/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.aggregation;
import com.opengamma.core.obligor.definition.Obligor;
import com.opengamma.core.organization.Organization;
import com.opengamma.core.organization.OrganizationSource;
import com.opengamma.core.position.Position;
import com.opengamma.core.security.Security;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.security.cds.AbstractCreditDefaultSwapSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.id.ExternalId;
/**
* Simple aggregator function to allow positions to be aggregated by debt seniority. This is
* generally only applicable to CDS securities, and if applied to securities with no
* debt seniority, the result of {@link #classifyPosition(Position)} will be "N/A".
*/
public class CdsOptionReferenceNameAggregationFunction extends AbstractCdsOptionAggregationFunction<Obligor> {
/**
* Function name.
*/
private static final String NAME = "Reference Entity Names";
/**
* Creates an instance.
*
* @param securitySource the security source, not null
* @param organizationSource the organization source, not null
*/
public CdsOptionReferenceNameAggregationFunction(final SecuritySource securitySource, final OrganizationSource organizationSource) {
super(NAME, securitySource, new CdsOptionValueExtractor<Obligor>() {
@Override
public Obligor extract(CreditDefaultSwapOptionSecurity cdsOption) {
ExternalId underlyingId = cdsOption.getUnderlyingId();
Security underlying = securitySource.getSingle(underlyingId.toBundle());
if (underlying instanceof AbstractCreditDefaultSwapSecurity) {
String redCode = ((CreditDefaultSwapSecurity) underlying).getReferenceEntity().getValue();
Organization organisation = organizationSource.getOrganizationByRedCode(redCode);
return organisation.getObligor();
} else {
// CreditDefaultSwapOptionSecurity
// null communicates N/A
return null;
}
}
});
}
//-------------------------------------------------------------------------
@Override
protected String handleExtractedData(Obligor extracted) {
return extracted.getObligorShortName();
}
}