/** * 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.surface; 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.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.model.InterpolatedDataProperties; import com.opengamma.financial.property.DefaultPropertyFunction; import com.opengamma.util.ArgumentChecker; /** * */ public class ForexVolatilitySurfaceDefaultPropertiesFunction extends DefaultPropertyFunction { private final String _interpolatorName; private final String _leftExtrapolatorName; private final String _rightExtrapolatorName; public ForexVolatilitySurfaceDefaultPropertiesFunction(final String interpolatorName, final String leftExtrapolatorName, final String rightExtrapolatorName) { super(ComputationTargetType.UNORDERED_CURRENCY_PAIR, true); ArgumentChecker.notNull(interpolatorName, "interpolator name"); ArgumentChecker.notNull(leftExtrapolatorName, "left extrapolator name"); ArgumentChecker.notNull(rightExtrapolatorName, "right extrapolator name"); _interpolatorName = interpolatorName; _leftExtrapolatorName = leftExtrapolatorName; _rightExtrapolatorName = rightExtrapolatorName; } @Override protected void getDefaults(final PropertyDefaults defaults) { defaults.addValuePropertyName(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, InterpolatedDataProperties.X_INTERPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME); defaults.addValuePropertyName(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME); } @Override protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) { if (InterpolatedDataProperties.X_INTERPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_interpolatorName); } if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_leftExtrapolatorName); } if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) { return Collections.singleton(_rightExtrapolatorName); } return null; } }