/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.generator;
import com.opengamma.financial.security.option.SwaptionSecurity;
/**
* Utility for constructing a random swaption portfolio.
*/
public class SwaptionPortfolioGeneratorTool extends AbstractPortfolioGeneratorTool {
protected SwapSecurityGenerator createSwapSecurityGenerator() {
SwapSecurityGenerator securities = new SwapSecurityGenerator();
configure(securities);
return securities;
}
protected SwaptionSecurityGenerator createSwaptionSecurityGenerator() {
final SwaptionSecurityGenerator securities = new SwaptionSecurityGenerator(createSwapSecurityGenerator(), getSecurityPersister());
configure(securities);
configure(securities.getUnderlyingGenerator());
return securities;
}
@Override
public PortfolioGenerator createPortfolioGenerator(final NameGenerator portfolioNameGenerator) {
final SwaptionSecurityGenerator securities = createSwaptionSecurityGenerator();
configure(securities);
configure(securities.getUnderlyingGenerator());
final PositionGenerator positions = new SimplePositionGenerator<SwaptionSecurity>(securities, getSecurityPersister(), getCounterPartyGenerator());
final PortfolioNodeGenerator rootNode = new LeafPortfolioNodeGenerator(new StaticNameGenerator("Swaptions"), positions, PORTFOLIO_SIZE);
return new PortfolioGenerator(rootNode, portfolioNameGenerator);
}
@Override
public PortfolioNodeGenerator createPortfolioNodeGenerator(final int portfolioSize) {
final SwaptionSecurityGenerator securities = createSwaptionSecurityGenerator();
configure(securities);
final PositionGenerator positions = new SimplePositionGenerator<SwaptionSecurity>(securities, getSecurityPersister(), getCounterPartyGenerator());
return new LeafPortfolioNodeGenerator(new StaticNameGenerator("Swaptions"), positions, portfolioSize);
}
}