/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.surface;
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.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.model.InterpolatedDataProperties;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class InterpolatedVolatilitySurfaceDefaultPropertiesFunction extends DefaultPropertyFunction {
private final String _leftXExtrapolatorName;
private final String _rightXExtrapolatorName;
private final String _xInterpolatorName;
private final String _leftYExtrapolatorName;
private final String _rightYExtrapolatorName;
private final String _yInterpolatorName;
public InterpolatedVolatilitySurfaceDefaultPropertiesFunction(final String leftXExtrapolatorName, final String rightXExtrapolatorName, final String xInterpolatorName,
final String leftYExtrapolatorName, final String rightYExtrapolatorName, final String yInterpolatorName) {
super(ComputationTargetType.LEGACY_PRIMITIVE, true); // // [PLAT-2286]: change to correct type
ArgumentChecker.notNull(leftXExtrapolatorName, "left x extrapolator name");
ArgumentChecker.notNull(rightXExtrapolatorName, "right x extrapolator name");
ArgumentChecker.notNull(xInterpolatorName, "x interpolator name");
ArgumentChecker.notNull(leftYExtrapolatorName, "left y extrapolator name");
ArgumentChecker.notNull(rightYExtrapolatorName, "right y extrapolator name");
ArgumentChecker.notNull(yInterpolatorName, "y interpolator name");
_leftXExtrapolatorName = leftXExtrapolatorName;
_rightXExtrapolatorName = rightXExtrapolatorName;
_xInterpolatorName = xInterpolatorName;
_leftYExtrapolatorName = leftYExtrapolatorName;
_rightYExtrapolatorName = rightYExtrapolatorName;
_yInterpolatorName = yInterpolatorName;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.X_INTERPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.LEFT_Y_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.RIGHT_Y_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, InterpolatedDataProperties.Y_INTERPOLATOR_NAME);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget taget, final ValueRequirement desiredValue, final String propertyName) {
if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_leftXExtrapolatorName);
}
if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_rightXExtrapolatorName);
}
if (InterpolatedDataProperties.X_INTERPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_xInterpolatorName);
}
if (InterpolatedDataProperties.LEFT_Y_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_leftYExtrapolatorName);
}
if (InterpolatedDataProperties.RIGHT_Y_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_rightYExtrapolatorName);
}
if (InterpolatedDataProperties.Y_INTERPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_yInterpolatorName);
}
return null;
}
}