (tradeType == null) {
      s_logger.error("TradeType not set for: " + security.getName() +
          ". Choose one of {" + PnLFunctionUtils.PNL_TRADE_TYPE_OPEN + "," + PnLFunctionUtils.PNL_TRADE_TYPE_OPEN + "," + PnLFunctionUtils.PNL_TRADE_TYPE_ALL + "}");
    }


    // Create output specification. Check for trivial cases
    final ValueSpecification valueSpecification = new ValueSpecification(getValueRequirementName(), target.toSpecification(), desiredValue.getConstraints());

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  }


  @Override
  public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target, ValueRequirement desiredValue) {
    final Set<ValueRequirement> requirements = new HashSet<>();
    final Security security = target.getPositionOrTrade().getSecurity();
    requirements.addAll(createLivePriceRequirement(security));
    requirements.addAll(createReferencePriceRequirement(security));
    if (_costOfCarryField.length() > 0) {     // Cost of Carry, if provided
      requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSLatestRequirement(security, _costOfCarryField, null));
    }

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      return ComputationTargetType.POSITION;
    }


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

View Full Code Here

    return _includeEmptyCategories;
  }


  @Override
  public String classifyPosition(final Position position) {
    final Security security = position.getSecurity();
    if (security instanceof FinancialSecurity) {
      final FinancialSecurity finSec = (FinancialSecurity) security;
      return finSec.accept(new FinancialSecurityVisitor<String>() {


        @Override
        public String visitGovernmentBondSecurity(final GovernmentBondSecurity security) {
          return BONDS;
        }


        @Override
        public String visitCorporateBondSecurity(final CorporateBondSecurity security) {
          return BONDS;
        }


        @Override
        public String visitMunicipalBondSecurity(final MunicipalBondSecurity security) {
          return BONDS;
        }


        @Override
        public String visitInflationBondSecurity(final InflationBondSecurity security) {
          return BONDS;
        }


        @Override
        public String visitCashSecurity(final CashSecurity security) {
          return CASH;
        }


        @Override
        public String visitCashFlowSecurity(final CashFlowSecurity security) {
          return CASHFLOW;
        }


        @Override
        public String visitEquitySecurity(final EquitySecurity security) {
          return EQUITIES;
        }


        @Override
        public String visitFRASecurity(final FRASecurity security) {
          return FRAS;
        }


        @Override
        public String visitSwapSecurity(final SwapSecurity security) {
          return SWAPS;
        }


        @Override
        public String visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {
          return EQUITY_INDEX_OPTIONS;
        }


        @Override
        public String visitEquityOptionSecurity(final EquityOptionSecurity equityOptionSecurity) {
          return EQUITY_OPTIONS;
        }


        @Override
        public String visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {
          return EQUITY_BARRIER_OPTIONS;
        }


        @Override
        public String visitFXOptionSecurity(final FXOptionSecurity fxOptionSecurity) {
          return FX_OPTIONS;
        }


        @Override
        public String visitNonDeliverableFXOptionSecurity(final NonDeliverableFXOptionSecurity security) {
          return NONDELIVERABLE_FX_OPTIONS;
        }


        @Override
        public String visitSwaptionSecurity(final SwaptionSecurity security) {
          return SWAPTIONS;
        }


        @Override
        public String visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {
          return IRFUTURE_OPTIONS;
        }


        @Override
        public String visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity commodityFutureOptionSecurity) {
          return COMMODITY_FUTURE_OPTIONS;
        }


        @Override
        public String visitFxFutureOptionSecurity(final FxFutureOptionSecurity security) {
          return FX_FUTURE_OPTIONS;
        }


        @Override
        public String visitBondFutureOptionSecurity(final BondFutureOptionSecurity bondFutureOptionSecurity) {
          return BOND_FUTURE_OPTIONS;
        }


        @Override
        public String visitEquityIndexDividendFutureOptionSecurity(
            final EquityIndexDividendFutureOptionSecurity equityIndexDividendFutureOptionSecurity) {
          return EQUITY_INDEX_DIVIDEND_FUTURE_OPTIONS;
        }


        @Override
        public String visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity equityIndexFutureOptionSecurity) {
          return EQUITY_INDEX_FUTURE_OPTIONS;
        }


        @Override
        public String visitFXBarrierOptionSecurity(final FXBarrierOptionSecurity security) {
          return FX_BARRIER_OPTIONS;
        }


        @Override
        public String visitFXDigitalOptionSecurity(final FXDigitalOptionSecurity security) {
          return FX_DIGITAL_OPTIONS;
        }


        @Override
        public String visitNonDeliverableFXDigitalOptionSecurity(final NonDeliverableFXDigitalOptionSecurity security) {
          return NONDELIVERABLE_FX_DIGITAL_OPTIONS;
        }


        @Override
        public String visitFXForwardSecurity(final FXForwardSecurity security) {
          return FX_FORWARDS;
        }


        @Override
        public String visitNonDeliverableFXForwardSecurity(final NonDeliverableFXForwardSecurity security) {
          return NONDELIVERABLE_FX_FORWARDS;
        }


        @Override
        public String visitCapFloorSecurity(final CapFloorSecurity security) {
          return CAP_FLOOR;
        }


