/**
* 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.Arrays;
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.model.irfutureoption.InterestRateFutureOptionBlackDefaults;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class InterestRateFutureOptionBlackThetaDefaults extends InterestRateFutureOptionBlackDefaults {
private final String _defaultNumberOfDays;
public InterestRateFutureOptionBlackThetaDefaults(final String... daysCurrencyCurveConfigAndSurfaceNames) {
super(Arrays.copyOfRange(daysCurrencyCurveConfigAndSurfaceNames, 1, daysCurrencyCurveConfigAndSurfaceNames.length));
ArgumentChecker.isTrue((daysCurrencyCurveConfigAndSurfaceNames.length - 1) % 3 == 0,
"Input array must begin with a number of days then follow with one curve config and surface name per currency");
_defaultNumberOfDays = daysCurrencyCurveConfigAndSurfaceNames[0];
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
super.getDefaults(defaults);
defaults.addValuePropertyName(ValueRequirementNames.VALUE_THETA, ThetaPropertyNamesAndValues.PROPERTY_DAYS_TO_MOVE_FORWARD);
defaults.addValuePropertyName(ValueRequirementNames.POSITION_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 super.getDefaultValue(context, target, desiredValue, propertyName);
}
}