/**
* 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.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.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.security.bond.BondSecurity;
/**
*
*/
public class BondMarketDirtyPriceFunction extends BondMarketDataFunction {
public BondMarketDirtyPriceFunction() {
super(MarketDataRequirementNames.DIRTY_PRICE_MID);
}
@Override
protected Set<ComputedValue> getComputedValues(final FunctionExecutionContext context, final double value, final BondSecurity security, final ComputationTargetSpecification target) {
final ValueSpecification specification = new ValueSpecification(ValueRequirementNames.MARKET_DIRTY_PRICE, target, createValueProperties().get());
return Collections.singleton(new ComputedValue(specification, value * 100));
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Collections.singleton(new ValueSpecification(ValueRequirementNames.MARKET_DIRTY_PRICE, target.toSpecification(), createValueProperties().get()));
}
@Override
public String getShortName() {
return "BondMarketDirtyPriceFunction";
}
}