com.opengamma.financial.analytics.model.forex.forward.FXForwardMultiValuedFunction.java Source code

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Here is the source code for com.opengamma.financial.analytics.model.forex.forward.FXForwardMultiValuedFunction.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.model.forex.forward;

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

import com.google.common.collect.Iterables;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;

/**
 *
 */
public abstract class FXForwardMultiValuedFunction extends FXForwardFunction {

    public FXForwardMultiValuedFunction(final String valueRequirementName) {
        super(valueRequirementName);
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
        String payCurveName = null;
        String payCurveCalculationConfig = null;
        String receiveCurveName = null;
        String receiveCurveCalculationConfig = null;
        for (final Map.Entry<ValueSpecification, ValueRequirement> entry : inputs.entrySet()) {
            final ValueRequirement requirement = entry.getValue();
            if (requirement.getValueName().equals(ValueRequirementNames.YIELD_CURVE)) {
                final ValueProperties constraints = requirement.getConstraints();
                if (constraints.getProperties().contains(ValuePropertyNames.PAY_CURVE)) {
                    payCurveName = Iterables.getOnlyElement(constraints.getValues(ValuePropertyNames.CURVE));
                    payCurveCalculationConfig = Iterables
                            .getOnlyElement(constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_CONFIG));
                } else if (constraints.getProperties().contains(ValuePropertyNames.RECEIVE_CURVE)) {
                    receiveCurveName = Iterables.getOnlyElement(constraints.getValues(ValuePropertyNames.CURVE));
                    receiveCurveCalculationConfig = Iterables
                            .getOnlyElement(constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_CONFIG));
                }
            }
        }
        assert payCurveName != null;
        assert receiveCurveName != null;
        final ValueProperties properties = getResultProperties(target, payCurveName, receiveCurveName,
                payCurveCalculationConfig, receiveCurveCalculationConfig).get();
        return Collections
                .singleton(new ValueSpecification(getValueRequirementName(), target.toSpecification(), properties));
    }

    @Override
    protected ValueProperties.Builder getResultProperties(final ComputationTarget target) {
        return createValueProperties().withAny(ValuePropertyNames.PAY_CURVE)
                .withAny(ValuePropertyNames.RECEIVE_CURVE).withAny(PAY_CURVE_CALC_CONFIG)
                .withAny(RECEIVE_CURVE_CALC_CONFIG);
    }

    protected ValueProperties.Builder getResultProperties(final ComputationTarget target, final String payCurveName,
            final String receiveCurveName, final String payCurveCalculationConfig,
            final String receiveCurveCalculationConfig) {
        return createValueProperties().with(ValuePropertyNames.PAY_CURVE, payCurveName)
                .with(ValuePropertyNames.RECEIVE_CURVE, receiveCurveName)
                .with(PAY_CURVE_CALC_CONFIG, payCurveCalculationConfig)
                .with(RECEIVE_CURVE_CALC_CONFIG, receiveCurveCalculationConfig);
    }

    @Override
    protected ValueProperties.Builder getResultProperties(final ComputationTarget target,
            final ValueRequirement desiredValue) {
        final String payCurveName = desiredValue.getConstraint(ValuePropertyNames.PAY_CURVE);
        final String receiveCurveName = desiredValue.getConstraint(ValuePropertyNames.RECEIVE_CURVE);
        final String payCurveCalculationConfig = desiredValue.getConstraint(PAY_CURVE_CALC_CONFIG);
        final String receiveCurveCalculationConfig = desiredValue.getConstraint(RECEIVE_CURVE_CALC_CONFIG);
        return createValueProperties().with(ValuePropertyNames.PAY_CURVE, payCurveName)
                .with(ValuePropertyNames.RECEIVE_CURVE, receiveCurveName)
                .with(PAY_CURVE_CALC_CONFIG, payCurveCalculationConfig)
                .with(RECEIVE_CURVE_CALC_CONFIG, receiveCurveCalculationConfig);
    }
}