Examples of ViewDefinition

com.asakusafw.dmdl.thundergate.view.ViewDefinition
VIEW definition information.
com.asakusafw.modelgen.view.ViewDefinition
ビューの定義情報。
com.facebook.presto.metadata.ViewDefinition
com.foundationdb.sql.views.ViewDefinition
com.opengamma.engine.view.ViewDefinition
The encapsulated logic that controls how precisely a view is to be constructed and computed.
org.apache.ambari.view.ViewDefinition
The view definition.

Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getFXForwardViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration calculationConfig1 = new ViewCalculationConfiguration(viewDefinition, "FX Implied Curves");
    final ViewCalculationConfiguration calculationConfig2 = new ViewCalculationConfiguration(viewDefinition, "FX Forward Points");
    calculationConfig1.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, PRESENT_VALUE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.DISCOUNTING)
                    .with(CURRENCY, Currency.USD.getCode()).get());
    calculationConfig2.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, PRESENT_VALUE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.FORWARD_POINTS)
                    .with(CURRENCY, Currency.USD.getCode()).get());
    calculationConfig1.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, FX_CURRENCY_EXPOSURE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.DISCOUNTING).get());
    calculationConfig2.addPortfolioRequirement(FXForwardSecurity.SECURITY_TYPE, FX_CURRENCY_EXPOSURE,
            ValueProperties.with(CALCULATION_METHOD, CalculationPropertyNamesAndValues.FORWARD_POINTS).get());
    viewDefinition.addViewCalculationConfiguration(calculationConfig1);
    viewDefinition.addViewCalculationConfiguration(calculationConfig2);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

  
  private final ViewDefinitionJSONBuilder _jsonBuilder = ViewDefinitionJSONBuilder.INSTANCE;
  
  @Test
  public void test_encode_decode_cycle() {
    ViewDefinition testViewDefinition = TestViewDefinitionProvider.getTestViewDefinition();
    
    String json = _jsonBuilder.toJSON(testViewDefinition);
    assertNotNull(json);    
    ViewDefinition fromJSON = _jsonBuilder.fromJSON(json);
    assertNotNull(fromJSON);
    
    assertEquals(testViewDefinition, fromJSON);    
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getEURFixedIncomeViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.EUR);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final String curveConfig1 = "EUR-OIS-3M-6M";
    final String curveConfig2 = "EUR-OIS-3MFut-6M";
    final ViewCalculationConfiguration firstConfig = new ViewCalculationConfiguration(viewDefinition, "EUR-OIS-3M-6M");
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    firstConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig1).get()));
    viewDefinition.addViewCalculationConfiguration(firstConfig);
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
//    firstConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig1).get());
    viewDefinition.addViewCalculationConfiguration(firstConfig);
    final ViewCalculationConfiguration secondConfig = new ViewCalculationConfiguration(viewDefinition, "EUR-OIS-3MFut-6M");
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    secondConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.EUR),
        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig2).get()));
    viewDefinition.addViewCalculationConfiguration(secondConfig);
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward3MFut").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    secondConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
//        ValueProperties.with(CURVE, "Forward6M").with(CURVE_CALCULATION_CONFIG, curveConfig2).get());
//    final ViewCalculationConfiguration thirdConfig = new ViewCalculationConfiguration(viewDefinition, "STIR futures MtM");
//    thirdConfig.addPortfolioRequirement(FutureSecurity.SECURITY_TYPE, PRESENT_VALUE,
//        ValueProperties.with(CALCULATION_METHOD, "MarkToMarket").get());
    viewDefinition.addViewCalculationConfiguration(firstConfig);
    viewDefinition.addViewCalculationConfiguration(secondConfig);
//    viewDefinition.addViewCalculationConfiguration(thirdConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getBondViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration curvesConfig = new ViewCalculationConfiguration(viewDefinition, "Curves");
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, CLEAN_PRICE,
        ValueProperties.with(CALCULATION_METHOD, BondFunction.FROM_CURVES_METHOD).get());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, MACAULAY_DURATION,
        ValueProperties.none());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, MODIFIED_DURATION,
        ValueProperties.none());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CALCULATION_METHOD, BondFunction.FROM_CURVES_METHOD).get());
    curvesConfig.addPortfolioRequirement(BondSecurity.SECURITY_TYPE, YTM,
        ValueProperties.none());
    viewDefinition.addViewCalculationConfiguration(curvesConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

