/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.futureoption;
import java.util.Collections;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.property.DefaultPropertyFunction;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.util.ArgumentChecker;
/**
* Default barrier distance output format
*/
public class BarrierOptionDistanceDefaults extends DefaultPropertyFunction {
/** The logger */
private static final Logger s_logger = LoggerFactory.getLogger(BarrierOptionDistanceDefaults.class);
/** Default value for barrier output */
private final String _barrierOutput;
/**
* Value requirement names for which these properties apply
*/
private static final String[] s_valueNames = new String[] {
ValueRequirementNames.BARRIER_DISTANCE
};
/**
* @param barrierOutput the barrier output format, not null
*/
public BarrierOptionDistanceDefaults(final String barrierOutput) {
super(FinancialSecurityTypes.EQUITY_BARRIER_OPTION_SECURITY
.or(FinancialSecurityTypes.FX_BARRIER_OPTION_SECURITY)
.or(FinancialSecurityTypes.FX_DIGITAL_OPTION_SECURITY),
true);
ArgumentChecker.notNull(barrierOutput, "barrier output format");
_barrierOutput = barrierOutput;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueName : s_valueNames) {
defaults.addValuePropertyName(valueName, ValuePropertyNames.BARRIER_DISTANCE_OUTPUT_FORMAT);
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (ValuePropertyNames.BARRIER_DISTANCE_OUTPUT_FORMAT.equals(propertyName)) {
return Collections.singleton(_barrierOutput);
}
s_logger.error("Could not get default value for {}", propertyName);
return null;
}
}