/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.cube;
import static com.opengamma.engine.value.SurfaceAndCubePropertyNames.PROPERTY_CUBE_QUOTE_TYPE;
import static com.opengamma.engine.value.SurfaceAndCubePropertyNames.PROPERTY_CUBE_UNITS;
import static com.opengamma.engine.value.ValuePropertyNames.CUBE;
import static com.opengamma.engine.value.ValueRequirementNames.VOLATILITY_CUBE_SPEC;
import java.util.Collections;
import java.util.Set;
import org.threeten.bp.Instant;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.CompiledFunctionDefinition;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.util.ArgumentChecker;
/**
* Gets a {@link VolatilityCubeSpecification} from the database.
*/
public class VolatilityCubeSpecificationFunction extends AbstractFunction {
/** The cube definition name */
private final String _cubeSpecificationName;
/** The volatility cube specification source */
private ConfigDBVolatilityCubeSpecificationSource _volatilityCubeSpecificationSource;
/**
* @param cubeSpecificationName The cube specification name, not null
*/
public VolatilityCubeSpecificationFunction(final String cubeSpecificationName) {
ArgumentChecker.notNull(cubeSpecificationName, "cubeSpecificationName");
_cubeSpecificationName = cubeSpecificationName;
}
@Override
public void init(final FunctionCompilationContext context) {
_volatilityCubeSpecificationSource = ConfigDBVolatilityCubeSpecificationSource.init(context, this);
}
@Override
public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) {
final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
final VolatilityCubeSpecification specification = _volatilityCubeSpecificationSource.getSpecification(_cubeSpecificationName);
if (specification == null) {
throw new OpenGammaRuntimeException("Could not get volatility cube specification called " + _cubeSpecificationName);
}
final ValueProperties properties = createValueProperties()
.with(CUBE, specification.getName())
.with(PROPERTY_CUBE_QUOTE_TYPE, specification.getCubeQuoteType())
.with(PROPERTY_CUBE_UNITS, specification.getVolatilityQuoteUnits())
.get();
final ValueSpecification spec = new ValueSpecification(VOLATILITY_CUBE_SPEC, ComputationTargetSpecification.NULL, properties);
final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, specification));
return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
final Set<ValueRequirement> desiredValues) {
return result;
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.NULL;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Collections.singleton(spec);
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.emptySet();
}
};
}
}