Package com.opengamma.financial.security

Examples of com.opengamma.financial.security.FinancialSecurity.accept()

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      } else {
        return null;
      }
      final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      final String resultCurrency;
      final CurrencyPair baseQuotePair = _currencyPairs.getCurrencyPair(payCurrency, receiveCurrency);
      final Currency baseCurrency = baseQuotePair.getBase();
      final Currency nonBaseCurrency = baseQuotePair.getCounter();
      if (resultCurrencies != null && resultCurrencies.size() == 1) {
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    final Set<String> cdsPriceTypes = constraints.getValues(CreditInstrumentPropertyNamesAndValues.PROPERTY_CDS_PRICE_TYPE);
    if (cdsPriceTypes == null || cdsPriceTypes.size() != 1) {
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(
        context))).getUniqueId().getValue();
    //TODO shouldn't need all of the yield curve properties
    final String yieldCurveName = desiredValue.getConstraint(PROPERTY_YIELD_CURVE);
    final String yieldCurveCalculationConfig = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG);
    final String yieldCurveCalculationMethod = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_METHOD);
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    final Security security = target.getPosition().getSecurity();
    if (!(security instanceof FXForwardSecurity || security instanceof NonDeliverableFXForwardSecurity)) {
      return false;
    }
    final FinancialSecurity fxSecurity = (FinancialSecurity) security;
    final String payCurrency = fxSecurity.accept(ForexVisitors.getPayCurrencyVisitor()).getCode();
    final String receiveCurrency = fxSecurity.accept(ForexVisitors.getReceiveCurrencyVisitor()).getCode();
    return _currencyCurveConfigAndDiscountingCurveNames.containsKey(payCurrency) && _currencyCurveConfigAndDiscountingCurveNames.containsKey(receiveCurrency);
  }

  @Override
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    if (!(security instanceof FXForwardSecurity || security instanceof NonDeliverableFXForwardSecurity)) {
      return false;
    }
    final FinancialSecurity fxSecurity = (FinancialSecurity) security;
    final String payCurrency = fxSecurity.accept(ForexVisitors.getPayCurrencyVisitor()).getCode();
    final String receiveCurrency = fxSecurity.accept(ForexVisitors.getReceiveCurrencyVisitor()).getCode();
    return _currencyCurveConfigAndDiscountingCurveNames.containsKey(payCurrency) && _currencyCurveConfigAndDiscountingCurveNames.containsKey(receiveCurrency);
  }

  @Override
  protected void getDefaults(final PropertyDefaults defaults) {
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    final Set<String> hazardRateCurveCalculationMethodNames = constraints.getValues(PROPERTY_HAZARD_RATE_CURVE_CALCULATION_METHOD);
    if (hazardRateCurveCalculationMethodNames == null || hazardRateCurveCalculationMethodNames.size() != 1) {
      return null;
    }
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(new CreditSecurityToIdentifierVisitor(OpenGammaCompilationContext.getSecuritySource(context))).getUniqueId().getValue();
    //TODO shouldn't need all of the yield curve properties
    final String hazardRateCurveCalculationMethod = Iterables.getOnlyElement(hazardRateCurveCalculationMethodNames);
    final String yieldCurveName = desiredValue.getConstraint(PROPERTY_YIELD_CURVE);
    final String yieldCurveCalculationConfig = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG);
    final String yieldCurveCalculationMethod = desiredValue.getConstraint(PROPERTY_YIELD_CURVE_CALCULATION_METHOD);
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    final String interpolatorName = Iterables.getOnlyElement(constraints.getValues(InterpolatedDataProperties.X_INTERPOLATOR_NAME));
    final String leftExtrapolatorName = Iterables.getOnlyElement(constraints.getValues(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME));
    final String rightExtrapolatorName = Iterables.getOnlyElement(constraints.getValues(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME));
    final String currency = Iterables.getOnlyElement(currencies);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final String resultCurrency, resultCurveConfigName;
    if (currency.equals(putCurrency.getCode())) {
      resultCurrency = putCurrency.getCode();
      resultCurveConfigName = putCurveCalculationConfigName;
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    final String leftExtrapolatorName = Iterables.getOnlyElement(constraints.getValues(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME));
    final String rightExtrapolatorName = Iterables.getOnlyElement(constraints.getValues(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME));
    final String currency = Iterables.getOnlyElement(currencies);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final String resultCurrency, resultCurveConfigName;
    if (currency.equals(putCurrency.getCode())) {
      resultCurrency = putCurrency.getCode();
      resultCurveConfigName = putCurveCalculationConfigName;
    } else if (currency.equals(callCurrency.getCode())) {
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    }
    if (ValuePropertyNames.SAMPLING_FUNCTION.equals(propertyName)) {
      return Collections.singleton(_samplingFunction);
    }
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final String payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor()).getCode();
    final String receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor()).getCode();
    if (!_currencyCurveConfigAndDiscountingCurveNames.containsKey(payCurrency)) {
      s_logger.error("Could not get config for pay currency " + payCurrency + "; should never happen");
      return null;
    }
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    if (ValuePropertyNames.SAMPLING_FUNCTION.equals(propertyName)) {
      return Collections.singleton(_samplingFunction);
    }
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final String payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor()).getCode();
    final String receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor()).getCode();
    if (!_currencyCurveConfigAndDiscountingCurveNames.containsKey(payCurrency)) {
      s_logger.error("Could not get config for pay currency " + payCurrency + "; should never happen");
      return null;
    }
    if (!_currencyCurveConfigAndDiscountingCurveNames.containsKey(receiveCurrency)) {
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    if (putCurveName == null || callCurveName == null || currencyPairConfigName == null || curveCurrency == null) {
      return null;
    }
    final CurrencyPairs baseQuotePairs = OpenGammaCompilationContext.getCurrencyPairsSource(context).getCurrencyPairs(currencyPairConfigName);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final CurrencyPair baseQuotePair = baseQuotePairs.getCurrencyPair(putCurrency, callCurrency);
    if (baseQuotePair == null) {
      s_logger.error("Could not get base/quote pair for currency pair (" + putCurrency + ", " + callCurrency + ")");
      return null;
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