/**
* Copyright (C) 2012 - 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.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class BondZSpreadDefaultRiskFreeCurveNamesFunction extends DefaultPropertyFunction {
private final String[] _valueNames;
private final String _riskFreeCurve;
public BondZSpreadDefaultRiskFreeCurveNamesFunction(final String riskFreeCurve, final String... valueNames) {
super(FinancialSecurityTypes.BOND_SECURITY, true);
ArgumentChecker.notNull(riskFreeCurve, "risk-free curve name");
ArgumentChecker.notNull(valueNames, "value names");
_riskFreeCurve = riskFreeCurve;
_valueNames = valueNames;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueName : _valueNames) {
defaults.addValuePropertyName(valueName, BondFunction.PROPERTY_RISK_FREE_CURVE);
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (BondFunction.PROPERTY_RISK_FREE_CURVE.equals(propertyName)) {
return Collections.singleton(_riskFreeCurve);
}
return null;
}
}