/**
* 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.black.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.financial.analytics.model.volatility.surface.black.BlackVolatilitySurfacePropertyNamesAndValues;
/**
*
*/
public class BlackVolatilitySurfaceMixedLogNormalDefaults extends BlackVolatilitySurfaceDefaults {
private final String _weightingFunction;
public BlackVolatilitySurfaceMixedLogNormalDefaults(final String timeAxis, final String yAxis,
final String volatilityTransform, final String timeInterpolator, final String timeLeftExtrapolator, final String timeRightExtrapolator, final String weightingFunction) {
super(timeAxis, yAxis, volatilityTransform, timeInterpolator, timeLeftExtrapolator, timeRightExtrapolator, BlackVolatilitySurfacePropertyNamesAndValues.MIXED_LOG_NORMAL);
_weightingFunction = weightingFunction;
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
super.getDefaults(defaults);
for (final String valueRequirement : getValueRequirements()) {
defaults.addValuePropertyName(valueRequirement, BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_MIXED_LOG_NORMAL_WEIGHTING_FUNCTION);
}
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue, final String propertyName) {
final Set<String> commonDefaults = super.getDefaultValue(context, target, desiredValue, propertyName);
if (commonDefaults != null) {
return commonDefaults;
}
if (BlackVolatilitySurfacePropertyNamesAndValues.PROPERTY_MIXED_LOG_NORMAL_WEIGHTING_FUNCTION.equals(propertyName)) {
return Collections.singleton(_weightingFunction);
}
return null;
}
}