/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.volatility.local.deprecated; import java.util.Collections; import java.util.Set; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.OpenGammaFunctionExclusions; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.util.ArgumentChecker; /** * * @deprecated Deprecated */ @Deprecated public class LocalVolatilitySurfaceDefaultPropertiesFunction extends DefaultPropertyFunction { private final String _forwardCurveCalculationMethod; private final String _forwardCurveName; private final String _surfaceType; private final String _xAxis; private final String _yAxis; private final String _yAxisType; private final String _surfaceName; private final String _hName; public LocalVolatilitySurfaceDefaultPropertiesFunction(final String forwardCurveCalculationMethod, final String forwardCurveName, final String surfaceType, final String xAxis, final String yAxis, final String yAxisType, final String surfaceName, final String hName) { super(ComputationTargetType.LEGACY_PRIMITIVE, true); // // [PLAT-2286]: change to correct type ArgumentChecker.notNull(forwardCurveCalculationMethod, "forward curve calculation method"); ArgumentChecker.notNull(forwardCurveName, "forward curve name"); ArgumentChecker.notNull(surfaceType, "surface type"); ArgumentChecker.notNull(xAxis, "x axis"); ArgumentChecker.notNull(yAxis, "y axis"); ArgumentChecker.notNull(yAxisType, "y axis type"); ArgumentChecker.notNull(surfaceName, "surface name"); ArgumentChecker.notNull(hName, "h"); _forwardCurveCalculationMethod = forwardCurveCalculationMethod; _forwardCurveName = forwardCurveName; _surfaceType = surfaceType; _xAxis = xAxis; _yAxis = yAxis; _yAxisType = yAxisType; _surfaceName = surfaceName; _hName = hName; } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.CURVE_CALCULATION_METHOD); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.CURVE); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_SURFACE_TYPE); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_X_AXIS); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS_TYPE); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, ValuePropertyNames.SURFACE); defaults.addValuePropertyName(ValueRequirementNames.LOCAL_VOLATILITY_SURFACE, LocalVolatilityPDEValuePropertyNames.PROPERTY_H); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (ValuePropertyNames.CURVE_CALCULATION_METHOD.equals(propertyName)) { return Collections.singleton(_forwardCurveCalculationMethod); } if (ValuePropertyNames.CURVE.equals(propertyName)) { return Collections.singleton(_forwardCurveName); } if (LocalVolatilityPDEValuePropertyNames.PROPERTY_SURFACE_TYPE.equals(propertyName)) { return Collections.singleton(_surfaceType); } if (LocalVolatilityPDEValuePropertyNames.PROPERTY_X_AXIS.equals(propertyName)) { return Collections.singleton(_xAxis); } if (LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS.equals(propertyName)) { return Collections.singleton(_yAxis); } if (LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS_TYPE.equals(propertyName)) { return Collections.singleton(_yAxisType); } if (ValuePropertyNames.SURFACE.equals(propertyName)) { return Collections.singleton(_surfaceName); } if (LocalVolatilityPDEValuePropertyNames.PROPERTY_H.equals(propertyName)) { return Collections.singleton(_hName); } return null; } @Override public String getMutualExclusionGroup() { return OpenGammaFunctionExclusions.LOCAL_VOLATILITY_SURFACE_DEFAULTS; } }