List of toSpecification() Examples

Examples of toSpecification()

com.opengamma.engine.ComputationTarget.toSpecification()
Returns a specification that is equivalent to this target. @return the specification equivalent to this target, not null

Examples of com.opengamma.engine.ComputationTarget.toSpecification()

        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target.toSpecification()), payCurveDataRequirements);
    // PAY - YieldCurveSpecificationFunction
    final ComputedValue payCurveSpec = execute(execContext, payYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), payCurveMarketData);
    // PAY - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue payHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        ValueProperties.with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(payCurrency)).with(ValuePropertyNames.FUNCTION, "").get()), new HistoricalTimeSeriesBundle());
    final ComputedValue payCurve = execute(execContext, yieldCurveFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE, target.toSpecification(),
        ValueProperties
        .with(ValuePropertyNames.CURVE, getCurrencyCurveName())
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(payCurrency))

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

    final ComputedValue payCurveSpec = execute(execContext, payYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), payCurveMarketData);
    // PAY - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue payHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        ValueProperties.with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(payCurrency)).with(ValuePropertyNames.FUNCTION, "").get()), new HistoricalTimeSeriesBundle());
    final ComputedValue payCurve = execute(execContext, yieldCurveFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE, target.toSpecification(),
        ValueProperties
        .with(ValuePropertyNames.CURVE, getCurrencyCurveName())
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(payCurrency))
        .with(MultiYieldCurvePropertiesAndDefaults.PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE, "0.0001")
        .with(MultiYieldCurvePropertiesAndDefaults.PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE, "0.0001")

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

    if (receiveCurveDataRequirements == null) {
      s_logger.debug("Missing market data for curve on {}", receiveCurrency);
      return null;
    }
    final ComputedValue receiveCurveMarketData = execute(execContext, receiveYieldCurveMarketDataFunction, target,
        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target.toSpecification()), receiveCurveDataRequirements);
    // RECEIVE - YieldCurveSpecificationFunction
    final ComputedValue receiveCurveSpec = execute(execContext, receiveYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), receiveCurveMarketData);
    // RECEIVE - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue receiveHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

      return null;
    }
    final ComputedValue receiveCurveMarketData = execute(execContext, receiveYieldCurveMarketDataFunction, target,
        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target.toSpecification()), receiveCurveDataRequirements);
    // RECEIVE - YieldCurveSpecificationFunction
    final ComputedValue receiveCurveSpec = execute(execContext, receiveYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), receiveCurveMarketData);
    // RECEIVE - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue receiveHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        ValueProperties.with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(receiveCurrency)).with(ValuePropertyNames.FUNCTION, "").get()), new HistoricalTimeSeriesBundle());
    final ComputedValue receiveCurve = execute(execContext, yieldCurveFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE, target.toSpecification(),

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target.toSpecification()), receiveCurveDataRequirements);
    // RECEIVE - YieldCurveSpecificationFunction
    final ComputedValue receiveCurveSpec = execute(execContext, receiveYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), receiveCurveMarketData);
    // RECEIVE - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue receiveHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        ValueProperties.with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(receiveCurrency)).with(ValuePropertyNames.FUNCTION, "").get()), new HistoricalTimeSeriesBundle());
    final ComputedValue receiveCurve = execute(execContext, yieldCurveFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE, target.toSpecification(),
        ValueProperties
        .with(ValuePropertyNames.CURVE, getCurrencyCurveName())
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(receiveCurrency))

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

    final ComputedValue receiveCurveSpec = execute(execContext, receiveYieldCurveSpecificationFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(),
        ValueProperties.none()), receiveCurveMarketData);
    // RECEIVE - MultiYieldCurvePresentValueMethodFunction
    final ComputedValue receiveHtsConversion = new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(),
        ValueProperties.with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(receiveCurrency)).with(ValuePropertyNames.FUNCTION, "").get()), new HistoricalTimeSeriesBundle());
    final ComputedValue receiveCurve = execute(execContext, yieldCurveFunction, target, new ValueRequirement(ValueRequirementNames.YIELD_CURVE, target.toSpecification(),
        ValueProperties
        .with(ValuePropertyNames.CURVE, getCurrencyCurveName())
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, getCurveCalculationConfig(receiveCurrency))
        .with(MultiYieldCurvePropertiesAndDefaults.PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE, "0.0001")
        .with(MultiYieldCurvePropertiesAndDefaults.PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE, "0.0001")

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

    target = new ComputationTarget(ComputationTargetType.UNORDERED_CURRENCY_PAIR, UnorderedCurrencyPair.of(payCurrency, receiveCurrency));
    final ForwardCurve fxForwardCurve = (ForwardCurve) execute(
        execContext,
        fxForwardCurveFromYieldCurveFunction,
        target,
        new ValueRequirement(ValueRequirementNames.FORWARD_CURVE, target.toSpecification(), ValueProperties.with(ValuePropertyNames.CURVE, getCurrencyCurveName()).get()),
        payCurve,
        receiveCurve,
        new ComputedValue(ValueSpecification.of(ValueRequirementNames.SPOT_RATE, ComputationTargetType.PRIMITIVE,
            UniqueId.of(spotRateIdentifier.getScheme().getName(), spotRateIdentifier.getValue()),
            ValueProperties.with(ValuePropertyNames.FUNCTION, "SPOT").get()), spotRate.getSecond())).getValue();

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()

      s_logger.warn("Couldn't resolve {}", reference);
    }
    if (specification.getType().accept(s_isUnionType, null) == Boolean.TRUE) {
      final ComputationTarget target = getCompilationContext().getComputationTargetResolver().resolve(specification);
      if (target != null) {
        return target.toSpecification();
      } else {
        s_logger.warn("Resolved {} to {} but can't resolve target to eliminate union", reference, specification);
      }
    }
    return specification;

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()


    assertTrue(dv01.canApplyTo(fcctx, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition())));


    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, UniqueId.of("a", "b"));
    ComputationTarget ct = mock(ComputationTarget.class);
    when(ct.toSpecification()).thenReturn(cts);
    Set<ValueSpecification> specs = dv01.getResults(null, ct);
    assertEquals(specs.size(), 1);


    ValueSpecification spec = specs.iterator().next();
    assertEquals(spec.getProperties(), ValueProperties.all());

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Examples of com.opengamma.engine.ComputationTarget.toSpecification()


    assertTrue(dv01.canApplyTo(fcctx, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition())));


    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, UniqueId.of("a", "b"));
    ComputationTarget ct = mock(ComputationTarget.class);
    when(ct.toSpecification()).thenReturn(cts);


    ValueProperties valueProperties = ValueProperties.builder().with("A", "1").with("B", "1").with(ValuePropertyNames.FUNCTION, "PV01_Function").get();
    ValueRequirement desiredValue = new ValueRequirement("PV01", ct.getType(), ct.getUniqueId(), valueProperties);
    Set<ValueRequirement> requirements = dv01.getRequirements(null, ct, desiredValue);
    assertEquals(requirements.size(), 1);

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