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 getAUDSwapView2Definition(final String portfolioName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition("AUD Swaps (3m / 6m basis) (2)", portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.AUD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final String curveConfig = "ForwardFromDiscountingAUDConfig";
    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, "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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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getAUDSwapView3Definition(final String portfolioName) {
    final UniqueId portfolioId = getPortfolioId(portfolioName).toLatest();
    final ViewDefinition viewDefinition = new ViewDefinition("AUD Swaps (no basis)", portfolioId, UserPrincipal.getTestUser());
    viewDefinition.setDefaultCurrency(Currency.AUD);
    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final String curveConfig = "SingleAUDConfig";
    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, "Single").with(CURVE_CALCULATION_CONFIG, curveConfig).get());
    defaultCalConfig.addSpecificRequirement(new ValueRequirement(YIELD_CURVE, ComputationTargetSpecification.of(Currency.AUD),
        ValueProperties.with(CURVE, "Single").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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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getBlackSwaptionViewDefinition(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);
    for (final Currency currency : ExampleSwaptionPortfolioLoader.CCYS) {
      final ComputationTargetSpecification target = ComputationTargetSpecification.of(currency.getUniqueId());
      ValueProperties properties = ValueProperties.builder()
          .with(SURFACE, "DEFAULT")
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.SWAPTION_ATM)
          .get();
      defaultCalculationConfig.addSpecificRequirement(new ValueRequirement(VOLATILITY_SURFACE_DATA, target, properties));
      properties = ValueProperties.builder()
          .with(ValuePropertyNames.CURVE, CURVES_FOR_CURRENCY.get(currency).getFirst())
          .with(ValuePropertyNames.CURVE_CURRENCY, currency.getCode())
          .with(ValuePropertyNames.CALCULATION_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD)
          .get();
      defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES, properties);
      defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, PV01, properties);
      properties = ValueProperties.builder()
          .with(ValuePropertyNames.CURVE, CURVES_FOR_CURRENCY.get(currency).getSecond())
          .with(ValuePropertyNames.CURVE_CURRENCY, currency.getCode())
          .with(ValuePropertyNames.CALCULATION_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD)
          .get();
      defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, YIELD_CURVE_NODE_SENSITIVITIES, properties);
      defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, PV01, properties);
    }
    final ValueProperties calculationMethodProperty = ValueProperties.builder()
        .with(ValuePropertyNames.CALCULATION_METHOD, CalculationPropertyNamesAndValues.BLACK_METHOD)
        .get();
    defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, PRESENT_VALUE, calculationMethodProperty);
    defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.SECURITY_TYPE, VALUE_VEGA, calculationMethodProperty);
    defaultCalculationConfig.addPortfolioRequirement(SwaptionSecurity.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 getSABRSwaptionViewDefinition(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 String curveConfig = "DefaultTwoCurveUSDConfig";
    final ViewCalculationConfiguration noExtrapolationConfig = new ViewCalculationConfiguration(viewDefinition, "No Extrapolation");
    final ViewCalculationConfiguration rightExtrapolationConfig = new ViewCalculationConfiguration(viewDefinition, "Right Extrapolation");
    final String[] securityTypes = new String[] {CapFloorCMSSpreadSecurity.SECURITY_TYPE, CapFloorSecurity.SECURITY_TYPE, SwapSecurity.SECURITY_TYPE };
    for (final String securityType : securityTypes) {
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_ALPHA_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_NU_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_RHO_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_ALPHA_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_NU_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_RHO_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
    }
    viewDefinition.addViewCalculationConfiguration(noExtrapolationConfig);
    viewDefinition.addViewCalculationConfiguration(rightExtrapolationConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    return viewDefinition;
  }


  private ViewDefinition getSABRExtrapolationViewDefinition(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 String curveConfig = "DefaultTwoCurveUSDConfig";
    final ViewCalculationConfiguration noExtrapolationConfig = new ViewCalculationConfiguration(viewDefinition, "No Extrapolation");
    final ViewCalculationConfiguration rightExtrapolationConfig = new ViewCalculationConfiguration(viewDefinition, "Right Extrapolation");
    final String[] securityTypes = new String[] {CapFloorCMSSpreadSecurity.SECURITY_TYPE, CapFloorSecurity.SECURITY_TYPE, SwapSecurity.SECURITY_TYPE };
    for (final String securityType : securityTypes) {
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_ALPHA_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_NU_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_RHO_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      noExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_NO_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_ALPHA_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_NU_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, PRESENT_VALUE_SABR_RHO_SENSITIVITY,
          ValueProperties.with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Discounting").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
      rightExtrapolationConfig.addPortfolioRequirement(securityType, YIELD_CURVE_NODE_SENSITIVITIES,
          ValueProperties.with(CURVE, "Forward3M").with(CURVE_CALCULATION_CONFIG, curveConfig).with(CALCULATION_METHOD, SABRFunction.SABR_RIGHT_EXTRAPOLATION).get());
    }
    viewDefinition.addViewCalculationConfiguration(noExtrapolationConfig);
    viewDefinition.addViewCalculationConfiguration(rightExtrapolationConfig);
    return viewDefinition;
  }

