/**
* 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.model.InterpolatedDataProperties;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.id.UniqueId;
import com.opengamma.util.ArgumentChecker;
/**
* Sets default values for the extrapolation methods for interpolated yield curves.
*/
public class InterpolatedYieldCurveDefaults extends DefaultPropertyFunction {
/** The left extrapolator name */
private final String _leftExtrapolatorName;
/** The right extrapolator name */
private final String _rightExtrapolatorName;
/** The currencies for which these defaults apply */
private final String[] _applicableCurrencyNames;
/**
* @param leftExtrapolatorName The left extrapolator name, not null
* @param rightExtrapolatorName The right extrapolator name, not null
* @param applicableCurrencyNames The applicable currency names, not null
*/
public InterpolatedYieldCurveDefaults(final String leftExtrapolatorName, final String rightExtrapolatorName,
final String... applicableCurrencyNames) {
super(ComputationTargetType.CURRENCY, true);
ArgumentChecker.notNull(leftExtrapolatorName, "left extrapolator name");
ArgumentChecker.notNull(rightExtrapolatorName, "right extrapolator name");
ArgumentChecker.notNull(applicableCurrencyNames, "applicable currency names");
_leftExtrapolatorName = leftExtrapolatorName;
_rightExtrapolatorName = rightExtrapolatorName;
_applicableCurrencyNames = applicableCurrencyNames;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
final UniqueId uid = target.getUniqueId();
if (uid == null) {
return false;
}
if (target.getUniqueId() == null) {
return false;
}
for (final String applicableCurrencyName : _applicableCurrencyNames) {
if (applicableCurrencyName.equals(uid.getValue())) {
return true;
}
}
return false;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_leftExtrapolatorName);
}
if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_rightExtrapolatorName);
}
return null;
}
}