/**
* 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;
}
}