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Examples of com.opengamma.engine.view.ViewDefinition

    } else if (ComputationTargetType.POSITION.equals(target.getType())) {
      security = target.getPosition().getSecurityLink().resolve(context.getSecuritySource());
    }
    Set<Currency> targetCurrencies = security != null ? ImmutableSet.copyOf(FinancialSecurityUtils.getCurrencies(security, context.getSecuritySource())) : null;
    
    ViewDefinition viewDefinition = context.getViewCalculationConfiguration().getViewDefinition();
    final HistoricalViewEvaluationTarget tempTarget = new HistoricalViewEvaluationTarget(viewDefinition.getMarketDataUser(), startDateConstraint, includeStartConstraint, endDateConstraint,
        includeEndConstraint, targetCurrencies, marketDataMode);
    final ValueRequirement requirement = getNestedRequirement(context.getComputationTargetResolver(), target, desiredValue.getConstraints());
    if (requirement == null) {
      return null;
    }

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Examples of com.opengamma.engine.view.ViewDefinition

  @Test(expectedExceptions = IllegalStateException.class)
  public void testIllegalStart_alreadyRunning() {
    final ViewProcessWorkerFactory workerFactory = Mockito.mock(ViewProcessWorkerFactory.class);
    final ViewProcessWorkerContext context = Mockito.mock(ViewProcessWorkerContext.class);
    final ViewExecutionOptions options = ExecutionOptions.infinite(MarketData.live(), ExecutionFlags.none().ignoreCompilationValidity().get());
    final ViewDefinition viewDefinition = Mockito.mock(ViewDefinition.class);
    final ParallelRecompilationViewProcessWorker worker = new ParallelRecompilationViewProcessWorker(workerFactory, context, options, viewDefinition);
    worker.startParallel(options);
    worker.startParallel(options);
  }

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Examples of com.opengamma.engine.view.ViewDefinition

  @Test(expectedExceptions = IllegalStateException.class)
  public void testIllegalStart_terminated() {
    final ViewProcessWorkerFactory workerFactory = Mockito.mock(ViewProcessWorkerFactory.class);
    final ViewProcessWorkerContext context = Mockito.mock(ViewProcessWorkerContext.class);
    final ViewExecutionOptions options = ExecutionOptions.infinite(MarketData.live(), ExecutionFlags.none().ignoreCompilationValidity().get());
    final ViewDefinition viewDefinition = Mockito.mock(ViewDefinition.class);
    final ParallelRecompilationViewProcessWorker worker = new ParallelRecompilationViewProcessWorker(workerFactory, context, options, viewDefinition);
    worker.startParallel(options);
    worker.terminate();
    worker.startParallel(options);
  }

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Examples of com.opengamma.engine.view.ViewDefinition

        return worker;
      }
    };
    final ViewProcessWorkerContext context = Mockito.mock(ViewProcessWorkerContext.class);
    final ViewExecutionOptions options = ExecutionOptions.infinite(MarketData.live(), ExecutionFlags.none().ignoreCompilationValidity().get());
    final ViewDefinition viewDefinition = Mockito.mock(ViewDefinition.class);
    final ParallelRecompilationViewProcessWorker worker = new ParallelRecompilationViewProcessWorker(workerFactory, context, options, viewDefinition);
    // With no worker
    assertFalse(worker.triggerCycle());
    // With a primary worker that responds TRUE (first time)
    worker.startParallel(options);

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Examples of com.opengamma.engine.view.ViewDefinition

        return worker;
      }
    };
    final ViewProcessWorkerContext context = Mockito.mock(ViewProcessWorkerContext.class);
    final ViewExecutionOptions options = ExecutionOptions.infinite(MarketData.live(), ExecutionFlags.none().ignoreCompilationValidity().get());
    final ViewDefinition viewDefinition = Mockito.mock(ViewDefinition.class);
    final ParallelRecompilationViewProcessWorker worker = new ParallelRecompilationViewProcessWorker(workerFactory, context, options, viewDefinition);
    // With no worker
    assertFalse(worker.requestCycle());
    // With a primary worker that responds TRUE (first time)
    worker.startParallel(options);

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