/**
* 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.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.model.irfutureoption.InterestRateFutureOptionBlackPositionDeltaGammaScaleDefaults;
import com.opengamma.financial.analytics.model.multicurve.MultiCurvePricingFunction;
import com.opengamma.financial.property.StaticDefaultPropertyFunction;
/**
* Function for injecting default scale factors for delta positions into the dependency graph.
* <p>
* See {@link InterestRateFutureOptionBlackPositionDeltaGammaScaleDefaults}
*
* @deprecated These properties are no longer needed when using {@link MultiCurvePricingFunction} and related classes.
*/
@Deprecated
public class InterestRateFutureDeltaScaleDefaults extends StaticDefaultPropertyFunction {
private final Set<String> _defaultScale;
public InterestRateFutureDeltaScaleDefaults(final String scaleFactor) {
super(ComputationTargetType.SECURITY, ValuePropertyNames.SCALE, true, ValueRequirementNames.DELTA, ValueRequirementNames.VALUE_DELTA);
_defaultScale = Collections.singleton(scaleFactor);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return _defaultScale;
}
}