com.opengamma.financial.analytics.CurrencyPairsFunction.java Source code

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Here is the source code for com.opengamma.financial.analytics.CurrencyPairsFunction.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.financial.analytics;

import java.util.Collections;
import java.util.Set;

import com.google.common.collect.Iterables;
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.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.OpenGammaExecutionContext;
import com.opengamma.financial.currency.CurrencyPairs;
import com.opengamma.financial.currency.CurrencyPairsSource;
import com.opengamma.util.async.AsynchronousExecution;

/**
 *
 */
public class CurrencyPairsFunction extends AbstractFunction.NonCompiledInvoker {

    /** Name of the currency pairs name property */
    public static final String CURRENCY_PAIRS_NAME = "CurrencyPairsName";

    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
            final ComputationTarget target, final Set<ValueRequirement> desiredValues)
            throws AsynchronousExecution {
        final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
        final String name = desiredValue.getConstraint(CURRENCY_PAIRS_NAME);
        @SuppressWarnings("deprecation")
        final CurrencyPairsSource ccyPairsSource = OpenGammaExecutionContext
                .getCurrencyPairsSource(executionContext);
        final CurrencyPairs currencyPairs = ccyPairsSource.getCurrencyPairs(name);
        if (currencyPairs == null) {
            throw new OpenGammaRuntimeException(
                    "Could not get CurrencyPairs called " + CurrencyPairs.DEFAULT_CURRENCY_PAIRS);
        }
        return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.CURRENCY_PAIRS,
                ComputationTargetSpecification.NULL, createValueProperties().with(CURRENCY_PAIRS_NAME, name).get()),
                currencyPairs));
    }

    @Override
    public ComputationTargetType getTargetType() {
        return ComputationTargetType.NULL;
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext myContext,
            final ComputationTarget target) {
        return Collections.singleton(new ValueSpecification(ValueRequirementNames.CURRENCY_PAIRS,
                target.toSpecification(), createValueProperties().withAny(CURRENCY_PAIRS_NAME).get()));
    }

    @Override
    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext myContext,
            final ComputationTarget target, final ValueRequirement desiredValue) {
        final Set<String> names = desiredValue.getConstraints().getValues(CURRENCY_PAIRS_NAME);
        if (names == null || names.size() != 1) {
            return null;
        }
        return Collections.emptySet();
    }

}