/** * 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; } }