/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.sensitivities;
import java.util.Collections;
import java.util.HashMap;
import java.util.Map;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
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.financial.analytics.OpenGammaFunctionExclusions;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityUtils;
import com.opengamma.financial.sensitivities.SecurityEntryData;
import com.opengamma.master.security.RawSecurity;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Provides defaults for externally provided sensitivities values
*/
public class ExternallyProvidedSensitivitiesDefaultPropertiesFunction extends DefaultPropertyFunction {
private static final Logger s_logger = LoggerFactory.getLogger(ExternallyProvidedSensitivitiesDefaultPropertiesFunction.class);
private static final String[] s_valueNames = {
"Present Value",
"PV01",
"CS01",
"Yield Curve Node Sensitivities" };
private final Map<String, String> _currencyAndCurveConfigNames;
public ExternallyProvidedSensitivitiesDefaultPropertiesFunction(final String[] currencyAndCurveConfigNames) {
super(ComputationTargetType.POSITION, true);
ArgumentChecker.notNull(currencyAndCurveConfigNames, "currency and curve config names");
final int nPairs = currencyAndCurveConfigNames.length;
ArgumentChecker.isTrue(nPairs % 2 == 0, "Must have one curve config name per currency");
_currencyAndCurveConfigNames = new HashMap<String, String>();
for (int i = 0; i < currencyAndCurveConfigNames.length; i += 2) {
_currencyAndCurveConfigNames.put(currencyAndCurveConfigNames[i], currencyAndCurveConfigNames[(i + 1)]);
}
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
if (!(target.getPosition().getSecurity() instanceof RawSecurity)) {
return false;
}
final RawSecurity security = (RawSecurity) target.getPosition().getSecurity();
if (!security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {
return false;
}
final Currency currency = FinancialSecurityUtils.getCurrency(security);
if (currency == null) {
return false;
}
final String currencyName = currency.getCode();
if (!this._currencyAndCurveConfigNames.containsKey(currencyName)) {
return false;
}
return true;
}
@Override
protected void getDefaults(final DefaultPropertyFunction.PropertyDefaults defaults) {
for (final String valueName : s_valueNames) {
defaults.addValuePropertyName(valueName, "CurveCalculationConfig");
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if ("CurveCalculationConfig".equals(propertyName)) {
final String currencyName = FinancialSecurityUtils.getCurrency(target.getPosition().getSecurity()).getCode();
final String configName = _currencyAndCurveConfigNames.get(currencyName);
if (configName == null) {
s_logger.error("Could not get config for currency " + currencyName + "; should never happen");
return null;
}
return Collections.singleton(configName);
}
return null;
}
@Override
public String getMutualExclusionGroup() {
return OpenGammaFunctionExclusions.EXTERNALLY_PROVIDED_SENSITIVITIES_DEFAULTS;
}
}