MultiCurveCalculationConfigFunction.java example

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/**
 * 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 org.threeten.bp.Instant;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.CompiledFunctionDefinition;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.analytics.ircurve.calcconfig.ConfigDBCurveCalculationConfigSource;
import com.opengamma.financial.analytics.ircurve.calcconfig.MultiCurveCalculationConfig;

/**
 * 
 */
public class MultiCurveCalculationConfigFunction extends AbstractFunction {

  private ConfigDBCurveCalculationConfigSource _curveCalculationConfigSource;

  @Override
  public void init(final FunctionCompilationContext context) {
    _curveCalculationConfigSource = ConfigDBCurveCalculationConfigSource.init(context, this);
  }

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.NULL;
      }

      @Override
      public Set<ValueSpecification> getResults(final FunctionCompilationContext compilationContext, final ComputationTarget target) {
        final ValueProperties properties = createValueProperties().withAny(ValuePropertyNames.CURVE_CALCULATION_CONFIG).get();
        final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_CALCULATION_CONFIG, target.toSpecification(), properties);
        return Collections.singleton(spec);
      }

      @Override
      public Set<ValueRequirement> getRequirements(final FunctionCompilationContext compilationContext, final ComputationTarget target, final ValueRequirement desiredValue) {
        return Collections.emptySet();
      }

      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
          final Set<ValueRequirement> desiredValues) {
        final ValueRequirement desiredValue = desiredValues.iterator().next();
        final String curveConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
        final MultiCurveCalculationConfig config = _curveCalculationConfigSource.getConfig(curveConfigName);
        final ValueProperties properties = createValueProperties().with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveConfigName).get();
        return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.CURVE_CALCULATION_CONFIG, target.toSpecification(), properties), config));
      }

    };
  }

}