/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.irfutureoption;
import java.util.Collections;
import java.util.Set;
import com.opengamma.analytics.financial.interestrate.BlackPriceCalculator;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.model.option.definition.YieldCurveWithBlackCubeBundle;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.value.ValueRenamingFunction;
/**
* Displays the Black price of the Security underlying the trade or position
* @deprecated This produces the same value as {@link InterestRateFutureOptionBlackPresentValueFunction}
* with a different label. Use {@link ValueRenamingFunction} instead of performing the same
* calculation twice.
*/
@Deprecated
public class InterestRateFutureOptionBlackPriceFunction extends InterestRateFutureOptionBlackFunction {
/** The Black price calculator */
private static final BlackPriceCalculator CALCULATOR = BlackPriceCalculator.getInstance();
/**
* Sets the value requirement name to {@link ValueRequirementNames#SECURITY_MODEL_PRICE}
*/
public InterestRateFutureOptionBlackPriceFunction() {
super(ValueRequirementNames.SECURITY_MODEL_PRICE, false);
}
@Override
protected Set<ComputedValue> getResult(final InstrumentDerivative irFutureOption, final YieldCurveWithBlackCubeBundle data, final ValueSpecification spec,
final Set<ValueRequirement> desiredValues) {
final Double price = irFutureOption.accept(CALCULATOR, data);
return Collections.singleton(new ComputedValue(spec, price));
}
}