Package com.opengamma.master.security

Examples of com.opengamma.master.security.RawSecurity

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      return true;
    }
    if (!(target.getPosition().getSecurity() instanceof RawSecurity)) {
      return false;
    }
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    return security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE);
  }
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        }

      });
      return ccy;
    } else if (security instanceof RawSecurity) {
      final RawSecurity rawSecurity = (RawSecurity) security;
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
        return securityEntryData.getCurrency();
      }
    }
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        }

      });
      return ccy;
    } else if (security instanceof RawSecurity) {
      final RawSecurity rawSecurity = (RawSecurity) security;
      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
        return Collections.singleton(securityEntryData.getCurrency());
      }
    }
    return null;
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  }
 
  public static List<FactorExposureData> decodeFactorExposureData(SecuritySource secSource, RawSecurity rawSecurity) {
    FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());
    SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());
    RawSecurity underlyingRawSecurity = (RawSecurity) secSource.getSingle(securityEntryData.getFactorSetId().toBundle());
    if (underlyingRawSecurity != null) {
      FudgeMsgEnvelope factorIdMsg = OpenGammaFudgeContext.getInstance().deserialize(underlyingRawSecurity.getRawData());
      @SuppressWarnings("unchecked")
      List<FactorExposureData> factorExposureDataList = OpenGammaFudgeContext.getInstance().fromFudgeMsg(List.class, factorIdMsg.getMessage());    
      return factorExposureDataList;
    } else {
      throw new OpenGammaRuntimeException("Couldn't find factor list security " + securityEntryData.getFactorSetId());
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    sb.append("Created ").append(currencies.size()).append(" libor securities:\n");
    for (Currency ccy : currencies) {
      ConventionBundle swapConvention = getSwapConventionBundle(ccy, toolContext.getConventionBundleSource());
      ConventionBundle liborConvention = getLiborConventionBundle(swapConvention, toolContext.getConventionBundleSource());
      sb.append("\t").append(liborConvention.getIdentifiers()).append("\n");
      RawSecurity rawSecurity = new RawSecurity(LIBOR_RATE_SECURITY_TYPE, rawData);
      rawSecurity.setExternalIdBundle(liborConvention.getIdentifiers());
      SecurityDocument secDoc = new SecurityDocument();
      secDoc.setSecurity(rawSecurity);
      securityMaster.add(secDoc);
    }
    s_logger.info(sb.toString());
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      UniqueId uniqueId = createUniqueId(docOid, docId);
      String detailType = rs.getString("DETAIL_TYPE");
      if (detailType.equalsIgnoreCase("R")) {
        LobHandler lob = getDialect().getLobHandler();
        byte[] rawData = lob.getBlobAsBytes(rs, "RAW_DATA");
        _security = new RawSecurity(type, rawData);
        _security.setUniqueId(uniqueId);
        _security.setName(name); 
      } else {
        _security = new ManageableSecurity(uniqueId, name, type, ExternalIdBundle.EMPTY);
      }
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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();
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    return RawSecurityUtils.isExternallyProvidedSensitivitiesSecurity(security);
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
    final String samplingPeriod = desiredValue.getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
    final Set<ValueRequirement> sensitivityRequirements = getSensitivityRequirements(OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context), context.getSecuritySource(), security,
        samplingPeriod);
    return sensitivityRequirements;
  }
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  private PositionGenerator createSimplePositionGenerator(final InMemorySecuritySource source) {
    return new SimplePositionGenerator<RawSecurity>(new StaticQuantityGenerator(10), new SecurityGenerator<RawSecurity>() {
      @Override
      public RawSecurity createSecurity() {
        return new RawSecurity();
      }

      @Override
      public ManageableTrade createSecurityTrade(QuantityGenerator quantityGenerator, SecurityPersister securityPersister, NameGenerator counterPartyGenerator) {
        ManageableTrade trade = null;
        RawSecurity security = createSecurity();
        ZonedDateTime tradeDate = ZonedDateTime.now();
        trade = new ManageableTrade(quantityGenerator.createQuantity(), securityPersister.storeSecurity(security), tradeDate.toLocalDate(), tradeDate.toOffsetDateTime().toOffsetTime(),
            ExternalId.of(Counterparty.DEFAULT_SCHEME, counterPartyGenerator.createName()));
        return trade;
      }
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    sb.append("Created ").append(currencies.size()).append(" libor securities:\n");
    for (Currency ccy : currencies) {
      ConventionBundle swapConvention = getSwapConventionBundle(ccy, toolContext.getConventionBundleSource());
      ConventionBundle liborConvention = getLiborConventionBundle(swapConvention, toolContext.getConventionBundleSource());
      sb.append("\t").append(liborConvention.getIdentifiers()).append("\n");
      RawSecurity rawSecurity = new RawSecurity(LIBOR_RATE_SECURITY_TYPE, rawData);
      rawSecurity.setExternalIdBundle(liborConvention.getIdentifiers());
      SecurityDocument secDoc = new SecurityDocument();
      secDoc.setSecurity(rawSecurity);
      securityMaster.add(secDoc);
    }
    s_logger.info(sb.toString());
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