/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.forex.defaultproperties; import java.util.Collections; import java.util.Set; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.OpenGammaFunctionExclusions; import com.opengamma.financial.analytics.model.forex.option.callspreadblack.FXDigitalCallSpreadBlackFunction; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.financial.security.FinancialSecurityTypes; import com.opengamma.util.ArgumentChecker; /** * */ public class FXDigitalCallSpreadBlackDefaults extends DefaultPropertyFunction { private static final String[] VALUE_REQUIREMENTS = new String[] { ValueRequirementNames.PRESENT_VALUE, ValueRequirementNames.FX_CURRENCY_EXPOSURE, ValueRequirementNames.VALUE_VEGA, ValueRequirementNames.VALUE_GAMMA, ValueRequirementNames.VALUE_GAMMA_P, ValueRequirementNames.VEGA_MATRIX, ValueRequirementNames.VEGA_QUOTE_MATRIX, ValueRequirementNames.FX_CURVE_SENSITIVITIES, ValueRequirementNames.PV01, ValueRequirementNames.CALL_SPREAD_VALUE_VEGA, ValueRequirementNames.VALUE_THETA }; private final String _spread; /** * @param spread The spread to use */ public FXDigitalCallSpreadBlackDefaults(final String spread) { super(FinancialSecurityTypes.FX_DIGITAL_OPTION_SECURITY.or(FinancialSecurityTypes.NON_DELIVERABLE_FX_DIGITAL_OPTION_SECURITY), true); ArgumentChecker.notNull(spread, "spread"); _spread = spread; } @Override protected void getDefaults(final PropertyDefaults defaults) { for (final String valueRequirement : VALUE_REQUIREMENTS) { defaults.addValuePropertyName(valueRequirement, FXDigitalCallSpreadBlackFunction.PROPERTY_CALL_SPREAD_VALUE); } } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (FXDigitalCallSpreadBlackFunction.PROPERTY_CALL_SPREAD_VALUE.equals(propertyName)) { return Collections.singleton(_spread); } return null; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.FX_DIGITAL_OPTION_CALL_SPREAD_BLACK_DEFAULTS; } }