/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics; import java.math.BigDecimal; import java.util.Collections; import java.util.Set; import com.opengamma.core.position.PositionOrTrade; import com.opengamma.core.security.Security; 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.security.bond.BondSecurity; import com.opengamma.util.async.AsynchronousExecution; /** * Function that returns the quantity of a position or trade. In the case of bonds, * this is the quantity / par amount. For all other security types, the quantity is * read from the trade or position. */ public class QuantityFunction extends AbstractFunction.NonCompiledInvoker { @Override public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) throws AsynchronousExecution { final ValueRequirement desiredValue = desiredValues.iterator().next(); final PositionOrTrade positionOrTrade = target.getPositionOrTrade(); final Security security = positionOrTrade.getSecurity(); final BigDecimal quantity; if (security instanceof BondSecurity) { final BondSecurity bondSecurity = (BondSecurity) security; quantity = new BigDecimal(positionOrTrade.getQuantity().doubleValue() / bondSecurity.getParAmount()); } else { quantity = target.getPositionOrTrade().getQuantity(); } final ValueSpecification valueSpec = new ValueSpecification(ValueRequirementNames.QUANTITY, target.toSpecification(), desiredValue.getConstraints()); return Collections.singleton(new ComputedValue(valueSpec, quantity)); } @Override public ComputationTargetType getTargetType() { return ComputationTargetType.POSITION_OR_TRADE; } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) { return Collections.singleton(new ValueSpecification(ValueRequirementNames.QUANTITY, target.toSpecification(), createValueProperties().get())); } @Override public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { return Collections.emptySet(); } }