Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueProperties.copy()

83
84
85
86
87
88
89
90
91
92
93
    if (calculationMethod != null && calculationMethod.size() == 1) {
      if (!CalculationPropertyNamesAndValues.DISCOUNTING.equals(Iterables.getOnlyElement(calculationMethod))) {
        return null;
      }
    }
    final ValueRequirement fxPvRequirement = new ValueRequirement(ValueRequirementNames.FX_PRESENT_VALUE, target.toSpecification(), constraints.copy().withoutAny(ValuePropertyNames.CURRENCY).get());
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency payCurrency = getPayCurrency(security);
    final Currency receiveCurrency = getReceiveCurrency(security);
    final ValueRequirement spotRateRequirement = CurrencyMatrixSpotSourcingFunction.getConversionRequirement(payCurrency, receiveCurrency);
    return ImmutableSet.of(fxPvRequirement, spotRateRequirement);
View Full Code Here
104
105
106
107
108
109
110
111
112
113
114
    }
    if (properties == null) {
      return null;
    }
    final Currency currency = getPayCurrency((FinancialSecurity) target.getSecurity());
    return ImmutableSet.of(new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), getResultProperties(currency, properties.copy())));
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
View Full Code Here
53
54
55
56
57
58
59
60
61
62
63
        final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
        final ValueProperties constraints = desiredValue.getConstraints();
        final double positionGamma = (Double) inputs.getValue(POSITION_GAMMA);
        final double futurePrice = (Double) inputs.getValue(FORWARD);
        final double valueGamma = futurePrice * futurePrice * positionGamma / 2;
        final ValueSpecification valueSpecification = new ValueSpecification(VALUE_GAMMA, target.toSpecification(), constraints.copy().get());
        final ComputedValue result = new ComputedValue(valueSpecification, valueGamma);
        return Sets.newHashSet(result);
      }

      @Override
View Full Code Here
65
66
67
68
69
70
71
72
73
74
75
        final BlackForexSmileProvider blackData = getBlackSurface(executionContext, inputs, target, fxMatrix);
        final CurrencyAmount valueTheta = derivative.accept(CALCULATOR, blackData);
        final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
        final ValueProperties properties = desiredValue.getConstraints().copy().get();
        double daysPerYear;
        final ValueProperties.Builder propertiesWithDaysPerYear = properties.copy()
            .withoutAny(PROPERTY_DAYS_PER_YEAR);
        final Set<String> daysPerYearProperty = properties.getValues(PROPERTY_DAYS_PER_YEAR);
        if (daysPerYearProperty.isEmpty() || daysPerYearProperty.size() != 1) {
          daysPerYear = DEFAULT_DAYS_PER_YEAR;
          propertiesWithDaysPerYear.with(PROPERTY_DAYS_PER_YEAR, Double.toString(DEFAULT_DAYS_PER_YEAR));
View Full Code Here
122
123
124
125
126
127
128
129
130
131
132
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    ValueProperties.Builder constraints = null;
    final ValueProperties desiredValueConstraints = desiredValue.getConstraints();
    Set<String> values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      constraints = desiredValueConstraints.copy().with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY, MarketDataRequirementNames.MARKET_VALUE);
    } else if (values.size() > 1) {
      constraints = desiredValueConstraints.copy().withoutAny(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY)
          .with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY, values.iterator().next());
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY);
View Full Code Here
124
125
126
127
128
129
130
131
132
133
134
    final ValueProperties desiredValueConstraints = desiredValue.getConstraints();
    Set<String> values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      constraints = desiredValueConstraints.copy().with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY, MarketDataRequirementNames.MARKET_VALUE);
    } else if (values.size() > 1) {
      constraints = desiredValueConstraints.copy().withoutAny(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY)
          .with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY, values.iterator().next());
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      if (constraints == null) {
View Full Code Here
130
131
132
133
134
135
136
137
138
139
140
          .with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY, values.iterator().next());
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      if (constraints == null) {
        constraints = desiredValueConstraints.copy();
      }
      constraints.with(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY, "");
    } else if (values.size() > 1) {
      if (constraints == null) {
        constraints = desiredValueConstraints.copy();
View Full Code Here
135
136
137
138
139
140
141
142
143
144
145
        constraints = desiredValueConstraints.copy();
      }
      constraints.with(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY, "");
    } else if (values.size() > 1) {
      if (constraints == null) {
        constraints = desiredValueConstraints.copy();
      }
      constraints.withoutAny(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY).with(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY, values.iterator().next());
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY);
    if ((values == null) || values.isEmpty()) {
View Full Code Here
142
143
144
145
146
147
148
149
150
151
152
      constraints.withoutAny(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY).with(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY, values.iterator().next());
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY);
    if ((values == null) || values.isEmpty()) {
      if (constraints == null) {
        constraints = desiredValueConstraints.copy();
      }
      constraints.with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, "");
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY);
    if ((values == null) || (values.size() != 1)) {
View Full Code Here
149
150
151
152
153
154
155
156
157
158
159
      constraints.with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, "");
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY);
    if ((values == null) || (values.size() != 1)) {
      if (constraints == null) {
        constraints = desiredValueConstraints.copy();
      }
      constraints.with(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY, HistoricalTimeSeriesFunctionUtils.YES_VALUE);
    }
    values = desiredValueConstraints.getValues(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY);
    if ((values == null) || values.isEmpty()) {
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.