List of addExternalId() Examples

Examples of addExternalId()

com.opengamma.core.region.impl.SimpleRegion.addExternalId()
Adds an external identifier to the bundle. @param externalId the external identifier, not null
com.opengamma.core.security.impl.SimpleSecurity.addExternalId()
Adds an external identifier to the bundle. @param externalId the external identifier, not null
com.opengamma.core.security.impl.SimpleSecurityLink.addExternalId()
com.opengamma.financial.security.bond.GovernmentBondSecurity.addExternalId()
com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity.addExternalId()
com.opengamma.financial.security.capfloor.CapFloorSecurity.addExternalId()
com.opengamma.financial.security.cash.CashSecurity.addExternalId()
com.opengamma.financial.security.cds.CDSSecurity.addExternalId()
com.opengamma.financial.security.cds.StandardVanillaCDSSecurity.addExternalId()
com.opengamma.financial.security.equity.EquitySecurity.addExternalId()
com.opengamma.financial.security.future.FutureSecurity.addExternalId()
com.opengamma.financial.security.future.InterestRateFutureSecurity.addExternalId()
com.opengamma.financial.security.fx.FXForwardSecurity.addExternalId()
com.opengamma.financial.security.option.EquityIndexOptionSecurity.addExternalId()
com.opengamma.financial.security.option.EquityOptionSecurity.addExternalId()
com.opengamma.financial.security.option.FXBarrierOptionSecurity.addExternalId()
com.opengamma.financial.security.option.FXOptionSecurity.addExternalId()
com.opengamma.financial.security.option.IRFutureOptionSecurity.addExternalId()
com.opengamma.financial.security.option.SwaptionSecurity.addExternalId()
com.opengamma.financial.security.swap.SwapSecurity.addExternalId()
com.opengamma.master.exchange.ExchangeSearchRequest.addExternalId()
Adds a single exchange external identifier to the collection to search for. Unless customized, the search will match {@link ExternalIdSearchType#ANY any} of the identifiers. @param exchangeId the exchange key identifier to add, not null
com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest.addExternalId()
Adds a single historical time-series external identifier to the collection to search for. Unless customized, the search will match {@link ExternalIdSearchType#ANY any} of the identifiers. @param externalId the historical time-series key identifier to add, not null
com.opengamma.master.region.ManageableRegion.addExternalId()
Adds an external identifier to the bundle representing this region. @param identifier the identifier to add, not null
com.opengamma.master.region.RegionSearchRequest.addExternalId()
Adds a single region external identifier to the collection to search for. Unless customized, the search will match {@link ExternalIdSearchType#ANY any} of the identifiers. @param regionId the region key identifier to add, not null
com.opengamma.master.security.ManageableSecurity.addExternalId()
Adds an external identifier to the bundle representing this security. @param externalId the identifier to add, not null
com.opengamma.master.security.SecuritySearchRequest.addExternalId()
Adds a single security external identifier to the collection to search for. Unless customized, the search will match. {@link ExternalIdSearchType#ANY any} of the identifiers. @param securityId the security key identifier to add, not null
com.opengamma.master.user.UserSearchRequest.addExternalId()
Adds a single external user identifier to the collection to search for. Unless customized, the search will match {@link ExternalIdSearchType#ANY any} of the identifiers. @param externalUserId the external user identifier to add, not null
edu.harvard.hul.ois.fits.identity.FitsIdentity.addExternalID()

Examples of com.opengamma.financial.security.option.FXOptionSecurity.addExternalId()

        1000000,
        new Expiry(ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC)),
        ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC),
        true, 
        new EuropeanExerciseType());
    vanilla1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    vanilla1.setName("FX vanilla option, put USD 1000000, receive EUR 1000000, maturity=" + vanilla1.getSettlementDate().toLocalDate());
    final FXOptionSecurity vanilla2 = new FXOptionSecurity(Currency.EUR, 
        Currency.USD, 
        1500000,
        1000000,

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Examples of com.opengamma.financial.security.option.IRFutureOptionSecurity.addExternalId()

    final boolean margined = bool();
    final Currency currency = Currency.USD; // currency(); // Only got a USD surface at the moment
    final double strike = 0;
    final OptionType optionType = optionType();
    final IRFutureOptionSecurity security = new IRFutureOptionSecurity(exchange, expiry, exerciseType, underlyingIdentifier, pointValue, margined, currency, strike, optionType);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index"));
    store(security);
    return security;
  }


  public ManageablePortfolioNode createIRFutureOptionNode() {

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Examples of com.opengamma.financial.security.option.SwaptionSecurity.addExternalId()

    swap.setName(swapName);
    final ExternalId underlyingId = ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString());
    swap.addExternalId(underlyingId);
    final SwaptionSecurity swaption = new SwaptionSecurity(payer, underlyingId, isLong, new Expiry(swaptionExpiry), isCashSettled, ccy);
    swaption.setName(swaptionName);
    swaption.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return Pair.of(swaption, swap);
  }


  private LocalDate getTradeDate(final Random random, final Currency ccy) {
    final HolidaySource holidaySource = getToolContext().getHolidaySource();

