/**
* 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();
}
}