/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.curve; import java.util.Collections; import java.util.Set; import org.threeten.bp.Instant; import org.threeten.bp.LocalTime; import org.threeten.bp.ZoneOffset; import org.threeten.bp.ZonedDateTime; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.AbstractFunction; import com.opengamma.engine.function.CompiledFunctionDefinition; 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.ValueProperties; import com.opengamma.engine.value.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.analytics.curve.credit.ConfigDBCurveDefinitionSource; import com.opengamma.financial.analytics.curve.credit.CurveDefinitionSource; import com.opengamma.financial.analytics.curve.credit.CurveSpecificationBuilder; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.async.AsynchronousExecution; /** * For a curve name, pulls the {@link CurveSpecification} from the database. */ public class CurveSpecificationFunction extends AbstractFunction { /** The curve name */ private final String _curveName; /** The curve definition source */ private CurveDefinitionSource _curveDefinitionSource; /** The curve specification builder */ private CurveSpecificationBuilder _curveSpecificationBuilder; /** * @param curveName The curve name, not null */ public CurveSpecificationFunction(final String curveName) { ArgumentChecker.notNull(curveName, "curve name"); _curveName = curveName; } /** * Gets the curve name. * * @return The curve name */ public String getCurveName() { return _curveName; } @Override public void init(final FunctionCompilationContext context) { _curveDefinitionSource = ConfigDBCurveDefinitionSource.init(context, this); _curveSpecificationBuilder = ConfigDBCurveSpecificationBuilder.init(context, this); } @Override public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) { final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC); try { final AbstractCurveSpecification curveSpecification = CurveUtils.getSpecification(atInstant, _curveDefinitionSource, _curveSpecificationBuilder, atZDT.toLocalDate(), _curveName); final ValueProperties properties = createValueProperties().with(ValuePropertyNames.CURVE, _curveName).get(); final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_SPECIFICATION, ComputationTargetSpecification.NULL, properties); return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), curveSpecification, spec); } catch (final Exception e) { throw new OpenGammaRuntimeException(e.getMessage() + ": problem in CurveSpecification called " + _curveName); } } /** * Function that creates a {@link CurveSpecification}. */ protected class MyCompiledFunction extends AbstractInvokingCompiledFunction { /** The value specification of the result */ private final ValueSpecification _spec; /** The result */ private final Set<ComputedValue> _result; /** * @param earliestInvocation The earliest time at which this function is valid * @param latestInvocation The latest time at which this function is valid * @param specification The curve specification * @param spec The result specification */ public MyCompiledFunction(final ZonedDateTime earliestInvocation, final ZonedDateTime latestInvocation, final AbstractCurveSpecification specification, final ValueSpecification spec) { super(earliestInvocation, latestInvocation); _spec = spec; _result = Collections.singleton(new ComputedValue(spec, specification)); } @Override public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) throws AsynchronousExecution { return _result; } @Override public ComputationTargetType getTargetType() { return ComputationTargetType.NULL; } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext compilationContext, final ComputationTarget target) { return Collections.singleton(_spec); } @Override public Set<ValueRequirement> getRequirements(final FunctionCompilationContext compilationContext, final ComputationTarget target, final ValueRequirement desiredValue) { return Collections.emptySet(); } } }