/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.security.function; import java.util.Collections; import java.util.Set; import com.opengamma.core.security.Security; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.AbstractFunction; 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.ValueRequirement; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.financial.currency.CurrencyPairs; import com.opengamma.financial.security.lookup.DefaultSecurityAttributeMappings; import com.opengamma.financial.security.lookup.SecurityAttribute; import com.opengamma.financial.security.lookup.SecurityAttributeMapper; import com.opengamma.util.async.AsynchronousExecution; /** * Function which uses mappings configured in the {@link SecurityAttributeMapper} to * extract its values from securities. */ public class DefaultSecurityAttributeFunction extends AbstractFunction.NonCompiledInvoker { private SecurityAttribute _attribute; private String _valueRequirementName; public DefaultSecurityAttributeFunction(String attribute, String valueRequirementName) { _attribute = SecurityAttribute.valueOf(attribute); _valueRequirementName = valueRequirementName; } @Override public ComputationTargetType getTargetType() { return ComputationTargetType.POSITION_OR_TRADE; } @Override public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) { return Collections.singleton(getSpec(target)); } @Override public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target, ValueRequirement desiredValue) { return Collections.singleton(new ValueRequirement( ValueRequirementNames.CURRENCY_PAIRS, ComputationTargetSpecification.NULL)); } @Override public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs, ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution { CurrencyPairs ccyPairs = (CurrencyPairs) inputs.getComputedValue(ValueRequirementNames.CURRENCY_PAIRS).getValue(); SecurityAttributeMapper mapper = DefaultSecurityAttributeMappings.create(ccyPairs); Security security = target.getPositionOrTrade().getSecurity(); Object result = mapper.valueFor(_attribute, security); return Collections.singleton(new ComputedValue(getSpec(target), result)); } private ValueSpecification getSpec(ComputationTarget target) { return new ValueSpecification(_valueRequirementName, target.toSpecification(), createValueProperties().get()); } }