/**
 * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.sesame.irfuture;

import com.opengamma.analytics.util.amount.ReferenceAmount;
import com.opengamma.financial.analytics.model.fixedincome.BucketedCurveSensitivities;
import com.opengamma.sesame.Environment;
import com.opengamma.sesame.trade.InterestRateFutureTrade;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.money.MultipleCurrencyAmount;
import com.opengamma.util.result.Result;
import com.opengamma.util.tuple.Pair;

/**
 * Default implementation of the {@link InterestRateFutureFn} that uses a specified calculator function to calculate
 * requested values.
 */
public class DefaultInterestRateFutureFn implements InterestRateFutureFn {

  /**
   * The calculator used to provide the OG-Analytics representation of the security and the necessary market data 
   * requirements to calculate the requested values.
   */
  private final InterestRateFutureCalculatorFactory _interestRateFutureCalculatorFactory;

  public DefaultInterestRateFutureFn(InterestRateFutureCalculatorFactory interestRateFutureCalculatorFactory) {
    _interestRateFutureCalculatorFactory = 
        ArgumentChecker.notNull(interestRateFutureCalculatorFactory, "interestRateFutureCalculatorFactory");
  }

  @Override
  public Result<Double> calculateParRate(Environment env, InterestRateFutureTrade irFutureTrade) {
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().calculateParRate();
  }

  @Override
  public Result<MultipleCurrencyAmount> calculatePV(Environment env, InterestRateFutureTrade irFutureTrade) {
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().calculatePV();
  }

  @Override
  public Result<ReferenceAmount<Pair<String, Currency>>> calculatePV01(Environment env,
      InterestRateFutureTrade irFutureTrade) {
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().calculatePV01();
  }

  @Override
  public Result<Double> getSecurityMarketPrice(Environment env, InterestRateFutureTrade irFutureTrade) {
    // TODO this is not specific to a calculator, and should be pulled out - SSM-248
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().getSecurityMarketPrice();
  }

  @Override
  public Result<Double> calculateSecurityModelPrice(Environment env, InterestRateFutureTrade irFutureTrade) {
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().calculateSecurityModelPrice();
  }

  @Override
  public Result<BucketedCurveSensitivities> calculateBucketedZeroIRDelta(Environment env,
      InterestRateFutureTrade irFutureTrade) {
    Result<InterestRateFutureCalculator> calculatorResult = 
        _interestRateFutureCalculatorFactory.createCalculator(env, irFutureTrade);
    if (!calculatorResult.isSuccess()) {
      return Result.failure(calculatorResult);
    }
    return calculatorResult.getValue().calculateBucketedZeroIRDelta();
  }
}