com.opengamma.financial.currency.FixedIncomeInstrumentPnLSeriesCurrencyConversionFunction.java Source code

Introduction

Here is the source code for com.opengamma.financial.currency.FixedIncomeInstrumentPnLSeriesCurrencyConversionFunction.java

Source

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.currency;

import java.util.Set;

import com.google.common.collect.ImmutableSet;
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.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.analytics.model.pnl.YieldCurveNodePnLFunction;

/**
 * 
 */
public class FixedIncomeInstrumentPnLSeriesCurrencyConversionFunction extends PnlSeriesCurrencyConversionFunction {

    public FixedIncomeInstrumentPnLSeriesCurrencyConversionFunction(final String currencyMatrixName) {
        super(currencyMatrixName);
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target) {
        final ValueProperties properties = createValueProperties().withAny(ValuePropertyNames.CURRENCY)
                .withAny(ValuePropertyNames.SAMPLING_PERIOD).withAny(ValuePropertyNames.SCHEDULE_CALCULATOR)
                .withAny(ValuePropertyNames.SAMPLING_FUNCTION)
                .with(YieldCurveNodePnLFunction.PROPERTY_PNL_CONTRIBUTIONS, "Delta").get();
        return ImmutableSet
                .of(new ValueSpecification(ValueRequirementNames.PNL_SERIES, target.toSpecification(), properties));
    }

    @Override
    protected ValueSpecification getValueSpec(final ValueSpecification inputSpec, final String currencyCode) {
        final ValueProperties properties = inputSpec.getProperties().copy().withoutAny(ValuePropertyNames.FUNCTION)
                .with(ValuePropertyNames.FUNCTION, getUniqueId()).withoutAny(ValuePropertyNames.CURRENCY)
                .with(ValuePropertyNames.CURRENCY, currencyCode).get();
        return new ValueSpecification(ValueRequirementNames.PNL_SERIES, inputSpec.getTargetSpecification(),
                properties);
    }
}