MarkToMarketForwardFuturesFunction.java

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.future;

import com.opengamma.analytics.financial.future.MarkToMarketFuturesCalculator;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirementNames;


/**
 *
 */
public class MarkToMarketForwardFuturesFunction extends MarkToMarketFuturesFunction<Double> {

  /**
   * @param closingPriceField The field name of the historical time series for price, e.g. "PX_LAST", "Close". Set in *FunctionConfiguration
   * @param costOfCarryField The field name of the historical time series for cost of carry e.g. "COST_OF_CARRY". Set in *FunctionConfiguration
   * @param resolutionKey The key defining how the time series resolution is to occur e.g. "DEFAULT_TSS_CONFIG"
   */
  public MarkToMarketForwardFuturesFunction(String closingPriceField, String costOfCarryField, String resolutionKey) {
    super(ValueRequirementNames.FORWARD, MarkToMarketFuturesCalculator.ForwardPriceCalculator.getInstance(), closingPriceField, costOfCarryField, resolutionKey);
  }
  
  @Override
  protected ValueProperties.Builder createValueProperties(final ComputationTarget target) {
    final ValueProperties.Builder properties = createValueProperties()
      .with(ValuePropertyNames.CALCULATION_METHOD, CALCULATION_METHOD_NAME);
    return properties;
  }
  
  
}