Package com.opengamma.master.security

Examples of com.opengamma.master.security.SecurityMaster

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  }

  private void persistToPortfolio(final Collection<FinancialSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FinancialSecurity security : securities) {
      final SecurityDocument securityToAddDoc = new SecurityDocument();
      securityToAddDoc.setSecurity(security);
      securityMaster.add(securityToAddDoc);
      final ManageablePosition position = new ManageablePosition(BigDecimal.ONE, security.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(position));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
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   */
  protected Iterable<SecurityDocument> loadAllBondSecurities() {
    SecuritySearchRequest secSearch = new SecuritySearchRequest();
    secSearch.setFullDetail(false);
    secSearch.setSecurityType(BondSecurity.SECURITY_TYPE);
    SecurityMaster securityMaster = getToolContext().getSecurityMaster();
    return SecuritySearchIterator.iterable(securityMaster, secSearch);
  }
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  }

  private void persistToPortfolio(final Collection<Collection<FinancialSecurity>> subPortfolios, final Collection<String> names, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    final Iterator<Collection<FinancialSecurity>> iter1 = subPortfolios.iterator();
    final Iterator<String> iter2 = names.iterator();
    final Random random = new Random(2349);
    while (iter1.hasNext()) {
      final Collection<FinancialSecurity> securities = iter1.next();
      final String name = iter2.next();
      final ManageablePortfolioNode subNode = new ManageablePortfolioNode(name);
      final ManageablePortfolio subPortfolio = new ManageablePortfolio(name, subNode);
      final PortfolioDocument subPortfolioDoc = new PortfolioDocument();
      subPortfolioDoc.setPortfolio(subPortfolio);
      for (final FinancialSecurity security : securities) {
        final SecurityDocument securityToAddDoc = new SecurityDocument();
        securityToAddDoc.setSecurity(security);
        securityMaster.add(securityToAddDoc);
        BigDecimal trades;
        if (security instanceof FutureSecurity) {
          trades = new BigDecimal(1 + (random.nextInt(150) - 75));
        } else {
          trades = BigDecimal.ONE;
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  }

  private void persistToPortfolio(final Collection<SwapSecurity> swaps, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final SwapSecurity swap : swaps) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      swapToAddDoc.setSecurity(swap);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swapPosition = new ManageablePosition(BigDecimal.ONE, swap.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swapPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
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    return new SwapSecurity(ZonedDateTime.now(), ZonedDateTime.now(), ZonedDateTime.now(), "cpty", PAY_LEG, RECEIVE_LEG);
  }

  @Test
  public void swapWithNoExternalId() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    SwapSecurity swap = createSwap();
    UniqueId uid = UniqueId.of("test", "123");
    swap.setUniqueId(uid);
    assertTrue(swap.getExternalIdBundle().isEmpty());
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    verify(securityMaster).update(new SecurityDocument(swap));
  }

  @Test
  public void swapWithExternalId() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    SwapSecurity swap = createSwap();
    UniqueId uid = UniqueId.of("test", "123");
    swap.setUniqueId(uid);
    ExternalId externalId = ExternalId.of(UniqueId.EXTERNAL_SCHEME, "345");
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    verify(securityMaster, never()).update(any(SecurityDocument.class));
  }

  @Test(expectedExceptions = IllegalStateException.class)
  public void swapWithNoUniqueId() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    SwapSecurity swap = createSwap();
    swap.accept(visitor);
  }
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    swap.accept(visitor);
  }

  @Test
  public void otherSecurityType() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    FXForwardSecurity security = new FXForwardSecurity(Currency.GBP, 123, Currency.AUD, 321, ZonedDateTime.now(),
                                                       ExternalId.of("reg", "123"));
    security.accept(visitor);
    assertTrue(security.getExternalIdBundle().isEmpty());
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  }

  private void persistToPortfolio(final Map<SwaptionSecurity, SwapSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final Map.Entry<SwaptionSecurity, SwapSecurity> entry : securities.entrySet()) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      final SwapSecurity swap = entry.getValue();
      swapToAddDoc.setSecurity(swap);
      final SecurityDocument swaptionToAddDoc = new SecurityDocument();
      final SwaptionSecurity swaption = entry.getKey();
      swaptionToAddDoc.setSecurity(swaption);
      securityMaster.add(swaptionToAddDoc);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swaptionPosition = new ManageablePosition(BigDecimal.ONE, swaption.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swaptionPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
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  }

  private void persistToPortfolio(final Collection<FXForwardSecurity> fxForwards, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FXForwardSecurity fxForward : fxForwards) {
      final SecurityDocument fxForwardToAddDoc = new SecurityDocument();
      fxForwardToAddDoc.setSecurity(fxForward);
      securityMaster.add(fxForwardToAddDoc);
      final ManageablePosition fxForwardPosition = new ManageablePosition(BigDecimal.ONE, fxForward.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(fxForwardPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
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Related Classes of com.opengamma.master.security.SecurityMaster

  • com.opengamma.component.factory.master.EHCachingSecurityMasterComponentFactory
  • com.opengamma.component.factory.master.InMemorySecurityMasterComponentFactory
  • com.opengamma.component.factory.test.TestsComponentFactory
  • com.opengamma.examples.bloomberg.loader.ExampleAUDSwapPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleBondPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleEquityPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleEURFixedIncomePortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleFxForwardPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleMixedCMCapFloorPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleMultiCurrencySwapPortfolioLoader
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