/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.pnl;
import java.util.Collections;
import java.util.Set;
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.financial.security.FinancialSecurityUtils;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class SecurityPriceSeriesDefaultPropertiesFunction extends DefaultPropertyFunction {
private final String _samplingPeriod;
private final String _scheduleCalculator;
private final String _samplingCalculator;
public SecurityPriceSeriesDefaultPropertiesFunction(final String samplingPeriod, final String scheduleCalculator, final String samplingCalculator) {
super(FinancialSecurityTypes.FINANCIAL_SECURITY.or(FinancialSecurityTypes.RAW_SECURITY), true);
ArgumentChecker.notNull(samplingPeriod, "sampling period name");
ArgumentChecker.notNull(scheduleCalculator, "schedule calculator name");
ArgumentChecker.notNull(samplingCalculator, "time series sampling calculator name");
_samplingPeriod = samplingPeriod;
_scheduleCalculator = scheduleCalculator;
_samplingCalculator = samplingCalculator;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
try {
return FinancialSecurityUtils.getCurrency(target.getSecurity()) != null;
} catch (UnsupportedOperationException e) {
return false;
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(ValueRequirementNames.PRICE_SERIES, ValuePropertyNames.SAMPLING_PERIOD);
defaults.addValuePropertyName(ValueRequirementNames.PRICE_SERIES, ValuePropertyNames.SCHEDULE_CALCULATOR);
defaults.addValuePropertyName(ValueRequirementNames.PRICE_SERIES, ValuePropertyNames.SAMPLING_FUNCTION);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
if (ValuePropertyNames.SAMPLING_PERIOD.equals(propertyName)) {
return Collections.singleton(_samplingPeriod);
}
if (ValuePropertyNames.SCHEDULE_CALCULATOR.equals(propertyName)) {
return Collections.singleton(_scheduleCalculator);
}
if (ValuePropertyNames.SAMPLING_FUNCTION.equals(propertyName)) {
return Collections.singleton(_samplingCalculator);
}
return null;
}
}