/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.pnl; import java.util.Collections; import java.util.Set; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.OpenGammaFunctionExclusions; import com.opengamma.financial.analytics.model.forex.option.callspreadblack.FXDigitalCallSpreadBlackFunction; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.financial.security.FinancialSecurity; import com.opengamma.financial.security.option.FXDigitalOptionSecurity; import com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity; import com.opengamma.util.ArgumentChecker; /** * */ public class FXDigitalCallSpreadBlackDeltaPnLDefaults extends DefaultPropertyFunction { private final PriorityClass _priority; private final String _callSpread; public FXDigitalCallSpreadBlackDeltaPnLDefaults(final String priority, final String callSpread) { super(ComputationTargetType.POSITION, true); ArgumentChecker.notNull(priority, "priority"); ArgumentChecker.notNull(callSpread, "call spread"); _priority = PriorityClass.valueOf(priority); _callSpread = callSpread; } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { if (!(target.getPosition().getSecurity() instanceof FinancialSecurity)) { return false; } final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity(); return security instanceof FXDigitalOptionSecurity || security instanceof NonDeliverableFXDigitalOptionSecurity; } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.PNL_SERIES, FXDigitalCallSpreadBlackFunction.PROPERTY_CALL_SPREAD_VALUE); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (FXDigitalCallSpreadBlackFunction.PROPERTY_CALL_SPREAD_VALUE.equals(propertyName)) { return Collections.singleton(_callSpread); } return null; } @Override public PriorityClass getPriority() { return _priority; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.PNL_SERIES; } }