Examples of YieldCurveKey

Examples of com.opengamma.core.marketdatasnapshot.YieldCurveKey

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  @Override
  public StructureIdentifier<YieldCurveKey> getStructuredIdentifier(ValueSpecification spec) {
    Currency currency = Currency.of(spec.getTargetSpecification().getUniqueId().getValue());
    String curve = getSingleProperty(spec, ValuePropertyNames.CURVE);
    return StructureIdentifier.of(new YieldCurveKey(currency, curve));
  }
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Examples of com.opengamma.core.marketdatasnapshot.YieldCurveKey

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    // Selector is the underlying, not composite
    assertEquals(result.containsKey(yieldCurveSelector), true);
  }

  private DistinctMarketDataSelector createYieldCurveSelector(Currency currency, String curveType) {
    return YieldCurveSelector.of(new YieldCurveKey(currency, curveType));
  }
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Examples of com.opengamma.core.marketdatasnapshot.YieldCurveKey

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  @Test
  public void rountTrip() {
    Map<DistinctMarketDataSelector, FunctionParameters> selectors2params = Maps.newHashMap();
    Map<String, String> params = ImmutableMap.of("foo", "bar");
    DistinctMarketDataSelector selector = YieldCurveSelector.of(new YieldCurveKey(Currency.AUD, "curveKey"));
    selectors2params.put(selector, new SimpleFunctionParameters(params));
    ViewCycleExecutionOptions options =
        ViewCycleExecutionOptions
            .builder()
            .setValuationTime(Instant.now())
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Examples of com.opengamma.core.marketdatasnapshot.YieldCurveKey

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  @Test
  public void structureType() {
    PointSelector selector = builder().getSelector(); // will match any ExternalId
    assertNotNull(selector.findMatchingSelector(_structureId, "default", _noOpResolver));
    StructureIdentifier<YieldCurveKey> structureId = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, "a curve"));
    assertNull(selector.findMatchingSelector(structureId, "default", _noOpResolver));
  }
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