/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.credit;
import java.util.Collections;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.OpenGammaFunctionExclusions;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class ISDALegacyVanillaCDSDefaults extends DefaultPropertyFunction {
private static final Logger s_logger = LoggerFactory.getLogger(ISDALegacyVanillaCDSDefaults.class);
private static final String[] VALUE_REQUIREMENTS = new String[] {
ValueRequirementNames.CLEAN_PRICE,
ValueRequirementNames.DIRTY_PRICE
};
private final String _nIntegrationPoints;
public ISDALegacyVanillaCDSDefaults(final String nIntegrationPoints) {
super(FinancialSecurityTypes.LEGACY_VANILLA_CDS_SECURITY, true);
ArgumentChecker.notNull(nIntegrationPoints, "number of integration points");
_nIntegrationPoints = nIntegrationPoints;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueRequirement : VALUE_REQUIREMENTS) {
defaults.addValuePropertyName(valueRequirement, CreditInstrumentPropertyNamesAndValues.PROPERTY_N_INTEGRATION_POINTS);
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (CreditInstrumentPropertyNamesAndValues.PROPERTY_N_INTEGRATION_POINTS.equals(propertyName)) {
return Collections.singleton(_nIntegrationPoints);
}
s_logger.warn("Did not have default value for property called {}", propertyName);
return null;
}
@Override
public String getMutualExclusionGroup() {
return OpenGammaFunctionExclusions.ISDA_LEGACY_CDS_PRICING;
}
}