/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.cube;
import static com.opengamma.engine.value.SurfaceAndCubePropertyNames.PROPERTY_CUBE_QUOTE_TYPE;
import static com.opengamma.engine.value.ValuePropertyNames.CUBE;
import static com.opengamma.engine.value.ValueRequirementNames.VOLATILITY_CUBE_DEFN;
import java.util.Collections;
import java.util.Set;
import org.threeten.bp.Instant;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.CompiledFunctionDefinition;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.util.ArgumentChecker;
/**
* Gets a {@link VolatilityCubeDefinition} from the database.
*/
public class VolatilityCubeDefinitionFunction extends AbstractFunction {
/** The cube definition name */
private final String _cubeDefinitionName;
/** The volatility cube definition source */
private ConfigDBVolatilityCubeDefinitionSource _volatilityCubeDefinitionSource;
/**
* @param cubeDefinitionName The cube definition name, not null
*/
public VolatilityCubeDefinitionFunction(final String cubeDefinitionName) {
ArgumentChecker.notNull(cubeDefinitionName, "cubeDefinitionName");
_cubeDefinitionName = cubeDefinitionName;
}
@Override
public void init(final FunctionCompilationContext context) {
_volatilityCubeDefinitionSource = ConfigDBVolatilityCubeDefinitionSource.init(context, this);
}
@Override
public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) {
final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
final VolatilityCubeDefinition<?, ?, ?> definition = _volatilityCubeDefinitionSource.getDefinition(_cubeDefinitionName);
if (definition == null) {
throw new OpenGammaRuntimeException("Could not get volatility cube definition called " + _cubeDefinitionName);
}
final ValueProperties properties = createValueProperties()
.with(CUBE, definition.getName())
.with(PROPERTY_CUBE_QUOTE_TYPE, definition.getCubeQuoteType())
.get();
final ValueSpecification spec = new ValueSpecification(VOLATILITY_CUBE_DEFN, ComputationTargetSpecification.NULL, properties);
final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, definition));
return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
final Set<ValueRequirement> desiredValues) {
return result;
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.NULL;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Collections.singleton(spec);
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.emptySet();
}
};
}
}