public Portfolio filter(final Portfolio inputPortfolio) {
return new SimplePortfolio(
UniqueId.of(
inputPortfolio.getUniqueId().getScheme(),
buildPortfolioName(inputPortfolio.getUniqueId().getValue())),
buildPortfolioName(inputPortfolio.getName()),
filter(inputPortfolio.getRootNode()));
}
/**
* Resolves the securities.
*
* @param compilationContext the compilation context containing the view being compiled, not null
* @param portfolio the portfolio to update, not null
* @param versionCorrection the version-correction at which to resolve the securities, not null
* @return the updated portfolio, not null
*/
private static Portfolio resolveSecurities(
ViewCompilationContext compilationContext,
Portfolio portfolio,
VersionCorrection versionCorrection) {
OperationTimer timer =
new OperationTimer(s_logger, "Resolving all securities for {}", portfolio.getName());
try {
new SecurityLinkResolver(compilationContext, versionCorrection)
.resolveSecurities(portfolio.getRootNode());
} catch (Exception e) {
throw new OpenGammaRuntimeException(
"Unable to resolve all securities for portfolio " + portfolio.getName());
} finally {
timer.finished();
}
return portfolio;
}
private static List<PortfolioRow> flattenPortfolio(final Portfolio portfolio) {
List<PortfolioRow> rows = new ArrayList<PortfolioRow>();
if (portfolio == null) {
return rows;
}
flattenPortfolio(portfolio.getRootNode(), null, 0, portfolio.getName(), rows);
return rows;
}