/** * 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())); } }