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

Introduction

Here is the source code for com.opengamma.financial.analytics.model.bond.BondMarketDirtyPriceFunction.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.Set;

import com.google.common.collect.Sets;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
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.security.bond.BondSecurity;

/**
 * 
 */
public class BondMarketDirtyPriceFunction extends BondMarketDataFunction {

    public BondMarketDirtyPriceFunction() {
        super(MarketDataRequirementNames.DIRTY_PRICE_MID);
    }

    @Override
    protected Set<ComputedValue> getComputedValues(final FunctionExecutionContext context, final double value,
            final BondSecurity security, final ComputationTarget target) {
        final ValueSpecification specification = new ValueSpecification(
                new ValueRequirement(ValueRequirementNames.MARKET_DIRTY_PRICE, security), getUniqueId());
        return Sets.newHashSet(new ComputedValue(specification, value));
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target) {
        return Sets.newHashSet(new ValueSpecification(
                new ValueRequirement(ValueRequirementNames.MARKET_DIRTY_PRICE, target.getSecurity()),
                getUniqueId()));
    }

    @Override
    public String getShortName() {
        return "BondMarketDirtyPriceFunction";
    }

}