/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.sabrcube.defaultproperties; 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.InterpolatedDataProperties; import com.opengamma.util.ArgumentChecker; /** * Defaults functions for SABR vega calculations. * @deprecated The functions to which these default apply are deprecated */ @Deprecated public class SABRNoExtrapolationVegaDefaults extends SABRNoExtrapolationDefaults { private final String _xInterpolator; private final String _xLeftExtrapolator; private final String _xRightExtrapolator; private final String _yInterpolator; private final String _yLeftExtrapolator; private final String _yRightExtrapolator; public SABRNoExtrapolationVegaDefaults(final String fittingMethod, final String xInterpolator, final String xLeftExtrapolator, final String xRightExtrapolator, final String yInterpolator, final String yLeftExtrapolator, final String yRightExtrapolator, final String... currencyAndConfigNames) { super(fittingMethod, currencyAndConfigNames); ArgumentChecker.notNull(xInterpolator, "x interpolator"); ArgumentChecker.notNull(xLeftExtrapolator, "x left extrapolator"); ArgumentChecker.notNull(xRightExtrapolator, "x right extrapolator"); ArgumentChecker.notNull(yInterpolator, "y interpolator"); ArgumentChecker.notNull(yLeftExtrapolator, "y left extrapolator"); ArgumentChecker.notNull(yRightExtrapolator, "y right extrapolator"); _xInterpolator = xInterpolator; _xLeftExtrapolator = xLeftExtrapolator; _xRightExtrapolator = xRightExtrapolator; _yInterpolator = yInterpolator; _yLeftExtrapolator = yLeftExtrapolator; _yRightExtrapolator = yRightExtrapolator; } @Override protected void getDefaults(final PropertyDefaults defaults) { super.getDefaults(defaults); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.LEFT_Y_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.RIGHT_Y_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.X_INTERPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.VEGA_QUOTE_CUBE, InterpolatedDataProperties.Y_INTERPOLATOR_NAME); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_xLeftExtrapolator); } if (InterpolatedDataProperties.LEFT_Y_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_yLeftExtrapolator); } if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_xRightExtrapolator); } if (InterpolatedDataProperties.RIGHT_Y_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_yRightExtrapolator); } if (InterpolatedDataProperties.X_INTERPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_xInterpolator); } if (InterpolatedDataProperties.Y_INTERPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_yInterpolator); } final Set<String> properties = super.getDefaultValue(context, target, desiredValue, propertyName); if (properties != null) { return properties; } return null; } }