Package com.opengamma.core.security

Examples of com.opengamma.core.security.Security

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    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }

  private ValueProperties.Builder createCurrencyValueProperties(final ComputationTarget target) {
    final Security security = target.getPosition().getSecurity();
    if (FXUtils.isFXSecurity(security)) {
      return createValueProperties(); //TODO what to do in this case?
    }
    final Currency ccy = FinancialSecurityUtils.getCurrency(security);
    if (ccy == null) {
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  private static ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> getCurrencyConstraint() {
    final ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> map = new ComputationTargetTypeMap<>();
    map.put(ComputationTargetType.POSITION, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getPosition().getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
        }
      }
    });
    map.put(ComputationTargetType.SECURITY, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
        }
      }
    });
    map.put(ComputationTargetType.TRADE, new Function1<ComputationTarget, ValueProperties>() {
      @Override
      public ValueProperties execute(final ComputationTarget target) {
        final Security security = target.getTrade().getSecurity();
        final Currency ccy = getCurrency(security);
        if (ccy != null) {
          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();
        } else {
          return ValueProperties.none();
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          return CurrencyAmount.of(currency, notional);
        }

        @Override
        public CurrencyAmount visitSwaptionSecurity(final SwaptionSecurity security) {
          final Security underlying = securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
          Preconditions.checkState(underlying instanceof SwapSecurity, "Failed to resolve underlying SwapSecurity. DB record potentially corrupted. '%s' returned.", underlying);
          return visitSwapSecurity((SwapSecurity) underlying);
        }

        @Override
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    return ImmutableList.of();
  }

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

  private Security resolveSecurity(Position position) {
    Security security = position.getSecurityLink().getTarget();
    return security != null ? security : position.getSecurityLink().resolveQuiet(_securitySource);
  }
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  private static final String BOND_FUTURE_OPTIONS = "Bond Future Options";


  @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 FinancialSecurityVisitorAdapter<String>() {
        @Override
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      } else {
        return NO_REGION;
      }
    } else {
      try {
        Security security = position.getSecurityLink().getTarget();
        if (security == null) {
          security = position.getSecurityLink().resolve(_secSource);
        }
        ExternalId id = FinancialSecurityUtils.getRegion(security);
        if (_regionSource != null) {
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  }

  @Override
  public String classifyPosition(Position position) {

    Security security = resolveSecurity(position);

    if (security instanceof CreditDefaultSwapSecurity) {
      CreditDefaultSwapSecurity cds = (CreditDefaultSwapSecurity) security;
      T extracted = _redCodeExtractor.extract(cds);
      if (extracted != null) {
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   */
  protected abstract String handleExtractedData(T extracted);

  private Security resolveSecurity(Position position) {

    Security security = position.getSecurityLink().getTarget();
    return security != null ? security : position.getSecurityLink().resolveQuiet(_securitySource);
  }
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    final List<SecurityDocument> documents = result.getDocuments();
    assertNotNull(documents);
    assertEquals(true, documents.size() > 0);
    final SecurityDocument document = documents.get(documents.size() - 1);
    assertNotNull(document);
    final Security security = document.getSecurity();
    assertNotNull(security);
    return security;
  }
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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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