/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.option;
import com.opengamma.analytics.financial.model.option.definition.CappedPowerOptionDefinition;
import com.opengamma.analytics.financial.model.option.definition.OptionDefinition;
import com.opengamma.analytics.financial.model.option.definition.StandardOptionDataBundle;
import com.opengamma.analytics.financial.model.option.pricing.analytic.AnalyticOptionModel;
import com.opengamma.analytics.financial.model.option.pricing.analytic.CappedPowerOptionModel;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.option.EquityOptionSecurity;
/**
*
*/
@Deprecated
public class CappedPowerOptionModelFunction extends StandardOptionDataAnalyticOptionModelFunction {
private final AnalyticOptionModel<CappedPowerOptionDefinition, StandardOptionDataBundle> _model = new CappedPowerOptionModel();
@SuppressWarnings("unchecked")
@Override
protected AnalyticOptionModel<CappedPowerOptionDefinition, StandardOptionDataBundle> getModel() {
return _model;
}
@Override
protected OptionDefinition getOptionDefinition(final EquityOptionSecurity option) {
//REVIEW yomi 03-06-2011 Elaine needs to confirm what this test should be
/*
final CappedPoweredPayoffStyle payoff = (CappedPoweredPayoffStyle) option.getPayoffStyle();
return new CappedPowerOptionDefinition(option.getStrike(), option.getExpiry(), payoff.getPower(), payoff.getCap(), option.getOptionType() == OptionType.CALL);
*/
throw new UnsupportedOperationException();
}
@Override
public ComputationTargetType getTargetType() {
return FinancialSecurityTypes.EQUITY_OPTION_SECURITY;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
//REVIEW yomi 03-06-2011 Elaine needs to confirm what this test should be
/*
return (target.getSecurity() instanceof OptionSecurity && ((OptionSecurity) target.getSecurity()).getPayoffStyle() instanceof CappedPoweredPayoffStyle);
*/
return true;
}
@Override
public String getShortName() {
return "CappedPowerOptionModel";
}
}