/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.credit; import java.util.Collections; import java.util.Set; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.OpenGammaFunctionExclusions; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.financial.security.FinancialSecurityTypes; import com.opengamma.util.ArgumentChecker; /** * */ public class ISDALegacyVanillaCDSDefaults extends DefaultPropertyFunction { private static final Logger s_logger = LoggerFactory.getLogger(ISDALegacyVanillaCDSDefaults.class); private static final String[] VALUE_REQUIREMENTS = new String[] { ValueRequirementNames.CLEAN_PRICE, ValueRequirementNames.DIRTY_PRICE }; private final String _nIntegrationPoints; public ISDALegacyVanillaCDSDefaults(final String nIntegrationPoints) { super(FinancialSecurityTypes.LEGACY_VANILLA_CDS_SECURITY, true); ArgumentChecker.notNull(nIntegrationPoints, "number of integration points"); _nIntegrationPoints = nIntegrationPoints; } @Override protected void getDefaults(final PropertyDefaults defaults) { for (final String valueRequirement : VALUE_REQUIREMENTS) { defaults.addValuePropertyName(valueRequirement, CreditInstrumentPropertyNamesAndValues.PROPERTY_N_INTEGRATION_POINTS); } } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (CreditInstrumentPropertyNamesAndValues.PROPERTY_N_INTEGRATION_POINTS.equals(propertyName)) { return Collections.singleton(_nIntegrationPoints); } s_logger.warn("Did not have default value for property called {}", propertyName); return null; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.ISDA_LEGACY_CDS_PRICING; } }