/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.option; import com.opengamma.analytics.financial.model.option.definition.GapOptionDefinition; import com.opengamma.analytics.financial.model.option.definition.OptionDefinition; import com.opengamma.analytics.financial.model.option.definition.StandardOptionDataBundle; import com.opengamma.analytics.financial.model.option.pricing.analytic.AnalyticOptionModel; import com.opengamma.analytics.financial.model.option.pricing.analytic.GapOptionModel; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.financial.security.FinancialSecurityTypes; import com.opengamma.financial.security.option.EquityOptionSecurity; /** * */ @Deprecated public class GapOptionModelFunction extends StandardOptionDataAnalyticOptionModelFunction { private final AnalyticOptionModel<GapOptionDefinition, StandardOptionDataBundle> _model = new GapOptionModel(); @SuppressWarnings("unchecked") @Override protected AnalyticOptionModel<GapOptionDefinition, StandardOptionDataBundle> getModel() { return _model; } @Override protected OptionDefinition getOptionDefinition(final EquityOptionSecurity option) { //REVIEW yomi 03-06-2011 Elaine needs to confirm what this test should be /* final GapPayoffStyle payoff = (GapPayoffStyle) option.getPayoffStyle(); return new GapOptionDefinition(option.getStrike(), option.getExpiry(), option.getOptionType() == OptionType.CALL, payoff.getPayment()); */ throw new UnsupportedOperationException(); } @Override public ComputationTargetType getTargetType() { return FinancialSecurityTypes.EQUITY_OPTION_SECURITY; } @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { //REVIEW yomi 03-06-2011 Elaine needs to confirm what this test should be /* return (target.getSecurity() instanceof OptionSecurity && ((OptionSecurity) target.getSecurity()).getPayoffStyle() instanceof GapPayoffStyle); */ return true; } @Override public String getShortName() { return "GapOptionModel"; } }