com.opengamma.examples.function.ExampleForexSpotRateMarketDataFunction.java Source code

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Here is the source code for com.opengamma.examples.function.ExampleForexSpotRateMarketDataFunction.java

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.examples.function;

import java.util.Set;

import com.google.common.collect.ImmutableSet;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.financial.analytics.model.forex.AbstractForexSpotRateMarketDataFunction;
import com.opengamma.id.ExternalId;
import com.opengamma.util.money.UnorderedCurrencyPair;

/**
 * 
 */
public class ExampleForexSpotRateMarketDataFunction extends AbstractForexSpotRateMarketDataFunction {

    @Override
    public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target,
            ValueRequirement desiredValue) {
        UnorderedCurrencyPair currencyPair = UnorderedCurrencyPair
                .of(desiredValue.getTargetSpecification().getUniqueId());
        final ValueRequirement spotRequirement = new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE,
                ExternalId.of(ExternalSchemes.OG_SYNTHETIC_TICKER,
                        currencyPair.getFirstCurrency().getCode() + currencyPair.getSecondCurrency().getCode()));
        return ImmutableSet.of(spotRequirement);
    }

}