Package com.opengamma.core.config

Examples of com.opengamma.core.config.ConfigSource


    final String absoluteToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE);
    final String relativeToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE);
    final String iterationsName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_MAX_ITERATIONS);
    final String decompositionName = desiredValue.getConstraint(PROPERTY_DECOMPOSITION);
    final String useFiniteDifferenceName = desiredValue.getConstraint(PROPERTY_USE_FINITE_DIFFERENCE);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final MultiCurveCalculationConfig curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource).getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
    final List<InstrumentDerivative> derivatives = new ArrayList<>();
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    final InstrumentDefinition<?> definition = security.accept(_visitor);
    if (definition == null) {
      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
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    if (curveCalculationConfigNames == null || curveCalculationConfigNames.size() != 1) {
      s_logger.debug("Must specify a curve calculation config");
      return null;
    }
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.debug("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
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      resultCurrency = callCurrency.getCode();
      resultCurveConfigName = callCurveCalculationConfigName;
    } else {
      return null;
    }
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig resultCurveCalculationConfig = curveCalculationConfigSource.getConfig(resultCurveConfigName);
    if (resultCurveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + resultCurveConfigName + " for currency " + resultCurrency);
      return null;
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    final InstrumentDefinition<?> definition = security.accept(_visitor);
    if (definition == null) {
      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
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    if (curveCalculationConfigNames == null || curveCalculationConfigNames.size() != 1) {
      s_logger.debug("Must specify a curve calculation config");
      return null;
    }
    final String curveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.debug("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
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    final String absoluteToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE);
    final String relativeToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE);
    final String iterationsName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_MAX_ITERATIONS);
    final String decompositionName = desiredValue.getConstraint(PROPERTY_DECOMPOSITION);
    final String useFiniteDifferenceName = desiredValue.getConstraint(PROPERTY_USE_FINITE_DIFFERENCE);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final MultiCurveCalculationConfig curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource).getConfig(curveCalculationConfigName);
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final YieldCurveBundle knownCurves = getKnownCurves(curveCalculationConfig, targetSpec, inputs);
    final List<InstrumentDerivative> derivatives = new ArrayList<>();
    final DoubleArrayList marketValues = new DoubleArrayList();
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  public static final String FX_FORWARD_QUOTES = "FXForwardQuotes";

  @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 ConfigDBFXForwardCurveDefinitionSource curveDefinitionSource = new ConfigDBFXForwardCurveDefinitionSource(configSource);
    final ConfigDBFXForwardCurveSpecificationSource curveSpecificationSource = new ConfigDBFXForwardCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
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  }

  @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 CurveConstructionConfigurationSource curveConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
    final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
    //TODO work out a way to use dependency graph to get curve information for this config
    final CurveConstructionConfiguration curveConstructionConfiguration = curveConfigurationSource.getCurveConstructionConfiguration(_configurationName,
        VersionCorrection.of(versionTime, versionTime));
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    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final SwaptionSecurity security = (SwaptionSecurity) target.getSecurity();
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + curveCalculationConfigName);
    }
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Related Classes of com.opengamma.core.config.ConfigSource

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