List of toBundle() Examples

Examples of toBundle()

com.opengamma.id.ExternalId.toBundle()
Converts this identifier to a bundle. @return a bundle wrapping this identifier, not null
com.opengamma.id.ExternalIdBundleWithDates.toBundle()
Returns the bundle without dates.
This returns all the identifiers ignoring the validity dates. See {@link #toBundle(LocalDate)} for a better choice. @return the equivalent bundle, without the dates, not null

Examples of com.opengamma.id.ExternalId.toBundle()

  }


  @Test
  public void apvEquityOptionsByBbgTicker() throws Exception {
    ExternalId bloombergIdentifier = getBloombergIdentifier(EXPECTED_APVL_EQUITYOPTION_SEC, ExternalSchemes.BLOOMBERG_TICKER);
    Security security = _securityProvider.getSecurity(bloombergIdentifier.toBundle());
    assertNotNull(security);
    assertAmericanVanillaEquityOptionSecurity(EXPECTED_APVL_EQUITYOPTION_SEC, security);
  }


  @Test

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

  }


  @Test
  public void apvEquityOptionsByBbgUnique() throws Exception {
    ExternalId bloombergIdentifier = getBloombergIdentifier(EXPECTED_APVL_EQUITYOPTION_SEC, ExternalSchemes.BLOOMBERG_BUID);
    Security security = _securityProvider.getSecurity(bloombergIdentifier.toBundle());
    assertNotNull(security);
    assertAmericanVanillaEquityOptionSecurity(EXPECTED_APVL_EQUITYOPTION_SEC, security);
  }


  @Test

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

  }


  @Test
  public void spxIndexOptionsByBbgTicker() throws Exception {
    ExternalId bloombergIdentifier = getBloombergIdentifier(EXPECTED_SPX_INDEXOPTION_SEC, ExternalSchemes.BLOOMBERG_TICKER);
    Security security = _securityProvider.getSecurity(bloombergIdentifier.toBundle());
    assertNotNull(security);
    assertEuropeanVanillaEquityIndexOptionSecurity(EXPECTED_SPX_INDEXOPTION_SEC, security);
  }


  @Test

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

      payCurrency = currencies.getSecond();
      receiveCurrency = currencies.getFirst();
    }
    final ExternalId spotRateIdentifier = getSpotRateIdentifier().execute(payCurrency, receiveCurrency);
    final Pair<LocalDate, Double> spotRate = getHistoricalSource().getLatestDataPoint(MarketDataRequirementNames.MARKET_VALUE,
        spotRateIdentifier.toBundle(), null);
    if (spotRate == null) {
      s_logger.debug("No spot rate for {}", spotRateIdentifier);
      return null;
    }
    s_logger.debug("Got spot rate {} for {}", spotRate, spotRateIdentifier);

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

  public String classifyPosition(final Position position) {
    final Security security = resolveSecurity(position);
    if (security instanceof CreditDefaultSwapOptionSecurity) {
      final CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
      final ExternalId underlyingId = cdsOption.getUnderlyingId();
      final Security underlying = _securitySource.getSingle(underlyingId.toBundle());
      return  ((CreditDefaultSwapSecurity) underlying).getDebtSeniority().toString();
    } else if (security instanceof CreditDefaultSwapSecurity) {
      final CreditDefaultSwapSecurity cds = (CreditDefaultSwapSecurity) security;
      return cds.getDebtSeniority().toString();
    }

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

  }


  @Test
  public void spxIndexOptionsByBbgUnique() throws Exception {
    ExternalId bloombergIdentifier = getBloombergIdentifier(EXPECTED_SPX_INDEXOPTION_SEC, ExternalSchemes.BLOOMBERG_BUID);
    Security security = _securityProvider.getSecurity(bloombergIdentifier.toBundle());
    assertNotNull(security);
    assertEuropeanVanillaEquityIndexOptionSecurity(EXPECTED_SPX_INDEXOPTION_SEC, security);
  }


  private ExternalId getBloombergIdentifier(FinancialSecurity finSec, ExternalScheme scheme) {

View Full Code Here

Examples of com.opengamma.id.ExternalId.toBundle()

              final Object volatilityObject = inputs.getValue(requirement);
              if (volatilityObject != null) {
                final Double volatility = (Double) volatilityObject;
                final VolatilityPoint coordinate = new VolatilityPoint(x, y, z);
                data.put(coordinate, volatility);
                ids.put(coordinate, id.toBundle());
              }
            }
          }
        }
        final VolatilityCubeData volatilityCubeData = new VolatilityCubeData();

View Full Code Here

Examples of com.opengamma.id.ExternalIdBundleWithDates.toBundle()

            HistoricalTimeSeriesInfoDocument added = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
            assertNotNull(added);
            assertNotNull(added.getUniqueId());
            
            Map<ExternalIdBundle, LocalDateDoubleTimeSeries> resultMap = _historicalTimeSeriesProvider.getHistoricalTimeSeries(
                Collections.singleton(bundleWithDates.toBundle()), BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME, dataProvider, dataField, LocalDateRange.of(start, end, true));
            LocalDateDoubleTimeSeries timeSeries = resultMap.get(bundleWithDates.toBundle());
            UniqueId tsUid = _htsMaster.updateTimeSeriesDataPoints(added.getInfo().getTimeSeriesObjectId(), timeSeries);
            
            HistoricalTimeSeries hts = _htsMaster.getTimeSeries(tsUid);
            assertNotNull(hts);

View Full Code Here

Examples of com.opengamma.id.ExternalIdBundleWithDates.toBundle()

            assertNotNull(added);
            assertNotNull(added.getUniqueId());
            
            Map<ExternalIdBundle, LocalDateDoubleTimeSeries> resultMap = _historicalTimeSeriesProvider.getHistoricalTimeSeries(
                Collections.singleton(bundleWithDates.toBundle()), BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME, dataProvider, dataField, LocalDateRange.of(start, end, true));
            LocalDateDoubleTimeSeries timeSeries = resultMap.get(bundleWithDates.toBundle());
            UniqueId tsUid = _htsMaster.updateTimeSeriesDataPoints(added.getInfo().getTimeSeriesObjectId(), timeSeries);
            
            HistoricalTimeSeries hts = _htsMaster.getTimeSeries(tsUid);
            assertNotNull(hts);
            assertEquals(timeSeries, hts.getTimeSeries());

View Full Code Here

Examples of com.opengamma.id.ExternalIdBundleWithDates.toBundle()

   */
  private Map<ExternalId, HistoricalTimeSeriesInfoDocument> extractBuids(Iterable<HistoricalTimeSeriesInfoDocument> documents) {
    Map<ExternalId, HistoricalTimeSeriesInfoDocument> buids = Maps.newHashMap();
    for (HistoricalTimeSeriesInfoDocument doc : documents) {
      ExternalIdBundleWithDates identifierBundleWithDates = doc.getInfo().getExternalIdBundle();
      ExternalIdBundle bundle = identifierBundleWithDates.toBundle();
      ExternalId buid = bundle.getExternalId(ExternalSchemes.BLOOMBERG_BUID);
      if (buid == null) {
        throw new OpenGammaRuntimeException("no buid for " + bundle);
      }
      buids.put(buid, doc);

View Full Code Here

0 1 2 3

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.