Package com.opengamma.core.security

Examples of com.opengamma.core.security.SecuritySource

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    coalescing.get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
  }

  public void testGetSecurities_byExternalIdBundle() {
    final SecuritySource underlying = Mockito.mock(SecuritySource.class);
    final SecuritySource coalescing = new CoalescingSecuritySource(underlying);
    coalescing.get(ExternalIdBundle.EMPTY);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY);
  }
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    coalescing.get(ExternalIdBundle.EMPTY);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY);
  }

  public void testGetSecurity_byExternalIdBundle() {
    final SecuritySource underlying = Mockito.mock(SecuritySource.class);
    final SecuritySource coalescing = new CoalescingSecuritySource(underlying);
    coalescing.get(ExternalIdBundle.EMPTY);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY);
  }
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    coalescing.get(ExternalIdBundle.EMPTY);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY);
  }

  public void testGetSecurity_byExternalIdBundleVersionCorrection() {
    final SecuritySource underlying = Mockito.mock(SecuritySource.class);
    final SecuritySource coalescing = new CoalescingSecuritySource(underlying);
    coalescing.get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
  }
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    final FunctionRepository functionRepo = new InMemoryFunctionRepository();
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final SecuritySource securitySource = new InMemorySecuritySource();
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource),
        _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final Future<CompiledViewDefinitionWithGraphsImpl> future = ViewDefinitionCompiler.fullCompileTask(viewDefinition, new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(),
        functionResolver, compilationContext, new PoolExecutor(1, getClass().getSimpleName()), new DependencyGraphBuilderFactory()), Instant.now(), VersionCorrection.LATEST);
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  @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);
    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
  }
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final CurrencyPairs currencyPairs = (CurrencyPairs) inputs.getValue(CURRENCY_PAIRS);
    SecuritySource securitySource = executionContext.getSecuritySource();
    final CurrencyAmount ca = FinancialSecurityUtils.getNotional(target.getSecurity(), currencyPairs, securitySource);
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.NOTIONAL, target.toSpecification(), desiredValue.getConstraints().copy().get());
    if (desiredValue.getConstraint(PROPERTY_BUY).equals(NEGATIVE)) {
      return Collections.singleton(new ComputedValue(spec, ca.multipliedBy(-1)));
    }
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  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);
    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
  }
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    _comboBox.setRenderer(getViewListCellRenderer());
    viewSelectionPanel.add(_comboBox);

    final ConfigSource configSource = getToolContext().getConfigSource();
    final PositionSource positionSource = getToolContext().getPositionSource();
    final SecuritySource securitySource = getToolContext().getSecuritySource();
   
    _failuresTreeTable = new JXTreeTable(new DefaultTreeTableModel());
    _failuresTreeTable.setShowsRootHandles(true);
    _failuresTreeTable.setSelectionMode(ListSelectionModel.SINGLE_SELECTION);
   
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      }
      final Set<String> curveExposureConfigs = constraints.getValues(CURVE_EXPOSURES);
      try {
        final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
        final ConfigDBInstrumentExposuresProvider exposureSource = new ConfigDBInstrumentExposuresProvider(configSource, securitySource);
        final ConfigDBCurveConstructionConfigurationSource constructionConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
        final Set<ValueRequirement> requirements = new HashSet<>();
        final ValueProperties.Builder commonCurveProperties = getCurveProperties(target, constraints);
        for (final String curveExposureConfig : curveExposureConfigs) {
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final ComputationTargetSpecification positionSpec = target.toSpecification();
    final RawSecurity security = (RawSecurity) position.getSecurity();
    final SecuritySource secSource = executionContext.getSecuritySource();
    //final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = MAGIC_DATE; //ZonedDateTime.now(snapshotClock).getDate();
    final Currency currency = FinancialSecurityUtils.getCurrency(position.getSecurity());
    final String currencyString = currency.getCode();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
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Related Classes of com.opengamma.core.security.SecuritySource

  • com.opengamma.component.factory.source.SecuritySourceComponentFactory
  • com.opengamma.core.security.impl.CoalescingSecuritySourceTest
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.test.ViewProcessorTestEnvironment
  • com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.UnderlyingExposureFunctionTest
  • com.opengamma.financial.analytics.model.black.BlackDiscountingCapFloorFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingFXOptionFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingIRFutureOptionFunction
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