Examples of CurveDefinitionSource

Examples of com.opengamma.financial.analytics.curve.credit.CurveDefinitionSource

61
62
63
64
65
66
67
68
69
70
71
72
73
  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveDefinitionSource curveDefinitionSource = new ConfigDBCurveDefinitionSource(configSource);
    final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
    final CurveDefinition curveDefinition = curveDefinitionSource.getCurveDefinition(_curveName, VersionCorrection.of(versionTime, versionTime));
    if (curveDefinition == null) {
      throw new OpenGammaRuntimeException("Could not get curve definition called " + _curveName);
    }
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
View Full Code Here

Examples of com.opengamma.financial.analytics.curve.credit.CurveDefinitionSource

45
46
47
48
49
50
51
52
53
54
55
56
    ArgumentChecker.notNull(valuationTime, "valuation time");
    ArgumentChecker.notNull(configSource, "config source");
    ArgumentChecker.notNull(curveDate, "curve date");
    ArgumentChecker.notNull(curveName, "curve name");
    final Instant versionTime = valuationTime.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS);
    final CurveDefinitionSource curveDefinitionSource = new ConfigDBCurveDefinitionSource(configSource);
    final CurveDefinition curveDefinition = curveDefinitionSource.getCurveDefinition(curveName, VersionCorrection.of(versionTime, versionTime));
    if (curveDefinition == null) {
      throw new OpenGammaRuntimeException("Could not get curve definition called " + curveName);
    }
    final CurveSpecificationBuilder curveSpecificationBuilder = new ConfigDBCurveSpecificationBuilder(configSource);
    return curveSpecificationBuilder.buildCurve(valuationTime, curveDate, curveDefinition);
View Full Code Here

Examples of com.opengamma.financial.analytics.curve.credit.CurveDefinitionSource

88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
    ArgumentChecker.notNull(configSource, "config source");
    ArgumentChecker.notNull(valuationTime, "valuation time");
    ArgumentChecker.notNull(conventionSource, "convention source");
    ArgumentChecker.notNull(curveNodeCurrencyVisitor, "curve node currency visitor");
    final Instant versionTime = valuationTime.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS);
    final CurveDefinitionSource curveDefinitionSource = new ConfigDBCurveDefinitionSource(configSource);
    final Set<Currency> currencies = new TreeSet<>();
    for (final CurveGroupConfiguration group : configuration.getCurveGroups()) {
      for (final Map.Entry<String, List<CurveTypeConfiguration>> entry : group.getTypesForCurves().entrySet()) {
        final String curveName = entry.getKey();
        final CurveDefinition curveDefinition = curveDefinitionSource.getCurveDefinition(curveName, VersionCorrection.of(versionTime, versionTime));
        if (curveDefinition == null) {
          throw new OpenGammaRuntimeException("Could not get curve definition called " + curveName);
        }
        for (final CurveNode node : curveDefinition.getNodes()) {
          currencies.addAll(node.accept(curveNodeCurrencyVisitor));
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. 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.