Examples of com.opengamma.engine.value.ValueRequirement

com.opengamma.engine.value.ValueRequirement
An immutable requirement to obtain a value needed to perform a calculation.
This is a metadata-based requirement, and specifies only the minimal number of parameters that are necessary to specify the user requirements.
The actual value which is computed is available as a {@link ValueSpecification} that is capable of satisfying this requirement. A specification satisfies a requirement if its properties satisfy therequirement constraints, plus the value name and target specifications match.
This class is immutable and thread-safe.

    return getConversionRequirement(Currency.of(source), Currency.of(target));
  }


  public static ValueRequirement getConversionRequirement(final CurrencyPair currencies, final DateConstraint startDate, final boolean includeStart, final DateConstraint endDate,
      final boolean includeEnd) {
    return new ValueRequirement(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES, CurrencyPair.TYPE.specification(currencies), HistoricalTimeSeriesFunctionUtils.htsConstraints(
        ValueProperties.builder(), startDate, includeStart, endDate, includeEnd).get());
  }

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    aapl.setUniqueId(UniqueId.of("Sec", "APPL"));
    ComputationTarget target = new ComputationTarget(ComputationTargetType.SECURITY, aapl);
    computationTargetResolver.addTarget(target);


    _compTargetSpec = target.getLeafSpecification();
    _requirement = new ValueRequirement("FAIR_VALUE", _compTargetSpec);
    _specification = new ValueSpecification("FAIR_VALUE", _compTargetSpec, ValueProperties.with(ValuePropertyNames.FUNCTION, "IDENTITY_FUNCTION").get());


    final Instant _valuationTime = Instant.parse("2011-12-14T14:20:17.143Z");


    _cycleMetadataStub = new ViewCycleMetadata() {

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  public boolean isAllowViewDefaultCurrency() {
    return _allowViewDefaultCurrency;
  }


  private ValueRequirement getInputValueRequirement(final ComputationTargetSpecification targetSpec, final ValueRequirement desiredValue) {
    return new ValueRequirement(desiredValue.getValueName(), targetSpec, desiredValue.getConstraints().copy().withoutAny(CURRENCY_INJECTION_PROPERTY)
        .withAny(ValuePropertyNames.CURRENCY).get());
  }

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    return new ValueRequirement(desiredValue.getValueName(), targetSpec, desiredValue.getConstraints().copy().withoutAny(CURRENCY_INJECTION_PROPERTY)
        .withAny(ValuePropertyNames.CURRENCY).get());
  }


  private ValueRequirement getInputValueRequirement(final ComputationTargetSpecification targetSpec, final ValueRequirement desiredValue, final String forceCurrency) {
    return new ValueRequirement(desiredValue.getValueName(), targetSpec, desiredValue.getConstraints().copy().withoutAny(ValuePropertyNames.CURRENCY).with(
        ValuePropertyNames.CURRENCY, forceCurrency).withOptional(CURRENCY_INJECTION_PROPERTY).get());
  }

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      }
    }
    if (inputValue == null) {
      return null;
    }
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String outputCurrency = desiredValue.getConstraint(ValuePropertyNames.CURRENCY);
    final String inputCurrency = inputValue.getSpecification().getProperty(ValuePropertyNames.CURRENCY);
    if (outputCurrency.equals(inputCurrency)) {
      // Don't think this should happen
      return Collections.singleton(inputValue);
    } else {
      s_logger.debug("Converting from {} to {}", inputCurrency, outputCurrency);
      final Object converted;
      if (exchangeRates != null) {
        converted = convertValue(inputValue, desiredValue, exchangeRates);
      } else if (exchangeRate != null) {
        converted = convertValue(inputValue, desiredValue, exchangeRate);
      } else {
        return null;
      }
      if (converted != null) {
        return Collections.singleton(new ComputedValue(new ValueSpecification(desiredValue.getValueName(), target.toSpecification(), desiredValue.getConstraints()), converted));
      } else {
        return null;
      }
    }
  }

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public class ValueRequirementJSONBuilderTest {


  @Test
  public void roundTrip() {
    ValueProperties props = ValueProperties.builder().with("foo", "FOO").with("bar", "[BAR1]", "BAR2").get();
    ValueRequirement req1 = new ValueRequirement("valueName",
                                                ComputationTargetType.PORTFOLIO,
                                                UniqueId.of("foo", "bar"),
                                                props);
    ValueRequirementJSONBuilder builder = new ValueRequirementJSONBuilder();
    String jsonStr = builder.toJSON(req1);
    ValueRequirement req2 = builder.fromJSON(jsonStr);
    assertEquals(req1, req2);
  }

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    final String calculationConfigName = "config_1";


    _compTargetSpec = new ComputationTargetSpecification(ComputationTargetType.SECURITY, UniqueId.of("Sec", "APPL"));


    _requirement = new ValueRequirement("FAIR_VALUE", _compTargetSpec);
    _specification = new ValueSpecification("FAIR_VALUE", _compTargetSpec, ValueProperties.with(ValuePropertyNames.FUNCTION, "IDENTITY_FUNCTION").get());


    _cycleMetadataStub = new ViewCycleMetadata() {


      @Override

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          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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      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();

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        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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