/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.future;
import java.util.Collections;
import java.util.Set;
import com.opengamma.core.security.Security;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.OpenGammaFunctionExclusions;
import com.opengamma.financial.property.StaticDefaultPropertyFunction;
import com.opengamma.financial.security.future.EquityFutureSecurity;
import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.util.ArgumentChecker;
/**
* Defaults the pricing of Futures to ValuePropertyNames.CALCULATION_METHOD = "MarkToMarket" (CalculationPropertyNamesAndValues.MARK_TO_MARKET_METHOD)
*/
public class FuturesPricingDefaults extends StaticDefaultPropertyFunction {
/** The priority */
private final PriorityClass _priority;
/** The default values */
private final Set<String> _calculationMethod;
/** The value requirements for which these defaults apply */
private static final String[] s_valueNames = new String[] {
ValueRequirementNames.PRESENT_VALUE,
};
public FuturesPricingDefaults(final String priority, final String calculationMethod) {
super(ComputationTargetType.TRADE, ValuePropertyNames.CALCULATION_METHOD, true, s_valueNames);
ArgumentChecker.notNull(priority, "No priority was provided.");
ArgumentChecker.notNull(calculationMethod, "No calculationMethod was provided. Try MarkToMarket");
_priority = PriorityClass.valueOf(priority);
_calculationMethod = Collections.singleton(calculationMethod);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return _calculationMethod;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
final Security sec = target.getTrade().getSecurity();
if (!(sec instanceof EquityFutureSecurity || sec instanceof EquityIndexDividendFutureSecurity || sec instanceof IndexFutureSecurity)) {
return false;
}
return true;
}
@Override
public PriorityClass getPriority() {
return _priority;
}
@Override
public String getMutualExclusionGroup() {
return OpenGammaFunctionExclusions.CALCULATION_METHOD_DEFAULTS;
}
}