/**
* 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;
}
}