/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.futureoption; import java.util.Collections; 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.value.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.financial.security.FinancialSecurityTypes; import com.opengamma.util.ArgumentChecker; /** * Default barrier distance output format */ public class BarrierOptionDistanceDefaults extends DefaultPropertyFunction { /** The logger */ private static final Logger s_logger = LoggerFactory.getLogger(BarrierOptionDistanceDefaults.class); /** Default value for barrier output */ private final String _barrierOutput; /** * Value requirement names for which these properties apply */ private static final String[] s_valueNames = new String[] { ValueRequirementNames.BARRIER_DISTANCE }; /** * @param barrierOutput the barrier output format, not null */ public BarrierOptionDistanceDefaults(final String barrierOutput) { super(FinancialSecurityTypes.EQUITY_BARRIER_OPTION_SECURITY .or(FinancialSecurityTypes.FX_BARRIER_OPTION_SECURITY) .or(FinancialSecurityTypes.FX_DIGITAL_OPTION_SECURITY), true); ArgumentChecker.notNull(barrierOutput, "barrier output format"); _barrierOutput = barrierOutput; } @Override protected void getDefaults(final PropertyDefaults defaults) { for (final String valueName : s_valueNames) { defaults.addValuePropertyName(valueName, ValuePropertyNames.BARRIER_DISTANCE_OUTPUT_FORMAT); } } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (ValuePropertyNames.BARRIER_DISTANCE_OUTPUT_FORMAT.equals(propertyName)) { return Collections.singleton(_barrierOutput); } s_logger.error("Could not get default value for {}", propertyName); return null; } }