/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.timeseries; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.FunctionExecutionContext; import com.opengamma.engine.marketdata.OverrideOperation; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.analytics.ircurve.YieldCurveFunction; /** * Functions to shift historical market data values used for yield curve construction, implemented using properties and constraints. * * @deprecated see {@link YieldCurveInstrumentConversionHistoricalTimeSeriesFunctionDeprecated} */ @Deprecated public class YieldCurveInstrumentConversionHistoricalTimeSeriesShiftFunctionDeprecated extends AbstractHistoricalTimeSeriesShiftFunction<HistoricalTimeSeriesBundle> { @Override public ComputationTargetType getTargetType() { return ComputationTargetType.CURRENCY; } @Override protected ValueSpecification getResult(final ComputationTargetSpecification targetSpecification) { return new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, targetSpecification, createValueProperties() .withAny(ValuePropertyNames.CURVE) .withAny(YieldCurveFunction.PROPERTY_FORWARD_CURVE) .withAny(YieldCurveFunction.PROPERTY_FUNDING_CURVE).get()); } @Override protected HistoricalTimeSeriesBundle apply(final FunctionExecutionContext context, final OverrideOperation operation, final HistoricalTimeSeriesBundle value, final ValueSpecification valueSpec) { return applyOverride(context, operation, value); } }