/** * 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.surface.black.defaultproperties; import com.opengamma.core.security.Security; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.security.option.CommodityFutureOptionSecurity; /** * */ public class CommodityBlackVolatilitySurfaceTradeDefaults extends CommodityBlackVolatilitySurfaceDefaults { private static final String[] VALUE_REQUIREMENTS = new String[] { ValueRequirementNames.BLACK_VOLATILITY_SURFACE, ValueRequirementNames.LOCAL_VOLATILITY_SURFACE}; public CommodityBlackVolatilitySurfaceTradeDefaults(final String... defaultsPerCurrency) { super(ComputationTargetType.TRADE, VALUE_REQUIREMENTS, defaultsPerCurrency); } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { final Security security = target.getTrade().getSecurity(); if (!(security instanceof CommodityFutureOptionSecurity)) { return false; } final String currency = ((CommodityFutureOptionSecurity) security).getCurrency().getCode(); return getAllCurrencies().contains(currency); } @Override protected String getCurrency(final ComputationTarget target) { return ((CommodityFutureOptionSecurity) target.getTrade().getSecurity()).getCurrency().getCode(); } }