/**
* Copyright (C) 2013 - 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.Set;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.financial.security.FinancialSecurityUtils;
import com.opengamma.financial.security.MarketSecurityVisitor;
import com.opengamma.util.money.Currency;
/**
* Produces output {@link ValueRequirementNames#MARK_CURRENT}. <p>
* See also {@link SecurityMarketPriceFunction}
*/
public class SecurityMarkCurrentFunction extends AbstractFunction.NonCompiledInvoker {
private static MarketSecurityVisitor s_judgeOfMarketSecurities = new MarketSecurityVisitor();
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final double marketValue = (Double) inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
final ValueRequirement desiredValue = desiredValues.iterator().next();
return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.MARK_CURRENT, target.toSpecification(), desiredValue.getConstraints()), marketValue));
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.SECURITY;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
if (!(target.getSecurity() instanceof FinancialSecurity)) {
return false;
}
final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
return security.accept(s_judgeOfMarketSecurities);
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Collections.singleton(new ValueSpecification(ValueRequirementNames.MARK_CURRENT, target.toSpecification(), createValueProperties().get()));
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.singleton(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, target.getSecurity().getUniqueId()));
}
}