/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.aggregation; import com.opengamma.analytics.financial.credit.DebtSeniority; import com.opengamma.core.position.Position; import com.opengamma.core.security.SecuritySource; import com.opengamma.financial.security.cds.AbstractCreditDefaultSwapSecurity; import com.opengamma.financial.security.cds.CreditDefaultSwapSecurity; /** * Simple aggregator function to allow positions to be aggregated by debt seniority. This is * generally only applicable to CDS securities, and if applied to securities with no * debt seniority, the result of {@link #classifyPosition(Position)} will be "N/A". */ public class CdsSeniorityAggregationFunction extends AbstractCdsAggregationFunction<DebtSeniority> { /** * Function name. */ private static final String NAME = "Seniority"; /** * Creates an instance. * * @param securitySource the security source, not null */ public CdsSeniorityAggregationFunction(SecuritySource securitySource) { super(NAME, securitySource, new CdsValueExtractor<DebtSeniority>() { @Override public DebtSeniority extract(AbstractCreditDefaultSwapSecurity cds) { if (cds instanceof CreditDefaultSwapSecurity) { return ((CreditDefaultSwapSecurity) cds).getDebtSeniority(); } else { // CreditDefaultSwapOptionSecurity // null communicates N/A return null; } } }); } //------------------------------------------------------------------------- @Override protected String handleExtractedData(DebtSeniority extracted) { return extracted.toString(); } }