//    storeViewDefinition(getBondViewDefinition("Government Bonds", "Government Bond View"));
  }


  private ViewDefinition getEquityOptionViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxFullCalculationPeriod(30000L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMaxDeltaCalculationPeriod(30000L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    addValueRequirements(defaultCalConfig, EquityOptionSecurity.SECURITY_TYPE, new String[]{
      CARRY_RHO,
      DELTA,
      DELTA_BLEED,
      DRIFTLESS_THETA,
      ELASTICITY,
      GAMMA,
      GAMMA_BLEED,
      GAMMA_P,
      GAMMA_P_BLEED,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      PNL_SERIES,
      PHI,
      RHO,
      SPEED,
      SPEED_P,
      STRIKE_GAMMA,
      THETA,
      ULTIMA,
      VALUE_DELTA,
      VALUE_GAMMA,
      VANNA,
      VARIANCE_ULTIMA,
      VARIANCE_VANNA,
      VARIANCE_VEGA,
      VARIANCE_VOMMA,
      VEGA,
      VEGA_BLEED,
      VEGA_P,
      VOMMA,
      VOMMA_P,
      DVANNA_DVOL,
      DZETA_DVOL
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    addValueRequirements(defaultCalConfig, EquitySecurity.SECURITY_TYPE, new String[]{
      FAIR_VALUE,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      PNL_SERIES,
      SHARPE_RATIO,
      TOTAL_RISK_ALPHA,
      SECURITY_MARKET_PRICE
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getEquityViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxFullCalculationPeriod(30000L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMaxDeltaCalculationPeriod(30000L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);


    addValueRequirements(defaultCalConfig, EquitySecurity.SECURITY_TYPE, new String[]{
      CAPM_BETA,
      FAIR_VALUE,
      HISTORICAL_VAR,
      HISTORICAL_VAR_STDDEV,
      JENSENS_ALPHA,
      PNL_SERIES,
      SHARPE_RATIO,
      TOTAL_RISK_ALPHA,
      TREYNOR_RATIO,
      SECURITY_MARKET_PRICE
    }, ValueProperties.with(AGGREGATION, MISSING_INPUTS).withOptional(AGGREGATION).get());
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return searchResult.getFirstPortfolio().getUniqueId();
  }


