/** * 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; } }