/** * Copyright (C) 2011 - 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.HashMap; import java.util.Map; import java.util.Set; import org.slf4j.Logger; import org.slf4j.LoggerFactory; 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.analytics.model.multicurve.MultiCurvePricingFunction; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.financial.security.FinancialSecurityUtils; import com.opengamma.financial.security.future.InterestRateFutureSecurity; import com.opengamma.util.ArgumentChecker; /** * Dummy function for injecting default curve names into the dependency graph. * @deprecated These properties are no longer needed when using {@link MultiCurvePricingFunction} * and related classes. */ @Deprecated public class InterestRateFutureDefaults extends DefaultPropertyFunction { private static final Logger s_logger = LoggerFactory.getLogger(InterestRateFutureDefaults.class); private static final String[] s_valueNames = new String[] { ValueRequirementNames.PRESENT_VALUE, ValueRequirementNames.PV01, ValueRequirementNames.YIELD_CURVE_NODE_SENSITIVITIES, ValueRequirementNames.VALUE_THETA }; private final Map<String, String> _currencyAndCurveConfigNames; public InterestRateFutureDefaults(final String... currencyAndCurveConfigNames) { super(ComputationTargetType.TRADE, true); ArgumentChecker.notNull(currencyAndCurveConfigNames, "currency and curve config names"); final int nPairs = currencyAndCurveConfigNames.length; ArgumentChecker.isTrue(nPairs % 2 == 0, "Must have one curve config name per currency"); _currencyAndCurveConfigNames = new HashMap<>(); for (int i = 0; i < currencyAndCurveConfigNames.length; i += 2) { _currencyAndCurveConfigNames.put(currencyAndCurveConfigNames[i], currencyAndCurveConfigNames[i + 1]); } } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { if (!(target.getTrade().getSecurity() instanceof InterestRateFutureSecurity)) { return false; } final String currency = FinancialSecurityUtils.getCurrency(target.getTrade().getSecurity()).getCode(); return _currencyAndCurveConfigNames.containsKey(currency); } @Override protected void getDefaults(final PropertyDefaults defaults) { for (final String valueName : s_valueNames) { defaults.addValuePropertyName(valueName, ValuePropertyNames.CURVE_CALCULATION_CONFIG); } } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (ValuePropertyNames.CURVE_CALCULATION_CONFIG.equals(propertyName)) { final String currencyName = FinancialSecurityUtils.getCurrency(target.getTrade().getSecurity()).getCode(); final String configName = _currencyAndCurveConfigNames.get(currencyName); if (configName == null) { s_logger.error("Could not get config for currency " + currencyName + "; should never happen"); return null; } return Collections.singleton(configName); } return null; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.INTEREST_RATE_FUTURE; } }