  private ViewDefinition getMultiCurrencySwapViewDefinition(final String portfolioName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(portfolioName + " View", portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    defaultCalConfig.addPortfolioRequirementName(SwapSecurity.SECURITY_TYPE, PAR_RATE);
    // The name "Default" has no special meaning, but means that the currency conversion function can never be used and so we get the instrument's natural currency
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CurrencyConversionFunction.ORIGINAL_CURRENCY, "Default").withOptional(CurrencyConversionFunction.ORIGINAL_CURRENCY).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURRENCY, "USD").get());
    for (final Map.Entry<Currency, String> entry : CONFIGS_FOR_CURRENCY.entrySet()) {
      final String ccyName = entry.getKey().getCode();
      final ComputationTargetSpecification ccyTarget = ComputationTargetSpecification.of(entry.getKey());
      final Pair<String, String> curveNames = CURVES_FOR_CURRENCY.get(entry.getKey());
      final String discountingCurve = curveNames.getFirst();
      final String forwardCurve = curveNames.getSecond();
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PV01,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ccyTarget,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CALCULATION_CONFIG, entry.getValue())
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get()));
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PV01,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CURRENCY, ccyName)
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get());
      defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ccyTarget,
          ValueProperties.with(CURVE, forwardCurve).with(CURVE_CALCULATION_CONFIG, entry.getValue())
              .with(ValuePropertyNames.AGGREGATION, MISSING_INPUTS).withOptional(ValuePropertyNames.AGGREGATION).get()));
    }
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getFXOptionViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalculationConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    final Set<Currency> ccysAdded = new HashSet<>();
    for (final UnorderedCurrencyPair pair : ExampleVanillaFxOptionPortfolioLoader.CCYS) {
      final ComputationTargetSpecification target = ComputationTargetSpecification.of(pair.getUniqueId());
      final ValueProperties properties = ValueProperties.builder()
          .with(SURFACE, "DEFAULT")
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
          .get();
      defaultCalculationConfig.addSpecificRequirement(new ValueRequirement(VOLATILITY_SURFACE_DATA, target, properties));
      defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VEGA_QUOTE_MATRIX, properties);
      defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VEGA_MATRIX, properties);
      if (!ccysAdded.contains(pair.getFirstCurrency())) {
        final String ccy = pair.getFirstCurrency().getCode();
        final String discountingCurve = CURVES_FOR_CURRENCY.get(pair.getFirstCurrency()).getFirst();
        final ValueProperties curveProperties = ValueProperties.builder()
            .with(CURVE, discountingCurve)
            .with(CURVE_CURRENCY, ccy)
            .get();
        defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES, curveProperties);
        ccysAdded.add(pair.getFirstCurrency());
      }
      if (!ccysAdded.contains(pair.getSecondCurrency())) {
        final String ccy = pair.getSecondCurrency().getCode();
        final String discountingCurve = CURVES_FOR_CURRENCY.get(pair.getSecondCurrency()).getFirst();
        final ValueProperties curveProperties = ValueProperties.builder()
            .with(CURVE, discountingCurve)
            .with(CURVE_CURRENCY, ccy)
            .get();
        defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES, curveProperties);
        ccysAdded.add(pair.getSecondCurrency());
      }
    }
    final ValueProperties currencyProperty = ValueProperties.builder()
        .with(ValuePropertyNames.CURRENCY, "USD")
        .get();
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, PRESENT_VALUE, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, FX_CURRENCY_EXPOSURE, ValueProperties.builder().get());
    viewDefinition.addViewCalculationConfiguration(defaultCalculationConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getFXOptionGreeksViewDefinition(final String portfolioName, final String viewName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition(viewName, portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.USD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalculationConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    final ValueProperties currencyProperty = ValueProperties.builder()
        .with(ValuePropertyNames.CURRENCY, "USD")
        .get();
    final ValueProperties currencyPropertyWithScale = ValueProperties.builder()
        .with(ValuePropertyNames.CURRENCY, "USD")
        .with(ValuePropertyNames.SCALE, "1")
        .get();
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, PRESENT_VALUE, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_DELTA, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_VEGA, currencyPropertyWithScale);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_GAMMA, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_GAMMA_P, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_RHO, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_PHI, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_VOMMA, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_VANNA, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, VALUE_THETA, currencyProperty);
    defaultCalculationConfig.addPortfolioRequirement(FXOptionSecurity.SECURITY_TYPE, SECURITY_IMPLIED_VOLATILITY, ValueProperties.builder().get());
    viewDefinition.addViewCalculationConfiguration(defaultCalculationConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getAUDSwapView1Definition(final String portfolioName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition("AUD Swaps (3m / 6m basis) (1)", portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.AUD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final String curveConfig = "DefaultThreeCurveAUDConfig";
    final ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "ForwardBasis3M").with(CURVE_CALCULATION_CONFIG, curveConfig).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES,
        ValueProperties.with(CURVE, "ForwardBasis6M").with(CURVE_CALCULATION_CONFIG, curveConfig).get());
    defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.AUD),
        ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig).get()));
    defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.AUD),
        ValueProperties.with(CURVE, "ForwardBasis3M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig).get()));
    defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.AUD),
        ValueProperties.with(CURVE, "ForwardBasis6M").with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig).get()));
    defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE_JACOBIAN, ComputationTargetSpecification.of(Currency.AUD),
        ValueProperties.with(CURVE_CALCULATION_METHOD, PAR_RATE_STRING).with(CURVE_CALCULATION_CONFIG, curveConfig).get()));
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return viewDefinition;
  }

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