Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueRequirement

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  }

  public void unsatisfiableDependency() {
    DepGraphTestHelper helper = helper();
    helper.addFunctionProducing1and2();
    ValueRequirement anotherReq = new ValueRequirement("Req-3", helper.getTarget().toSpecification());
    DependencyGraphBuilder builder = helper.createBuilder(null);
    expectCompletion(builder, builder.getContext().resolveRequirement(helper.getRequirement1(), null, null));
    expectFailure(builder, builder.getContext().resolveRequirement(anotherReq, null, null));
  }
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        return Collections.singleton(new ValueSpecification(VALUE_1, targetSpec, properties().with(ValuePropertyNames.CURRENCY, position.getSecurity().getName()).get()));
      }

      @Override
      public Set<ValueRequirement> getRequirements(final Position position, final ValueRequirement desiredValue) {
        return Collections.singleton(new ValueRequirement(VALUE_1, ComputationTargetSpecification.of(position.getSecurity())));
      }

    });
    repository.addFunction(new MockPositionFunction(FUNCTION_2_TYPE_1_POSITION) {
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    final MockFunction fn2Bar = helper.addFunctionProducing(helper.getValue2Bar());
    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {

      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }

      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target, Map<ValueSpecification, ValueRequirement> inputs) {
        s_logger.debug("fnConv late resolving with inputs {}", inputs);
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    final MockFunction fn2Bar = helper.addFunctionProducing(helper.getValue2Bar());
    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {

      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }

      @Override
      public Set<ValueRequirement> getAdditionalRequirements(FunctionCompilationContext context, ComputationTarget target, Set<ValueSpecification> inputs, Set<ValueSpecification> outputs) {
        assertEquals(1, inputs.size());
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    final MockFunction fn2Bar = helper.addFunctionProducing(helper.getValue2Bar());
    final MockFunction fnConv = new MockFunction("conv", helper.getTarget()) {

      @Override
      public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        final ValueRequirement req = helper.getRequirement1Any();
        return Collections.singleton(new ValueSpecification(req.getValueName(), target.toSpecification(), req.getConstraints().copy().with(ValuePropertyNames.FUNCTION, getUniqueId()).get()));
      }

      @Override
      public Set<ValueRequirement> getAdditionalRequirements(FunctionCompilationContext context, ComputationTarget target, Set<ValueSpecification> inputs, Set<ValueSpecification> outputs) {
        if (inputs.contains(helper.getSpec2Foo())) {
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    final Set<ValueRequirement> result = new HashSet<>();
    final SurfaceInstrumentProvider<X, Y> provider = (SurfaceInstrumentProvider<X, Y>) specification.getSurfaceInstrumentProvider();
    for (final X x : definition.getXs()) {
      for (final Y y : definition.getYs()) {
        final ExternalId identifier = provider.getInstrument(x, y, atInstant.toLocalDate());
        result.add(new ValueRequirement(provider.getDataFieldName(), ComputationTargetType.PRIMITIVE, identifier));
      }
    }
    return result;
  }
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            .with(ValuePropertyNames.SURFACE, surfaceName)
            .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, instrumentType)
            .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, specification.getSurfaceQuoteType())
            .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS, specification.getQuoteUnits())
            .get();
        requirements.add(new ValueRequirement(ValueRequirementNames.VOLATILITY_SURFACE_SPEC, target.toSpecification(), specificationProperties));
        requirements.add(new ValueRequirement(ValueRequirementNames.VOLATILITY_SURFACE_DEFINITION, target.toSpecification(), definitionProperties));
        return requirements;
      } catch (final Exception e) {
        s_logger.error(e.getMessage());
        return null;
      }
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    @SuppressWarnings({"synthetic-access" })
    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
        final Set<ValueRequirement> desiredValues) {
      final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
      final String surfaceName = desiredValue.getConstraint(ValuePropertyNames.SURFACE);
      final String instrumentType = desiredValue.getConstraint(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE);
      final Object definitionObject = inputs.getValue(ValueRequirementNames.VOLATILITY_SURFACE_DEFINITION);
      if (definitionObject == null) {
        throw new OpenGammaRuntimeException("Could not get volatility surface definition");
      }
      final Object specificationObject = inputs.getValue(ValueRequirementNames.VOLATILITY_SURFACE_SPEC);
      if (specificationObject == null) {
        throw new OpenGammaRuntimeException("Could not get volatility surface specification");
      }
      @SuppressWarnings("unchecked")
      final VolatilitySurfaceDefinition<Object, Object> definition = (VolatilitySurfaceDefinition<Object, Object>) definitionObject;
      final VolatilitySurfaceSpecification specification = (VolatilitySurfaceSpecification) specificationObject;
      final LocalDate valuationDate = LocalDate.now(executionContext.getValuationClock());
      final SurfaceInstrumentProvider<Object, Object> provider = (SurfaceInstrumentProvider<Object, Object>) specification.getSurfaceInstrumentProvider();
      final Map<Pair<Object, Object>, Double> volatilityValues = new HashMap<>();
      final ObjectArrayList<Object> xList = new ObjectArrayList<>();
      final ObjectArrayList<Object> yList = new ObjectArrayList<>();
      for (final Object x : definition.getXs()) {
        for (final Object y : definition.getYs()) {
          final ExternalId identifier = provider.getInstrument(x, y, valuationDate);
          final ValueRequirement requirement = new ValueRequirement(provider.getDataFieldName(), ComputationTargetType.PRIMITIVE, identifier);
          final Double volatility = (Double) inputs.getValue(requirement);
          if (volatility != null) {
            xList.add(x);
            yList.add(y);
            volatilityValues.put(Pair.of(x, y), volatility);
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  public InterpolatedYieldCurveSpecification buildCurve(final LocalDate curveDate) {
    return _curveSpecificationBuilder.buildCurve(curveDate, _definition);
  }

  public ValueRequirement getMarketDataValueRequirement() {
    return new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA,
        ComputationTargetSpecification.of(_currency),
        ValueProperties.with(ValuePropertyNames.CURVE, _curveName).get());
  }
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ComputedValue latestHtsValue = inputs.getComputedValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    return Collections.singleton(new ComputedValue(new ValueSpecification(desiredValue.getValueName(), target.toSpecification(), desiredValue.getConstraints()), latestHtsValue.getValue()));
  }
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