/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics;
import static com.opengamma.engine.value.ValueRequirementNames.CURRENCY_PAIRS;
import java.util.Collections;
import java.util.Set;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
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.ValueProperties;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.currency.CurrencyPairs;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.FinancialSecurityUtils;
import com.opengamma.util.async.AsynchronousExecution;
import com.opengamma.util.money.CurrencyAmount;
/**
* Function that returns the notional for a security. If the
*/
public class NotionalFunction extends AbstractFunction.NonCompiledInvoker {
/** Property indicating whether this security has been bought or sold. */
public static final String PROPERTY_BUY = "Buy";
/** Indicates whether the notional should be negated */
public static final String NEGATIVE = "Negative";
/** Indicates whether the notional is of the correct sign */
public static final String POSITIVE = "Positive";
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
final ValueRequirement desiredValue = desiredValues.iterator().next();
final CurrencyPairs currencyPairs = (CurrencyPairs) inputs.getValue(CURRENCY_PAIRS);
SecuritySource securitySource = executionContext.getSecuritySource();
final CurrencyAmount ca = FinancialSecurityUtils.getNotional(target.getSecurity(), currencyPairs, securitySource);
final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.NOTIONAL, target.toSpecification(), desiredValue.getConstraints().copy().get());
if (desiredValue.getConstraint(PROPERTY_BUY).equals(NEGATIVE)) {
return Collections.singleton(new ComputedValue(spec, ca.multipliedBy(-1)));
}
return Collections.singleton(new ComputedValue(spec, ca));
}
@Override
public ComputationTargetType getTargetType() {
return FinancialSecurityTypes.FINANCIAL_SECURITY;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
final Set<String> buy = context.getViewCalculationConfiguration().getDefaultProperties().getValues(PROPERTY_BUY);
final String buyProperty = ((buy == null) || !buy.contains(NEGATIVE)) ? POSITIVE : NEGATIVE;
final ValueProperties properties = createValueProperties().with(PROPERTY_BUY, buyProperty).get();
return Collections.singleton(new ValueSpecification(ValueRequirementNames.NOTIONAL, target.toSpecification(), properties));
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
final ValueProperties properties = ValueProperties.builder()
.with(CurrencyPairsFunction.CURRENCY_PAIRS_NAME, CurrencyPairs.DEFAULT_CURRENCY_PAIRS)
.get();
return Collections.singleton(new ValueRequirement(CURRENCY_PAIRS, ComputationTargetSpecification.NULL, properties));
}
}