/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.bond;
import java.util.Collections;
import java.util.Set;
import com.google.common.collect.Sets;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.security.bond.BondSecurity;
/**
*
*/
public class BondMarketCleanPriceFunction extends BondMarketDataFunction {
/**
* Sets the value requirement name to {@link MarketDataRequirementNames#MARKET_VALUE}.
*/
public BondMarketCleanPriceFunction() {
super(MarketDataRequirementNames.MARKET_VALUE);
}
@Override
protected Set<ComputedValue> getComputedValues(final FunctionExecutionContext context, final double value, final BondSecurity security, final ComputationTargetSpecification target) {
final ValueProperties.Builder properties = createValueProperties();
final ValueSpecification specification = new ValueSpecification(ValueRequirementNames.MARKET_CLEAN_PRICE, target, properties.get());
return Sets.newHashSet(new ComputedValue(specification, value * 100));
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
final ValueProperties.Builder properties = createValueProperties();
return Collections.singleton(new ValueSpecification(ValueRequirementNames.MARKET_CLEAN_PRICE, target.toSpecification(), properties.get()));
}
}