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

    }
    security.setName(CURRENCY.getCode() + " " + FORMAT.format(notional.getAmount() / 1000000) + "MM Swap, pay " +
        (payIbor ? frequency.getPeriod().getMonths() + "M Libor, receive " + tenor.getPeriod().getYears() + "Y ISDA fixing (" :
          tenor.getPeriod().getYears() + "Y ISDA fixing, receive " + frequency.getPeriod().getMonths() + "M Libor (") +
          tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }


  private CapFloorCMSSpreadSecurity makeCMSCapFloorSpread(final Random random, final Tenor payTenor, final Tenor receiveTenor, final Tenor maturity, final double strike) {
    final ZonedDateTime tradeDate = TRADE_DATE.atStartOfDay(ZoneOffset.UTC);

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

      } else {
        swap = new SwapSecurity(tradeDate, effectiveDate, maturityDate, COUNTERPARTY, floatingLeg, fixedLeg);
        name = years + "Y EUR " + FORMATTER.format(notional.getAmount() / 1000000) + "MM, receive " + FORMATTER.format(rate * 100) + "% vs " + frequencyLabel;
      }
      swap.setName(name);
      swap.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
      securities.add(swap);
    }
    return securities;
  }

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

      } else {
        swap = new SwapSecurity(tradeDate, effectiveDate, maturityDate, COUNTERPARTY, floatingLeg, fixedLeg);
        name = years + "Y EUR " + FORMATTER.format(notional.getAmount() / 1000000) + "MM, receive " + FORMATTER.format(rate * 100) + "% vs EONIA";
      }
      swap.setName(name);
      swap.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
      securities.add(swap);
    }
    return securities;
  }

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

        frequencyLabel = "receive 3M Euribor + " + FORMATTER.format((int) (spread * 1000)) + "bp, pay 6M Euribor";
      }
      final SwapSecurity swap = new SwapSecurity(tradeDate, effectiveDate, maturityDate, COUNTERPARTY, payLeg, receiveLeg);
      final String name = years + "Y EUR " + FORMATTER.format(notional.getAmount() / 1000000) + "MM, " + frequencyLabel;
      swap.setName(name);
      swap.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
      securities.add(swap);
    }
    return securities;
  }

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

      payer = false;
    }
    final SwapSecurity swap = new SwapSecurity(swaptionExpiry, swaptionExpiry.plusDays(2), swapMaturity, COUNTERPARTY, payLeg, receiveLeg);
    swap.setName(swapName);
    final ExternalId underlyingId = ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString());
    swap.addExternalId(underlyingId);
    final SwaptionSecurity swaption = new SwaptionSecurity(payer, underlyingId, isLong, new Expiry(swaptionExpiry), isCashSettled, ccy);
    swaption.setName(swaptionName);
    swaption.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return Pair.of(swaption, swap);
  }

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

  protected void doRun() {
    final FloatingInterestRateLeg payLeg1 = new FloatingInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_3M, FloatingRateType.IBOR);
    final FixedInterestRateLeg receiveLeg1 = new FixedInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, 0.04);
    final SwapSecurity swap1 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg1, receiveLeg1);
    swap1.setName("Swap AUD Bank Bill 3m");
    swap1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    final FloatingInterestRateLeg payLeg2 = new FloatingInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_6M, FloatingRateType.IBOR);
    final FixedInterestRateLeg receiveLeg2 = new FixedInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, 0.04);
    final SwapSecurity swap2 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg2, receiveLeg2);
    swap2.setName("Swap AUD Bank Bill 6m");
    swap2.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));

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Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()

    swap1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    final FloatingInterestRateLeg payLeg2 = new FloatingInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_6M, FloatingRateType.IBOR);
    final FixedInterestRateLeg receiveLeg2 = new FixedInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, 0.04);
    final SwapSecurity swap2 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg2, receiveLeg2);
    swap2.setName("Swap AUD Bank Bill 6m");
    swap2.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    final FloatingInterestRateLeg payLeg3 = new FloatingInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_3M, FloatingRateType.IBOR);
    final FixedInterestRateLeg receiveLeg3 = new FixedInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, 0.0365);
    final SwapSecurity swap3 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg3, receiveLeg3);
    swap3.setName("Swap: receive 3.65% fixed ACT/365 vs 3m Bank Bill");
    swap3.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));

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