        @Override
        public String visitCapFloorCMSSpreadSecurity(final CapFloorCMSSpreadSecurity security) {
          return CAP_FLOOR_CMS_SPREAD;
        }


        @Override
        public String visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {
          return EQUITY_VARIANCE_SWAPS;
        }


        @Override
        public String visitSimpleZeroDepositSecurity(final SimpleZeroDepositSecurity security) {
          throw new UnsupportedOperationException("SimpleZeroDepositSecurity should not be used in a position");
        }


        @Override
        public String visitPeriodicZeroDepositSecurity(final PeriodicZeroDepositSecurity security) {
          throw new UnsupportedOperationException("PeriodicZeroDepositSecurity should not be used in a position");
        }


        @Override
        public String visitContinuousZeroDepositSecurity(final ContinuousZeroDepositSecurity security) {
          throw new UnsupportedOperationException("ContinuousZeroDepositSecurity should not be used in a position");
        }


        @Override
        public String visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitBondFutureSecurity(final BondFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitEnergyFutureSecurity(final EnergyFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitEquityFutureSecurity(final EquityFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitFXFutureSecurity(final FXFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitForwardSwapSecurity(final ForwardSwapSecurity security) {
          return SWAPS;
        }


        @Override
        public String visitIndexFutureSecurity(final IndexFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitMetalFutureSecurity(final MetalFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitStockFutureSecurity(final StockFutureSecurity security) {
          return FUTURES;
        }


        @Override
        public String visitAgricultureForwardSecurity(final AgricultureForwardSecurity security) {
          return FORWARDS;
        }


        @Override
        public String visitEnergyForwardSecurity(final EnergyForwardSecurity security) {
          return FORWARDS;
        }


        @Override
        public String visitMetalForwardSecurity(final MetalForwardSecurity security) {
          return FORWARDS;
        }


        @Override
        public String visitCDSSecurity(final CDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitStandardRecoveryLockCDSSecurity(final StandardRecoveryLockCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitStandardFixedRecoveryCDSSecurity(final StandardFixedRecoveryCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitLegacyRecoveryLockCDSSecurity(final LegacyRecoveryLockCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitLegacyFixedRecoveryCDSSecurity(final LegacyFixedRecoveryCDSSecurity security) {
          return CDS;
        }


        @Override
        public String visitDeliverableSwapFutureSecurity(final DeliverableSwapFutureSecurity security) {
          return DELIVERABLE_SWAP_FUTURES;
        }


        @Override
        public String visitCreditDefaultSwapIndexDefinitionSecurity(final CreditDefaultSwapIndexDefinitionSecurity security) {
          return CDX;
        }


        @Override
        public String visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {
          return CDX;
        }


        @Override
        public String visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {
          return CREDIT_DEFAULT_SWAP_OPTIONS;
        }


        @Override
        public String visitZeroCouponInflationSwapSecurity(final ZeroCouponInflationSwapSecurity security) {
          return INFLATION_SWAPS;
        }


        @Override
        public String visitYearOnYearInflationSwapSecurity(final YearOnYearInflationSwapSecurity security) {
          return INFLATION_SWAPS;
        }
      });
    } else {
      if (security instanceof RawSecurity && security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        if (security.getAttributes().containsKey("Security Type")) {
          return security.getAttributes().get("Security Type");
        }
      }
      return UNKNOWN;
    }
  }

View Full Code Here

  protected Map<ExternalIdBundle, Security> loadUnderlyings(Map<ExternalIdBundle, Security> providedMap) {
    // find and load dependencies
    Set<ExternalIdBundle> underlyingIds = Sets.newHashSet();
    UnderlyingExternalIdVisitor visitor = new UnderlyingExternalIdVisitor();
    for (Entry<ExternalIdBundle, Security> entry : providedMap.entrySet()) {
      Security security = entry.getValue();
      if (security instanceof FinancialSecurity) {
        FinancialSecurity financialSecurity = (FinancialSecurity) security;
        financialSecurity.accept(visitor);
      }
      underlyingIds.addAll(visitor.getUnderlyings());

View Full Code Here

  public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs, ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    CurrencyPairs ccyPairs = (CurrencyPairs) inputs.getComputedValue(ValueRequirementNames.CURRENCY_PAIRS).getValue();


    SecurityAttributeMapper mapper = DefaultSecurityAttributeMappings.create(ccyPairs);
    
    Security security = target.getPositionOrTrade().getSecurity();
    Object result = mapper.valueFor(_attribute, security);
    
    return Collections.singleton(new ComputedValue(getSpec(target), result));
  }

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    public CdsOptionObligorSectorExtractor(final SecuritySource securitySource, final OrganizationSource organizationSource) {
      _obligorExtractor = 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();
          }

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    return ImmutableList.of();
  }


  @Override
  public String classifyPosition(final Position position) {
    final Security security = resolveSecurity(position);
    if (security instanceof CreditDefaultSwapOptionSecurity) {
      final CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
      final ExternalId underlyingId = cdsOption.getUnderlyingId();
      final Security underlying = _securitySource.getSingle(underlyingId.toBundle());
      final String redCode = ((CreditDefaultSwapSecurity) underlying).getReferenceEntity().getValue();
      final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
      return organisation.getObligor().getObligorShortName();


    } else if (security instanceof CreditDefaultSwapIndexSecurity) {

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