/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.horizon; import java.util.Collections; import java.util.Set; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.model.future.InterestRateFutureDefaults; import com.opengamma.util.ArgumentChecker; /** * */ public class InterestRateFutureThetaDefaults extends InterestRateFutureDefaults { private final String _defaultNumberOfDays; public InterestRateFutureThetaDefaults(final String defaultNumberOfDays, final String... currencyAndCurveConfigNames) { super(currencyAndCurveConfigNames); ArgumentChecker.notNull(defaultNumberOfDays, "default number of days"); _defaultNumberOfDays = defaultNumberOfDays; } @Override protected void getDefaults(final PropertyDefaults defaults) { super.getDefaults(defaults); defaults.addValuePropertyName(ValueRequirementNames.VALUE_THETA, ThetaPropertyNamesAndValues.PROPERTY_DAYS_TO_MOVE_FORWARD); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (ThetaPropertyNamesAndValues.PROPERTY_DAYS_TO_MOVE_FORWARD.equals(propertyName)) { return Collections.singleton(_defaultNumberOfDays); } return super.getDefaultValue(context, target, desiredValue, propertyName); } }