Hey ,
Often there are situations where a security might not be valid after a particular date.
Like if a company closes down or get acquired by someone else , the security information of the company might to be valid now.
In such cases is there provision in OpenGamma to flag that security don’t exist after a particular date ?
~Shyam
If you wanted to do that the current way would be to set the TimeSource on the DbSecurityMaster instance (it’s part of the AbstractDbMaster class) by calling setTimeSource(). You set the time source to the time you want the security to be valid until and delete the security. It should then be labelled as being deleted only after that date and will appear correctly prior to that date.
It’s not an ideal mechanism for doing what you want - we are planning to add more methods to the interface to allow this kind of operation to be done more easily, but that’s how you do it for now.
Regards,
Jim
Hi @jim ,
I would like to know if there is any change to the aforementioned issue. Along with this are there methods mark a company was merged to another or a 2 companies have merged to form a new company.
~Shyam
Yes, we have been working on a significant change that one of our engineers is working on currently to totally fix the issue and allow arbitrary insertion/manipulation of new versions. He thinks he’ll be able to merge it into our main branch in about 10 days.
Best Regards,
Jim