/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.curve.interestrate; import java.util.Collections; import java.util.Set; 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.ircurve.YieldCurveFunction; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.util.ArgumentChecker; /** * Sets defaults for <b>all</b> curves that are calculated using the FX implied method. * @deprecated Use the version that takes information about how to calculate the curve * @see FXImpliedYieldCurveDefaults */ @Deprecated public class FXImpliedYieldCurveDefaultsDeprecated extends DefaultPropertyFunction { /** The interpolator name */ private final String _interpolatorName; /** The left extrapolator name */ private final String _leftExtrapolatorName; /** The right extrapolator name */ private final String _rightExtrapolatorName; /** * @param interpolatorName The interpolator name * @param leftExtrapolatorName The left extrapolator name * @param rightExtrapolatorName The right extrapolator name */ public FXImpliedYieldCurveDefaultsDeprecated(final String interpolatorName, final String leftExtrapolatorName, final String rightExtrapolatorName) { super(ComputationTargetType.CURRENCY, true); ArgumentChecker.notNull(interpolatorName, "interpolator name"); ArgumentChecker.notNull(leftExtrapolatorName, "left extrapolator name"); ArgumentChecker.notNull(rightExtrapolatorName, "right extrapolator name"); _interpolatorName = interpolatorName; _leftExtrapolatorName = leftExtrapolatorName; _rightExtrapolatorName = rightExtrapolatorName; } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_INTERPOLATOR); defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_LEFT_EXTRAPOLATOR); defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, YieldCurveFunction.PROPERTY_RIGHT_EXTRAPOLATOR); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (YieldCurveFunction.PROPERTY_INTERPOLATOR.equals(propertyName)) { return Collections.singleton(_interpolatorName); } if (YieldCurveFunction.PROPERTY_LEFT_EXTRAPOLATOR.equals(propertyName)) { return Collections.singleton(_leftExtrapolatorName); } if (YieldCurveFunction.PROPERTY_RIGHT_EXTRAPOLATOR.equals(propertyName)) { return Collections.singleton(_rightExtrapolatorName); } return null; } }