/** * 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.model.InterpolatedDataProperties; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.id.UniqueId; import com.opengamma.util.ArgumentChecker; /** * Sets default values for the extrapolation methods for interpolated yield curves. */ public class InterpolatedYieldCurveDefaults extends DefaultPropertyFunction { /** The left extrapolator name */ private final String _leftExtrapolatorName; /** The right extrapolator name */ private final String _rightExtrapolatorName; /** The currencies for which these defaults apply */ private final String[] _applicableCurrencyNames; /** * @param leftExtrapolatorName The left extrapolator name, not null * @param rightExtrapolatorName The right extrapolator name, not null * @param applicableCurrencyNames The applicable currency names, not null */ public InterpolatedYieldCurveDefaults(final String leftExtrapolatorName, final String rightExtrapolatorName, final String... applicableCurrencyNames) { super(ComputationTargetType.CURRENCY, true); ArgumentChecker.notNull(leftExtrapolatorName, "left extrapolator name"); ArgumentChecker.notNull(rightExtrapolatorName, "right extrapolator name"); ArgumentChecker.notNull(applicableCurrencyNames, "applicable currency names"); _leftExtrapolatorName = leftExtrapolatorName; _rightExtrapolatorName = rightExtrapolatorName; _applicableCurrencyNames = applicableCurrencyNames; } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { final UniqueId uid = target.getUniqueId(); if (uid == null) { return false; } if (target.getUniqueId() == null) { return false; } for (final String applicableCurrencyName : _applicableCurrencyNames) { if (applicableCurrencyName.equals(uid.getValue())) { return true; } } return false; } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.YIELD_CURVE, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_leftExtrapolatorName); } if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_rightExtrapolatorName); } return null; } }