/**
* Copyright (C) 2013 - 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 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.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class SpreadCurveShiftDefaults extends DefaultPropertyFunction {
private static final String[] VALUE_REQUIREMENTS = new String[] {
ValueRequirementNames.CS01,
ValueRequirementNames.BUCKETED_CS01,
ValueRequirementNames.GAMMA_CS01,
ValueRequirementNames.BUCKETED_GAMMA_CS01,
ValueRequirementNames.RR01,
ValueRequirementNames.IR01,
ValueRequirementNames.BUCKETED_IR01,
ValueRequirementNames.JUMP_TO_DEFAULT,
ValueRequirementNames.PRESENT_VALUE,
ValueRequirementNames.VALUE_VEGA,
ValueRequirementNames.HAZARD_RATE_CURVE,
ValueRequirementNames.CREDIT_SPREAD_CURVE,
ValueRequirementNames.NET_MARKET_VALUE
};
private final String _shiftType;
public SpreadCurveShiftDefaults(final String shiftType) {
super(FinancialSecurityTypes.STANDARD_VANILLA_CDS_SECURITY
.or(FinancialSecurityTypes.LEGACY_VANILLA_CDS_SECURITY)
.or(FinancialSecurityTypes.CREDIT_DEFAULT_SWAP_OPTION_SECURITY)
.or(FinancialSecurityTypes.CREDIT_DEFAULT_SWAP_INDEX_SECURITY), true);
ArgumentChecker.notNull(shiftType, "shift type");
_shiftType = shiftType;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueRequirement : VALUE_REQUIREMENTS) {
defaults.addValuePropertyName(valueRequirement, CreditInstrumentPropertyNamesAndValues.PROPERTY_SPREAD_CURVE_SHIFT_TYPE);
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (CreditInstrumentPropertyNamesAndValues.PROPERTY_SPREAD_CURVE_SHIFT_TYPE.equals(propertyName)) {
return Collections.singleton(_shiftType);
}
return null;
}
}