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

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Here is the source code for com.opengamma.financial.analytics.PositionWeightFromNAVFunction.java

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/**
 * Copyright (C) 2009 - 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 org.apache.commons.lang.Validate;

import com.google.common.collect.Sets;
import com.opengamma.engine.ComputationTarget;
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;

/**
 * 
 */
public class PositionWeightFromNAVFunction extends AbstractFunction.NonCompiledInvoker {
    private final double _nav;

    public PositionWeightFromNAVFunction(final String nav) {
        Validate.notNull(nav, "nav");
        _nav = Double.parseDouble(nav);
    }

    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
            final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
        final Object fairValueObj = inputs.getValue(ValueRequirementNames.FAIR_VALUE);
        if (fairValueObj != null) {
            final double fairValue = (Double) fairValueObj;
            return Sets.newHashSet(new ComputedValue(new ValueSpecification(ValueRequirementNames.WEIGHT,
                    target.toSpecification(), createValueProperties().get()), fairValue / _nav));
        }
        return null;
    }

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

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

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

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