/** * 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; } }