/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.horizon;
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.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class FXOptionBlackThetaDefaults extends DefaultPropertyFunction {
private final PriorityClass _priority;
private final String _defaultNumberOfDays;
public FXOptionBlackThetaDefaults(final String priority, final String defaultNumberOfDays) {
super(FinancialSecurityTypes.FX_OPTION_SECURITY.or(FinancialSecurityTypes.FX_BARRIER_OPTION_SECURITY).or(FinancialSecurityTypes.FX_DIGITAL_OPTION_SECURITY)
.or(FinancialSecurityTypes.NON_DELIVERABLE_FX_OPTION_SECURITY).or(FinancialSecurityTypes.NON_DELIVERABLE_FX_DIGITAL_OPTION_SECURITY), true);
ArgumentChecker.notNull(priority, "priority");
ArgumentChecker.notNull(defaultNumberOfDays, "default number of days");
_priority = PriorityClass.valueOf(priority);
_defaultNumberOfDays = defaultNumberOfDays;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.VALUE_THETA, ThetaPropertyNamesAndValues.PROPERTY_DAYS_TO_MOVE_FORWARD);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (ThetaPropertyNamesAndValues.PROPERTY_DAYS_TO_MOVE_FORWARD.equals(propertyName)) {
return Collections.singleton(_defaultNumberOfDays);
}
return null;
}
@Override
public PriorityClass getPriority() {
return _priority;
}
@Override
public String getMutualExclusionGroup() {
return OpenGammaFunctionExclusions.FX_OPTION_THETA_DEFAULTS;
}
}