/** * 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 com.opengamma.engine.ComputationTarget; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.function.FunctionExecutionContext; import com.opengamma.engine.marketdata.OverrideOperation; import com.opengamma.engine.value.ValuePropertyNames; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.util.money.Currency; /** * Function to shift a bundle of historical market data values, implemented using properties and constraints. */ public class YieldCurveHistoricalTimeSeriesShiftFunction extends AbstractHistoricalTimeSeriesShiftFunction<HistoricalTimeSeriesBundle> { @Override public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) { if (!super.canApplyTo(context, target)) { return false; } return Currency.OBJECT_SCHEME.equals(target.getUniqueId().getScheme()); } @Override protected ValueSpecification getResult(final ComputationTargetSpecification targetSpecification) { return new ValueSpecification(ValueRequirementNames.YIELD_CURVE_HISTORICAL_TIME_SERIES, targetSpecification, createValueProperties() .withAny(ValuePropertyNames.CURVE) .withAny(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY) .withAny(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY) .withAny(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY) .withAny(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY) .withAny(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY) .withAny(HistoricalTimeSeriesFunctionUtils.INCLUDE_END_PROPERTY).get()); } @Override protected HistoricalTimeSeriesBundle apply(final FunctionExecutionContext context, final OverrideOperation operation, final HistoricalTimeSeriesBundle value, final ValueSpecification valueSpec) { return applyOverride(context, operation, value); } }