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.

  public void testSecuritySpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("SECURITY.Present Value.DEFAULT_ForwardCurve.Security~Swap", "BarForward")
        .with("SECURITY.*.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");

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  public void testSecuritySpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("SECURITY.*.DEFAULT_ForwardCurve", "GenericForward").with("SECURITY.*.DEFAULT_FundingCurve", "GenericFunding")
        .with("SECURITY.Present Value.DEFAULT_ForwardCurve.Security~Swap", "BarForward").with("SECURITY.Present Value.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");

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  public void testTradeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("TRADE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);

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    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward")
        .with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);

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    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "GenericForward").with("TRADE.*.DEFAULT_FundingCurve", "GenericFunding")
        .with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward").with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);

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  }


  public void testTradeAttribute() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
    assertEquals(res1.getProperty("FundingCurve"), "FooFunding");

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  private Set<ValueRequirement> getMarketValueReqs(final Set<ExternalId> instruments) {
    final HashSet<ValueRequirement> ret = new HashSet<>();
    if (instruments != null) {
      for (final ExternalId id : instruments) {
        ret.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, id));
      }
    }
    return ret;
  }

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    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
        final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
      final InstrumentDefinition<?> definition = ((FinancialSecurity) target.getSecurity()).accept(_visitor);
      final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
      final String dateString = desiredValue.getConstraint(PROPERTY_DATE);
      final LocalDate date = LocalDate.parse(dateString);
      final Map<LocalDate, MultipleCurrencyAmount> cashFlows;
      if (inputs.getAllValues().isEmpty()) {
        cashFlows = NETTING_CASH_FLOW_CALCULATOR.getCashFlows(definition, date);
      } else {

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    @SuppressWarnings("rawtypes")
    final DoubleTimeSeries[] timeSeries = new DoubleTimeSeries[riskFactorReqs.length];
    for (int i = 0; i < riskFactorReqs.length; i++) {
      timeSeries[i] = riskFactors.getDoubleTimeSeries(riskFactorReqs[i]);
    }
    final ValueRequirement desiredValueReq = desiredValues.iterator().next();
    final ValueSpecification desiredValueSpec = new ValueSpecification(ValueRequirementNames.COVARIANCE_MATRIX, target.toSpecification(), desiredValueReq.getConstraints());
    return Collections.singleton(new ComputedValue(desiredValueSpec, createCovarianceMatrix(timeSeries, riskFactorReqs)));
  }

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        requirementConstraintsBuilder.withOptional(unit);
      }
    }
    // Request value on the value and parent
    final ValueProperties requirementConstraints = requirementConstraintsBuilder.get();
    return ImmutableSet.of(new ValueRequirement(inputValue, getValueTarget(target), requirementConstraints), new ValueRequirement(inputValue, getParentTarget(target), requirementConstraints));
  }

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