/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model; import static com.opengamma.engine.value.ValuePropertyNames.CURRENCY; import static com.opengamma.engine.value.ValueRequirementNames.PRESENT_VALUE; import java.util.Collections; import java.util.Set; 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.ValueProperties; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.security.FinancialSecurityTypes; import com.opengamma.financial.security.FinancialSecurityUtils; import com.opengamma.financial.security.cash.CashBalanceSecurity; import com.opengamma.util.async.AsynchronousExecution; /** * Function that produces present values for cash balances. The present value * is defined to be equal to the notional. */ public class PVCashBalanceFunction extends AbstractFunction.NonCompiledInvoker { @Override public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) throws AsynchronousExecution { final CashBalanceSecurity security = (CashBalanceSecurity) target.getSecurity(); final double pv = security.getAmount(); final ValueProperties properties = createValueProperties() .with(CURRENCY, security.getCurrency().getCode()) .get(); final ValueSpecification spec = new ValueSpecification(PRESENT_VALUE, target.toSpecification(), properties); return Collections.singleton(new ComputedValue(spec, pv)); } @Override public ComputationTargetType getTargetType() { return FinancialSecurityTypes.CASH_BALANCE_SECURITY; } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) { final ValueProperties properties = createValueProperties() .with(CURRENCY, FinancialSecurityUtils.getCurrency(target.getSecurity()).getCode()) .get(); return Collections.singleton(new ValueSpecification(PRESENT_VALUE, target.toSpecification(), properties)); } @Override public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { return Collections.emptySet(); } }