/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.curve;
import java.util.Collections;
import java.util.Set;
import org.threeten.bp.Instant;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import org.threeten.bp.temporal.ChronoUnit;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.config.ConfigSource;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.CompiledFunctionDefinition;
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.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.OpenGammaCompilationContext;
import com.opengamma.financial.analytics.curve.credit.ConfigDBCurveDefinitionSource;
import com.opengamma.financial.analytics.curve.credit.CurveDefinitionSource;
import com.opengamma.financial.view.ConfigDocumentWatchSetProvider;
import com.opengamma.id.VersionCorrection;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.async.AsynchronousExecution;
/**
* Pulls a {@link CurveDefinition} from the config database.
*/
public class CurveDefinitionFunction extends AbstractFunction {
/** The curve name */
private final String _curveName;
/**
* @param curveName The curve name, not null
*/
public CurveDefinitionFunction(final String curveName) {
ArgumentChecker.notNull(curveName, "curve name");
_curveName = curveName;
}
@Override
public void init(final FunctionCompilationContext context) {
ConfigDocumentWatchSetProvider.reinitOnChanges(context, this, CurveDefinition.class);
ConfigDocumentWatchSetProvider.reinitOnChanges(context, this, InterpolatedCurveDefinition.class);
}
@Override
public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
final CurveDefinitionSource curveDefinitionSource = new ConfigDBCurveDefinitionSource(configSource);
final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
final CurveDefinition curveDefinition = curveDefinitionSource.getCurveDefinition(_curveName, VersionCorrection.of(versionTime, versionTime));
if (curveDefinition == null) {
throw new OpenGammaRuntimeException("Could not get curve definition called " + _curveName);
}
final ValueProperties properties = createValueProperties()
.with(ValuePropertyNames.CURVE, _curveName)
.get();
final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_DEFINITION, ComputationTargetSpecification.NULL, properties);
final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, curveDefinition));
return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
return result;
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.NULL;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext myContext, final ComputationTarget target) {
return Collections.singleton(spec);
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext myContext, final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.emptySet();
}
};
}
}