/**
* 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();
}
}
}