/**
* 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.interestrate;
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.analytics.ircurve.YieldCurveFunction;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.util.ArgumentChecker;
/**
* Sets defaults for <b>all</b> curves that are calculated using the FX implied method.
* @deprecated Use the version that takes information about how to calculate the curve
* @see FXImpliedYieldCurveDefaults
*/
@Deprecated
public class FXImpliedYieldCurveDefaultsDeprecated extends DefaultPropertyFunction {
/** The interpolator name */
private final String _interpolatorName;
/** The left extrapolator name */
private final String _leftExtrapolatorName;
/** The right extrapolator name */
private final String _rightExtrapolatorName;
/**
* @param interpolatorName The interpolator name
* @param leftExtrapolatorName The left extrapolator name
* @param rightExtrapolatorName The right extrapolator name
*/
public FXImpliedYieldCurveDefaultsDeprecated(final String interpolatorName, final String leftExtrapolatorName, final String rightExtrapolatorName) {
super(ComputationTargetType.CURRENCY, true);
ArgumentChecker.notNull(interpolatorName, "interpolator name");
ArgumentChecker.notNull(leftExtrapolatorName, "left extrapolator name");
ArgumentChecker.notNull(rightExtrapolatorName, "right extrapolator name");
_interpolatorName = interpolatorName;
_leftExtrapolatorName = leftExtrapolatorName;
_rightExtrapolatorName = rightExtrapolatorName;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_INTERPOLATOR);
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_LEFT_EXTRAPOLATOR);
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_RIGHT_EXTRAPOLATOR);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (YieldCurveFunction.PROPERTY_INTERPOLATOR.equals(propertyName)) {
return Collections.singleton(_interpolatorName);
}
if (YieldCurveFunction.PROPERTY_LEFT_EXTRAPOLATOR.equals(propertyName)) {
return Collections.singleton(_leftExtrapolatorName);
}
if (YieldCurveFunction.PROPERTY_RIGHT_EXTRAPOLATOR.equals(propertyName)) {
return Collections.singleton(_rightExtrapolatorName);
}
return null;
}
}