Package com.opengamma.core.security

Examples of com.opengamma.core.security.SecuritySource

73
74
75
76
77
78
79
80
81
82
83
  @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 SwapSecurityConverterDeprecated swapConverter = new SwapSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, false);
    final SwaptionSecurityConverterDeprecated swaptionConverter = new SwaptionSecurityConverterDeprecated(securitySource, swapConverter);
    _visitor = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder().swaptionVisitor(swaptionConverter).create();
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
View Full Code Here
95
96
97
98
99
100
101
102
103
104
105
    }
    final VolatilitySurface volatilitySurface = (VolatilitySurface) volatilitySurfaceObject;
    if (!(volatilitySurface.getSurface() instanceof InterpolatedDoublesSurface)) {
      throw new OpenGammaRuntimeException("Expecting an InterpolatedDoublesSurface; got " + volatilitySurface.getSurface().getClass());
    }
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
View Full Code Here
159
160
161
162
163
164
165
166
167
168
169
    }
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    if (conventionSource == null) {
      throw new UnsupportedOperationException("A convention bundle source is required");
    }
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    if (securitySource == null) {
      throw new UnsupportedOperationException("A security source is required");
    }
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    if (timeSeriesResolver == null) {
View Full Code Here
106
107
108
109
110
111
112
113
114
115
116
   * Constructs an object capable of converting from {@link ComputationTarget} to {@link InstrumentDefinition}.
   * @param context The compilation context, not null
   * @return The converter
   */
  protected TradeConverter getTargetToDefinitionConverter(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
View Full Code Here
114
115
116
117
118
119
120
121
122
123
124
  @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 InterestRateFutureSecurityConverterDeprecated irFutureConverter = new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource);
    final BondSecurityConverter bondConverter = new BondSecurityConverter(holidaySource, conventionSource, regionSource);
    final BondFutureSecurityConverter bondFutureConverter = new BondFutureSecurityConverter(securitySource, bondConverter);
    final FutureSecurityConverterDeprecated futureSecurityConverter = new FutureSecurityConverterDeprecated(irFutureConverter, bondFutureConverter);
    _converter = new EquityOptionsConverter(futureSecurityConverter, securitySource);
View Full Code Here
95
96
97
98
99
100
101
102
103
104
105
  @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);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverterDeprecated fraConverter = new FRASecurityConverterDeprecated(holidaySource, regionSource, conventionSource);
    final SwapSecurityConverterDeprecated swapConverter = new SwapSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, false);
    final BondSecurityConverter bondConverter = new BondSecurityConverter(holidaySource, conventionSource, regionSource);
View Full Code Here
215
216
217
218
219
220
221
222
223
224
225
      return null;
    }
    final String payCurveCalculationConfigName = Iterables.getOnlyElement(payCurveCalculationConfigs);
    final String receiveCurveCalculationConfigName = Iterables.getOnlyElement(receiveCurveCalculationConfigs);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig payCurveCalculationConfig = curveCalculationConfigSource.getConfig(payCurveCalculationConfigName);
    if (payCurveCalculationConfig == null) {
      s_logger.info("Could not find curve calculation configuration named " + payCurveCalculationConfigName);
      return null;
View Full Code Here
172
173
174
175
176
177
178
179
180
181
182
      final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
      final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
      final InstrumentDefinition<?> definition = getDefinitionFromTarget(target);
      final InstrumentDerivative derivative = getDerivative(target, now, timeSeries, definition);
      final FXMatrix fxMatrix = new FXMatrix();
      final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
      final Collection<Currency> currencies = FinancialSecurityUtils.getCurrencies(target.getTrade().getSecurity(), securitySource);
      final Iterator<Currency> iter = currencies.iterator();
      final Currency initialCurrency = iter.next();
      while (iter.hasNext()) {
        final Currency otherCurrency = iter.next();
View Full Code Here
136
137
138
139
140
141
142
143
144
145
146
    _viewList.setCellRenderer(getViewListCellRenderer());
    _viewList.setSelectionMode(ListSelectionModel.SINGLE_SELECTION);

    final ConfigSource configSource = getToolContext().getConfigSource();
    final PositionSource positionSource = getToolContext().getPositionSource();
    final SecuritySource securitySource = getToolContext().getSecuritySource();
   
   
    JPanel panel = new JPanel();
    mainPanel.add(panel, BorderLayout.CENTER);
    panel.setLayout(new BorderLayout(0, 0));
View Full Code Here
189
190
191
192
193
194
195
196
197
198
199
200
201
    return getCommandLine().hasOption(VERBOSE_OPT);
  }
 
  private Set<ExternalId> filterPresentIds(Set<ExternalId> externalIds) {
    Set<ExternalId> filtered = new HashSet<>();
    SecuritySource securitySource = getToolContext().getSecuritySource();
    for (ExternalId externalId : externalIds) {
      Security security = securitySource.getSingle(externalId.toBundle());
      if (security instanceof InterestRateFutureSecurity) {
        continue;
      }
      filtered.add(externalId);
    }
View Full Code Here
TOP

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
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.