/** * 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.LinkedHashMap; import java.util.Map; 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.target.ComputationTargetType; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.model.cds.ISDAFunctionConstants; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * */ public class ISDAYieldCurveDefaults extends DefaultPropertyFunction { private static final Logger s_logger = LoggerFactory.getLogger(ISDAYieldCurveDefaults.class); private final PriorityClass _priority; private final Map<String, String> _offsetsForCurrency; public ISDAYieldCurveDefaults(final String priority, final String... currencyAndOffsets) { super(ComputationTargetType.CURRENCY, true); ArgumentChecker.notNull(priority, "priority"); ArgumentChecker.notNull(currencyAndOffsets, "currency and offsets"); ArgumentChecker.isTrue(currencyAndOffsets.length % 2 == 0, "must have one offset per currency"); _priority = PriorityClass.valueOf(priority); _offsetsForCurrency = new LinkedHashMap<>(); for (int i = 0; i < currencyAndOffsets.length; i += 2) { _offsetsForCurrency.put(currencyAndOffsets[i], currencyAndOffsets[i + 1]); } } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { return _offsetsForCurrency.containsKey(((Currency) target.getValue()).getCode()); } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, ISDAFunctionConstants.ISDA_CURVE_OFFSET); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { final String currency = target.getUniqueId().getValue(); final String offset = _offsetsForCurrency.get(currency); if (offset != null) { return Collections.singleton(offset); } s_logger.error("Could not get number of offset days for {}; should never happen", currency); return null; } @Override public PriorityClass getPriority() { return _priority; } }