/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.carrlee;
import java.util.List;
import com.opengamma.engine.function.config.AbstractFunctionConfigurationBean;
import com.opengamma.engine.function.config.FunctionConfiguration;
import com.opengamma.engine.function.config.FunctionConfigurationSource;
/**
* Adds Carr-Lee pricing and risk functions to the function configuration.
*/
public class CarrLeeFunctions extends AbstractFunctionConfigurationBean {
/**
* Gets an instance of this class.
* @return The instance
*/
public static FunctionConfigurationSource instance() {
return new CarrLeeFunctions().getObjectCreating();
}
@Override
protected void addAllConfigurations(final List<FunctionConfiguration> functions) {
functions.add(functionConfiguration(CarrLeeFairValueFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeCurrencyExposureFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeDeltaFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeePresentValueFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeThetaFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeVegaFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeValueDeltaFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeValueThetaFXVolatilitySwapFunction.class));
functions.add(functionConfiguration(CarrLeeValueVegaFXVolatilitySwapFunction.class));
}
}