/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity.option;
import com.opengamma.core.security.Security;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityUtils;
/**
* Populates {@link EquityOptionFunction}, including {@link EquityVanillaBarrierOptionBlackFunction}, with defaults appropriate
* for pricing using an interpolated Black lognormal volatility surface.
*/
public class EquityOptionInterpolatedBlackLognormalPerCurrencyDefaults extends EquityOptionInterpolatedBlackLognormalDefaults {
/**
* @param priority The priority class of {@link DefaultPropertyFunction} instances, allowing them to be ordered relative to each other, not null
* @param perCurrencyConfig Defaults values of curve configuration, discounting curve, surface name and interpolation method per currency, not null
*/
public EquityOptionInterpolatedBlackLognormalPerCurrencyDefaults(final String priority, final String... perCurrencyConfig) {
super(priority, perCurrencyConfig);
}
@Override
protected String getId(final Security security) {
return FinancialSecurityUtils.getCurrency(security).getCode().toUpperCase();
}
}