/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics; import java.util.Collections; import java.util.Set; import com.opengamma.core.position.Trade; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.AbstractFunction; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.function.FunctionExecutionContext; import com.opengamma.engine.function.FunctionInputs; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ComputedValue; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.OpenGammaExecutionContext; import com.opengamma.financial.currency.CurrencyPairs; import com.opengamma.financial.security.FinancialSecurityUtils; import com.opengamma.util.async.AsynchronousExecution; import com.opengamma.util.money.CurrencyAmount; /** * */ public class NotionalForTradeFunction extends AbstractFunction.NonCompiledInvoker { @Override public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) throws AsynchronousExecution { final CurrencyPairs currencyPairs = OpenGammaExecutionContext.getCurrencyPairsSource(executionContext).getCurrencyPairs(CurrencyPairs.DEFAULT_CURRENCY_PAIRS); final Trade trade = target.getTrade(); final CurrencyAmount ca = FinancialSecurityUtils.getNotional(trade.getSecurity(), currencyPairs, executionContext.getSecuritySource()).multipliedBy(trade.getQuantity().doubleValue()); final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.NOTIONAL, target.toSpecification(), createValueProperties().get()); return Collections.singleton(new ComputedValue(spec, ca)); } @Override public ComputationTargetType getTargetType() { return ComputationTargetType.TRADE; } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) { return Collections.singleton(new ValueSpecification(ValueRequirementNames.NOTIONAL, target.toSpecification(), createValueProperties().get())); } @Override public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { return Collections.emptySet(); } }