/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.bond; import java.util.Collections; import java.util.Set; import com.opengamma.core.value.MarketDataRequirementNames; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.function.FunctionExecutionContext; import com.opengamma.engine.value.ComputedValue; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.security.bond.BondSecurity; /** * */ public class BondMarketYieldFunction extends BondMarketDataFunction { public BondMarketYieldFunction() { super(MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID); } @Override protected Set<ComputedValue> getComputedValues(final FunctionExecutionContext context, final double value, final BondSecurity security, final ComputationTargetSpecification target) { final ValueSpecification specification = new ValueSpecification(ValueRequirementNames.MARKET_YTM, target, createValueProperties().get()); return Collections.singleton(new ComputedValue(specification, value)); } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) { return Collections.singleton(new ValueSpecification(ValueRequirementNames.MARKET_YTM, target.toSpecification(), createValueProperties().get())); } @Override public String getShortName() { return "BondMarketYieldFunction"; } }