/** * 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.SurfaceAndCubePropertyNames.PROPERTY_CUBE_UNITS; import static com.opengamma.engine.value.ValuePropertyNames.CUBE; import static com.opengamma.engine.value.ValueRequirementNames.VOLATILITY_CUBE_SPEC; 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 VolatilityCubeSpecification} from the database. */ public class VolatilityCubeSpecificationFunction extends AbstractFunction { /** The cube definition name */ private final String _cubeSpecificationName; /** The volatility cube specification source */ private ConfigDBVolatilityCubeSpecificationSource _volatilityCubeSpecificationSource; /** * @param cubeSpecificationName The cube specification name, not null */ public VolatilityCubeSpecificationFunction(final String cubeSpecificationName) { ArgumentChecker.notNull(cubeSpecificationName, "cubeSpecificationName"); _cubeSpecificationName = cubeSpecificationName; } @Override public void init(final FunctionCompilationContext context) { _volatilityCubeSpecificationSource = ConfigDBVolatilityCubeSpecificationSource.init(context, this); } @Override public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) { final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC); final VolatilityCubeSpecification specification = _volatilityCubeSpecificationSource.getSpecification(_cubeSpecificationName); if (specification == null) { throw new OpenGammaRuntimeException("Could not get volatility cube specification called " + _cubeSpecificationName); } final ValueProperties properties = createValueProperties() .with(CUBE, specification.getName()) .with(PROPERTY_CUBE_QUOTE_TYPE, specification.getCubeQuoteType()) .with(PROPERTY_CUBE_UNITS, specification.getVolatilityQuoteUnits()) .get(); final ValueSpecification spec = new ValueSpecification(VOLATILITY_CUBE_SPEC, ComputationTargetSpecification.NULL, properties); final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, specification)); 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(); } }; } }