/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.volatility.local.deprecated;
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.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.OpenGammaFunctionExclusions;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.util.ArgumentChecker;
/**
*
* @deprecated Deprecated
*/
@Deprecated
public class LocalVolatilitySurfaceDefaultPropertiesFunction extends DefaultPropertyFunction {
private final String _forwardCurveCalculationMethod;
private final String _forwardCurveName;
private final String _surfaceType;
private final String _xAxis;
private final String _yAxis;
private final String _yAxisType;
private final String _surfaceName;
private final String _hName;
public LocalVolatilitySurfaceDefaultPropertiesFunction(final String forwardCurveCalculationMethod, final String forwardCurveName, final String surfaceType, final String xAxis, final String yAxis,
final String yAxisType, final String surfaceName, final String hName) {
super(ComputationTargetType.LEGACY_PRIMITIVE, true); // // [PLAT-2286]: change to correct type
ArgumentChecker.notNull(forwardCurveCalculationMethod, "forward curve calculation method");
ArgumentChecker.notNull(forwardCurveName, "forward curve name");
ArgumentChecker.notNull(surfaceType, "surface type");
ArgumentChecker.notNull(xAxis, "x axis");
ArgumentChecker.notNull(yAxis, "y axis");
ArgumentChecker.notNull(yAxisType, "y axis type");
ArgumentChecker.notNull(surfaceName, "surface name");
ArgumentChecker.notNull(hName, "h");
_forwardCurveCalculationMethod = forwardCurveCalculationMethod;
_forwardCurveName = forwardCurveName;
_surfaceType = surfaceType;
_xAxis = xAxis;
_yAxis = yAxis;
_yAxisType = yAxisType;
_surfaceName = surfaceName;
_hName = hName;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.CURVE_CALCULATION_METHOD);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.CURVE);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_SURFACE_TYPE);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_X_AXIS);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS_TYPE);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.SURFACE);
defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_H);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (ValuePropertyNames.CURVE_CALCULATION_METHOD.equals(propertyName)) {
return Collections.singleton(_forwardCurveCalculationMethod);
}
if (ValuePropertyNames.CURVE.equals(propertyName)) {
return Collections.singleton(_forwardCurveName);
}
if (LocalVolatilityPDEValuePropertyNames.PROPERTY_SURFACE_TYPE.equals(propertyName)) {
return Collections.singleton(_surfaceType);
}
if (LocalVolatilityPDEValuePropertyNames.PROPERTY_X_AXIS.equals(propertyName)) {
return Collections.singleton(_xAxis);
}
if (LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS.equals(propertyName)) {
return Collections.singleton(_yAxis);
}
if (LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS_TYPE.equals(propertyName)) {
return Collections.singleton(_yAxisType);
}
if (ValuePropertyNames.SURFACE.equals(propertyName)) {
return Collections.singleton(_surfaceName);
}
if (LocalVolatilityPDEValuePropertyNames.PROPERTY_H.equals(propertyName)) {
return Collections.singleton(_hName);
}
return null;
}
@Override
public String getMutualExclusionGroup() {
return OpenGammaFunctionExclusions.LOCAL_VOLATILITY_SURFACE_DEFAULTS;
}
}