/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.equity; import java.util.Collections; import java.util.HashMap; 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.ValuePropertyNames; 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.id.ExternalId; import com.opengamma.id.ExternalIdentifiable; import com.opengamma.util.ArgumentChecker; /** * */ public class EquityForwardCurvePerTickerDefaults extends DefaultPropertyFunction { /** The logger */ private static final Logger s_logger = LoggerFactory.getLogger(EquityForwardCurvePerTickerDefaults.class); /** The value requirements for which these defaults apply */ private static final String[] VALUE_REQUIREMENTS = new String[] { ValueRequirementNames.FORWARD_CURVE, ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA }; /** The priority of this set of defaults */ private final PriorityClass _priority; /** Map from ticker to curve configuration, curve name and currency */ private final Map<String, String[]> _perEquityConfig; /** * @param priority The priority, not null * @param perEquityConfig The default values per equity, not null */ public EquityForwardCurvePerTickerDefaults(final String priority, final String... perEquityConfig) { super(ComputationTargetType.PRIMITIVE, true); // REVIEW Andrew 2012-11-06 -- Is PRIMITIVE correct, shouldn't it be SECURITY or even EquitySecurity? ArgumentChecker.notNull(priority, "priority"); ArgumentChecker.notNull(perEquityConfig, "per equity config"); final int nPairs = perEquityConfig.length; ArgumentChecker.isTrue(nPairs % 5 == 0, "Must have one curve config, discounting curve name and currency per equity"); _priority = PriorityClass.valueOf(priority); _perEquityConfig = new HashMap<>(); for (int i = 0; i < perEquityConfig.length; i += 5) { final String[] config = new String[] {perEquityConfig[i + 1], perEquityConfig[i + 2], perEquityConfig[i + 3], perEquityConfig[i + 4]}; _perEquityConfig.put(perEquityConfig[i].toUpperCase(), config); } } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { if (!(target.getValue() instanceof ExternalIdentifiable)) { return false; } ExternalId id = ((ExternalIdentifiable) target.getValue()).getExternalId(); final String ticker = EquitySecurityUtils.getIndexOrEquityName(id); if (ticker == null) { return false; } return _perEquityConfig.containsKey(ticker.toUpperCase()); } @Override protected void getDefaults(final PropertyDefaults defaults) { for (final String valueRequirement : VALUE_REQUIREMENTS) { defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE); defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE_CURRENCY); defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE_CALCULATION_CONFIG); defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.DIVIDEND_TYPE); } } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { final String equityId = EquitySecurityUtils.getIndexOrEquityName(((ExternalIdentifiable) target.getValue()).getExternalId()); if (!_perEquityConfig.containsKey(equityId)) { s_logger.error("Could not get config for equity " + equityId + "; should never happen"); return null; } final String[] config = _perEquityConfig.get(equityId); if (ValuePropertyNames.CURVE_CURRENCY.equals(propertyName)) { return Collections.singleton(config[0]); } if (ValuePropertyNames.CURVE.equals(propertyName)) { return Collections.singleton(config[1]); } if (ValuePropertyNames.CURVE_CALCULATION_CONFIG.equals(propertyName)) { return Collections.singleton(config[2]); } if (ValuePropertyNames.DIVIDEND_TYPE.equals(propertyName)) { return Collections.singleton(config[3]); } return null; } @Override public PriorityClass getPriority() { return _priority; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.EQUITY_FORWARD_CURVE_DEFAULTS; } }