/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.forex.option.black; import java.util.List; import com.opengamma.engine.function.config.AbstractFunctionConfigurationBean; import com.opengamma.engine.function.config.FunctionConfiguration; import com.opengamma.engine.function.config.FunctionConfigurationSource; import com.opengamma.financial.analytics.model.forex.option.vannavolga.FXOptionVannaVolgaPresentValueFunction; /** * Function repository configuration source for the functions contained in this package. * @deprecated This class adds deprecated functions */ @Deprecated public class BlackFunctions extends AbstractFunctionConfigurationBean { /** * Default instance of a repository configuration source exposing the functions from this package. * * @return the configuration source exposing functions from this package */ public static FunctionConfigurationSource instance() { return new BlackFunctions().getObjectCreating(); } /** * Function repository configuration source for the defaults functions contained in this package. */ public static class Defaults extends AbstractFunctionConfigurationBean { private double _overhedge; /* = 0.0;*/ private double _relativeStrikeSmoothing = 0.001; public void setOverhedge(final double overhedge) { _overhedge = overhedge; } public double getOverhedge() { return _overhedge; } public void setRelativeStrikeSmoothing(final double relativeStrikeSmoothing) { _relativeStrikeSmoothing = relativeStrikeSmoothing; } public double getRelativeStrikeSmoothing() { return _relativeStrikeSmoothing; } @Override protected void addAllConfigurations(final List<FunctionConfiguration> functions) { functions.add(functionConfiguration(FXOneLookBarrierOptionBlackDefaultPropertiesFunction.class, Double.toString(getOverhedge()), Double.toString(getRelativeStrikeSmoothing()))); } } @Override protected void addAllConfigurations(final List<FunctionConfiguration> functions) { functions.add(functionConfiguration(FXOptionBlackForwardDeltaFunction.class)); functions.add(functionConfiguration(FXOptionBlackSpotDeltaFunction.class)); functions.add(functionConfiguration(FXOptionBlackForwardGammaFunction.class)); functions.add(functionConfiguration(FXOptionBlackSpotGammaFunction.class)); functions.add(functionConfiguration(FXOptionBlackForwardVegaFunction.class)); functions.add(functionConfiguration(FXOptionBlackForwardDriftlessThetaFunction.class)); functions.add(functionConfiguration(FXOptionBlackForwardThetaTheoreticalFunction.class)); functions.add(functionConfiguration(FXOptionBlackValueDeltaFunction.class)); functions.add(functionConfiguration(FXOptionBlackValueGammaFunction.class)); functions.add(functionConfiguration(FXOptionBlackValueGammaSpotFunction.class)); functions.add(functionConfiguration(FXOptionBlackImpliedVolatilityFunction.class)); functions.add(functionConfiguration(FXOptionBlackPV01Function.class)); functions.add(functionConfiguration(FXOptionBlackThetaFunction.class)); functions.add(functionConfiguration(FXOptionBlackVannaFunction.class)); functions.add(functionConfiguration(FXOptionBlackVegaFunction.class)); functions.add(functionConfiguration(FXOptionBlackValuePhiFunction.class)); functions.add(functionConfiguration(FXOptionBlackValueRhoFunction.class)); functions.add(functionConfiguration(FXOptionBlackVegaMatrixFunction.class)); functions.add(functionConfiguration(FXOptionBlackVegaQuoteMatrixFunction.class)); functions.add(functionConfiguration(FXOptionBlackVommaFunction.class)); functions.add(functionConfiguration(FXOptionVannaVolgaPresentValueFunction.class)); } }