/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.curve.forward;
import java.util.Collections;
import java.util.Set;
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.property.DefaultPropertyFunction;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class FXForwardCurveFromMarketQuotesDefaults extends DefaultPropertyFunction {
private final String _forwardCurveInterpolator;
private final String _forwardCurveLeftExtrapolator;
private final String _forwardCurveRightExtrapolator;
public FXForwardCurveFromMarketQuotesDefaults(final String forwardCurveInterpolator, final String forwardCurveLeftExtrapolator,
final String forwardCurveRightExtrapolator) {
super(ComputationTargetType.UNORDERED_CURRENCY_PAIR, true);
ArgumentChecker.notNull(forwardCurveInterpolator, "forward curve interpolator");
ArgumentChecker.notNull(forwardCurveLeftExtrapolator, "forward curve left extrapolator");
ArgumentChecker.notNull(forwardCurveRightExtrapolator, "forward curve right extrapolator");
_forwardCurveInterpolator = forwardCurveInterpolator;
_forwardCurveLeftExtrapolator = forwardCurveLeftExtrapolator;
_forwardCurveRightExtrapolator = forwardCurveRightExtrapolator;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.FORWARD_CURVE, ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_INTERPOLATOR);
defaults.addValuePropertyName(ValueRequirementNames.FORWARD_CURVE, ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_LEFT_EXTRAPOLATOR);
defaults.addValuePropertyName(ValueRequirementNames.FORWARD_CURVE, ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_RIGHT_EXTRAPOLATOR);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_INTERPOLATOR.equals(propertyName)) {
return Collections.singleton(_forwardCurveInterpolator);
}
if (ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_LEFT_EXTRAPOLATOR.equals(propertyName)) {
return Collections.singleton(_forwardCurveLeftExtrapolator);
}
if (ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_RIGHT_EXTRAPOLATOR.equals(propertyName)) {
return Collections.singleton(_forwardCurveRightExtrapolator);
}
return null;
}
}