/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.future; import java.util.Collections; import java.util.Set; import com.opengamma.core.security.Security; 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.StaticDefaultPropertyFunction; import com.opengamma.financial.security.future.EquityFutureSecurity; import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity; import com.opengamma.financial.security.future.IndexFutureSecurity; import com.opengamma.util.ArgumentChecker; /** * Defaults the pricing of Futures to ValuePropertyNames.CALCULATION_METHOD = "MarkToMarket" (CalculationPropertyNamesAndValues.MARK_TO_MARKET_METHOD) */ public class FuturesPricingDefaults extends StaticDefaultPropertyFunction { /** The priority */ private final PriorityClass _priority; /** The default values */ private final Set<String> _calculationMethod; /** The value requirements for which these defaults apply */ private static final String[] s_valueNames = new String[] { ValueRequirementNames.PRESENT_VALUE, }; public FuturesPricingDefaults(final String priority, final String calculationMethod) { super(ComputationTargetType.TRADE, ValuePropertyNames.CALCULATION_METHOD, true, s_valueNames); ArgumentChecker.notNull(priority, "No priority was provided."); ArgumentChecker.notNull(calculationMethod, "No calculationMethod was provided. Try MarkToMarket"); _priority = PriorityClass.valueOf(priority); _calculationMethod = Collections.singleton(calculationMethod); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { return _calculationMethod; } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { final Security sec = target.getTrade().getSecurity(); if (!(sec instanceof EquityFutureSecurity || sec instanceof EquityIndexDividendFutureSecurity || sec instanceof IndexFutureSecurity)) { return false; } return true; } @Override public PriorityClass getPriority() { return _priority; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.CALCULATION_METHOD_DEFAULTS; } }