/**
* 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.LinkedHashMap;
import java.util.Map;
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.target.ComputationTargetType;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.model.cds.ISDAFunctionConstants;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
*
*/
public class ISDAYieldCurveDefaults extends DefaultPropertyFunction {
private static final Logger s_logger = LoggerFactory.getLogger(ISDAYieldCurveDefaults.class);
private final PriorityClass _priority;
private final Map<String, String> _offsetsForCurrency;
public ISDAYieldCurveDefaults(final String priority, final String... currencyAndOffsets) {
super(ComputationTargetType.CURRENCY, true);
ArgumentChecker.notNull(priority, "priority");
ArgumentChecker.notNull(currencyAndOffsets, "currency and offsets");
ArgumentChecker.isTrue(currencyAndOffsets.length % 2 == 0, "must have one offset per currency");
_priority = PriorityClass.valueOf(priority);
_offsetsForCurrency = new LinkedHashMap<>();
for (int i = 0; i < currencyAndOffsets.length; i += 2) {
_offsetsForCurrency.put(currencyAndOffsets[i], currencyAndOffsets[i + 1]);
}
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
return _offsetsForCurrency.containsKey(((Currency) target.getValue()).getCode());
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, ISDAFunctionConstants.ISDA_CURVE_OFFSET);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
final String currency = target.getUniqueId().getValue();
final String offset = _offsetsForCurrency.get(currency);
if (offset != null) {
return Collections.singleton(offset);
}
s_logger.error("Could not get number of offset days for {}; should never happen", currency);
return null;
}
@Override
public PriorityClass getPriority() {
return _priority;
}
}