/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.ircurve; import java.util.Set; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.target.ComputationTargetType; 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.financial.property.StaticDefaultPropertyFunction; /** * Function to inject default yield curve shifts into the dependency graph. Shifts are taken from the default properties in the following order: * <ul> * <li><em>curve name</em>_<em>currency</em>_YIELD_CURVE_SHIFT * <li><em>curve_name</em>_YIELD_CURVE_SHIFT * <li><em>currency</em>_YIELD_CURVE_SHIFT * <li>YIELD_CURVE_SHIFT * </ul> * This should allow either specific curves to be adjusted or more global changes. */ public class DefaultYieldCurveShiftFunction extends StaticDefaultPropertyFunction { /** * Property to shift all yield curves. */ protected static final String YIELD_CURVE_SHIFT = "YIELD_CURVE_" + YieldCurveShiftFunction.SHIFT; public DefaultYieldCurveShiftFunction() { super(ComputationTargetType.CURRENCY, YieldCurveShiftFunction.SHIFT, false, ValueRequirementNames.YIELD_CURVE); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { final String currency = target.getUniqueId().getValue(); final ValueProperties defaults = context.getViewCalculationConfiguration().getDefaultProperties(); final String name = desiredValue.getConstraints().getStrictValue(ValuePropertyNames.CURVE); Set<String> values; if (name != null) { values = defaults.getValues(name + "_" + currency + "_" + YIELD_CURVE_SHIFT); if (values != null) { return values; } values = defaults.getValues(name + "_" + YIELD_CURVE_SHIFT); if (values != null) { return values; } } values = defaults.getValues(currency + "_" + YIELD_CURVE_SHIFT); if (values != null) { return values; } return defaults.getValues(YIELD_CURVE_SHIFT); } }