/**
* 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;
}
}