/**
* 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.model.swaption.black.SwaptionBlackDefaultPropertiesFunction;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class SwaptionBlackThetaDefaults extends SwaptionBlackDefaultPropertiesFunction {
private final String _defaultNumberOfDays;
public SwaptionBlackThetaDefaults(final String defaultNumberOfDays, final String[] currencyCurveConfigAndSurfaceNames) {
super(currencyCurveConfigAndSurfaceNames);
ArgumentChecker.notNull(defaultNumberOfDays, "default number of days");
_defaultNumberOfDays = defaultNumberOfDays;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
super.getDefaults(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 super.getDefaultValue(context, target, desiredValue, propertyName);
}
}