/**
* 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 org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.bond.BondFixedSecurityDefinition;
import com.opengamma.core.holiday.HolidaySource;
import com.opengamma.core.region.RegionSource;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction.NonCompiledInvoker;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.OpenGammaExecutionContext;
import com.opengamma.financial.analytics.conversion.BondSecurityConverter;
import com.opengamma.financial.convention.ConventionBundleSource;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.bond.BondSecurity;
import com.opengamma.util.time.DateUtils;
/**
*
*/
public class BondTenorFunction extends NonCompiledInvoker {
@Override
public ComputationTargetType getTargetType() {
return FinancialSecurityTypes.BOND_SECURITY;
}
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final BondSecurity security = target.getValue(FinancialSecurityTypes.BOND_SECURITY);
final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
final ConventionBundleSource conventionSource = OpenGammaExecutionContext
.getConventionBundleSource(executionContext);
final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(executionContext);
final BondSecurityConverter visitor = new BondSecurityConverter(holidaySource, conventionSource, regionSource);
final BondFixedSecurityDefinition bond = (BondFixedSecurityDefinition) security.accept(visitor);
final ZonedDateTime firstCouponDate = bond.getCoupons().getNthPayment(0).getAccrualStartDate();
final ZonedDateTime lastCouponDate = bond.getCoupons().getNthPayment(bond.getCoupons().getNumberOfPayments() - 1).getPaymentDate();
final int t = DateUtils.getDaysBetween(firstCouponDate, lastCouponDate) / 365;
final ValueSpecification specification = new ValueSpecification(ValueRequirementNames.BOND_TENOR, target.toSpecification(), createValueProperties().get());
return Collections.singleton(new ComputedValue(specification, t));
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.emptySet();
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Collections.singleton(new ValueSpecification(ValueRequirementNames.BOND_TENOR, target.toSpecification(), createValueProperties().get()));
}
}