/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.irfutureoption; 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.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.util.ArgumentChecker; /** * For {@link ValueRequirementNames#POSITION_DELTA} and {@link ValueRequirementNames#POSITION_GAMMA}, * includes default value {@link ValuePropertyNames#SCALE} to existing defaults as specified in {@link InterestRateFutureOptionBlackDefaults} * @deprecated The functions for which these defaults apply are deprecated. See comment in {@link InterestRateFutureOptionBlackFunction} */ @Deprecated public class InterestRateFutureOptionBlackPositionDeltaGammaScaleDefaults extends InterestRateFutureOptionBlackDefaults { private final String _defaultScale; public InterestRateFutureOptionBlackPositionDeltaGammaScaleDefaults(final String... scaleCurrencyCurveConfigAndSurfaceNames) { super(Arrays.copyOfRange(scaleCurrencyCurveConfigAndSurfaceNames, 1, scaleCurrencyCurveConfigAndSurfaceNames.length)); ArgumentChecker.isTrue((scaleCurrencyCurveConfigAndSurfaceNames.length - 1) % 3 == 0, "Input array must begin with a double representing the scale factor to apply, " + "then follow with one curve config and surface name per currency"); _defaultScale = scaleCurrencyCurveConfigAndSurfaceNames[0]; } @Override protected void getDefaults(final PropertyDefaults defaults) { super.getDefaults(defaults); defaults.addValuePropertyName(ValueRequirementNames.POSITION_DELTA, ValuePropertyNames.SCALE); defaults.addValuePropertyName(ValueRequirementNames.POSITION_GAMMA, ValuePropertyNames.SCALE); defaults.addValuePropertyName(ValueRequirementNames.VALUE_DELTA, ValuePropertyNames.SCALE); defaults.addValuePropertyName(ValueRequirementNames.VALUE_GAMMA, ValuePropertyNames.SCALE); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (ValuePropertyNames.SCALE.equals(propertyName)) { return Collections.singleton(_defaultScale); } return super.getDefaultValue(context, target, desiredValue, propertyName); } }