/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.timeseries;
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.engine.view.cycle.SingleComputationCycle;
import com.opengamma.financial.property.StaticDefaultPropertyFunction;
/**
* Function to inject default historical time series shifts into the dependency graph. Shifts are taken from the default property "MARKET_DATA_SHIFT" in the same manner that market data is adjusted at
* the start of a view cycle.
*/
public class DefaultHistoricalTimeSeriesShiftFunction extends StaticDefaultPropertyFunction {
public DefaultHistoricalTimeSeriesShiftFunction() {
super(ComputationTargetType.PRIMITIVE, AbstractHistoricalTimeSeriesShiftFunction.SHIFT_PROPERTY, false, ValueRequirementNames.HISTORICAL_TIME_SERIES,
ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, ValueRequirementNames.YIELD_CURVE_HISTORICAL_TIME_SERIES, ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES);
}
@Override
protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return context.getViewCalculationConfiguration().getDefaultProperties().getValues(SingleComputationCycle.MARKET_DATA_SHIFT_PROPERTY);
}
}