com.opengamma.financial.analytics.model.bond.BondMarketDataFunction.java Source code

Introduction

Here is the source code for com.opengamma.financial.analytics.model.bond.BondMarketDataFunction.java

Source

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.bond;

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

import org.apache.commons.lang.Validate;

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.AbstractFunction.NonCompiledInvoker;
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.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.bond.BondSecurity;

/**
 * 
 */
public abstract class BondMarketDataFunction extends NonCompiledInvoker {

    private final String _requirementName;

    public BondMarketDataFunction(final String requirementName) {
        Validate.notNull(requirementName, "requirementName");
        _requirementName = requirementName;
    }

    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
            final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
        final BondSecurity security = target.getValue(FinancialSecurityTypes.BOND_SECURITY);
        final Object value = inputs.getValue(_requirementName);
        if (value == null) {
            throw new OpenGammaRuntimeException("Could not get " + _requirementName);
        }
        return getComputedValues(executionContext, (Double) value, security, target.toSpecification());
    }

    @Override
    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context,
            final ComputationTarget target, final ValueRequirement desiredValue) {
        return Collections.singleton(new ValueRequirement(_requirementName, target.toSpecification()));
    }

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

    protected abstract Set<ComputedValue> getComputedValues(final FunctionExecutionContext context,
            final double value, final BondSecurity security, final ComputationTargetSpecification target);

}