/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.curve.exposure;
import java.util.Arrays;
import java.util.List;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.security.bond.CorporateBondSecurity;
import com.opengamma.financial.security.bond.GovernmentBondSecurity;
import com.opengamma.financial.security.bond.InflationBondSecurity;
import com.opengamma.financial.security.bond.MunicipalBondSecurity;
import com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity;
import com.opengamma.financial.security.capfloor.CapFloorSecurity;
import com.opengamma.financial.security.cash.CashSecurity;
import com.opengamma.financial.security.cashflow.CashFlowSecurity;
import com.opengamma.financial.security.cds.CDSSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexDefinitionSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexSecurity;
import com.opengamma.financial.security.cds.LegacyFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.LegacyRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.LegacyVanillaCDSSecurity;
import com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.StandardRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.StandardVanillaCDSSecurity;
import com.opengamma.financial.security.deposit.ContinuousZeroDepositSecurity;
import com.opengamma.financial.security.deposit.PeriodicZeroDepositSecurity;
import com.opengamma.financial.security.deposit.SimpleZeroDepositSecurity;
import com.opengamma.financial.security.equity.EquitySecurity;
import com.opengamma.financial.security.equity.EquityVarianceSwapSecurity;
import com.opengamma.financial.security.forward.AgricultureForwardSecurity;
import com.opengamma.financial.security.forward.CommodityForwardSecurity;
import com.opengamma.financial.security.forward.EnergyForwardSecurity;
import com.opengamma.financial.security.forward.MetalForwardSecurity;
import com.opengamma.financial.security.fra.FRASecurity;
import com.opengamma.financial.security.future.AgricultureFutureSecurity;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.future.DeliverableSwapFutureSecurity;
import com.opengamma.financial.security.future.EnergyFutureSecurity;
import com.opengamma.financial.security.future.EquityFutureSecurity;
import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity;
import com.opengamma.financial.security.future.FXFutureSecurity;
import com.opengamma.financial.security.future.FederalFundsFutureSecurity;
import com.opengamma.financial.security.future.FutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.financial.security.future.MetalFutureSecurity;
import com.opengamma.financial.security.future.StockFutureSecurity;
import com.opengamma.financial.security.fx.FXForwardSecurity;
import com.opengamma.financial.security.fx.NonDeliverableFXForwardSecurity;
import com.opengamma.financial.security.option.BondFutureOptionSecurity;
import com.opengamma.financial.security.option.CommodityFutureOptionSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.financial.security.option.EquityBarrierOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexOptionSecurity;
import com.opengamma.financial.security.option.EquityOptionSecurity;
import com.opengamma.financial.security.option.FXBarrierOptionSecurity;
import com.opengamma.financial.security.option.FXDigitalOptionSecurity;
import com.opengamma.financial.security.option.FXOptionSecurity;
import com.opengamma.financial.security.option.FxFutureOptionSecurity;
import com.opengamma.financial.security.option.IRFutureOptionSecurity;
import com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity;
import com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity;
import com.opengamma.financial.security.option.SwaptionSecurity;
import com.opengamma.financial.security.swap.ForwardSwapSecurity;
import com.opengamma.financial.security.swap.SwapSecurity;
import com.opengamma.financial.security.swap.YearOnYearInflationSwapSecurity;
import com.opengamma.financial.security.swap.ZeroCouponInflationSwapSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
/**
*
*/
public class ContractCategoryExposureFunction implements ExposureFunction {
private final SecuritySource _securitySource;
public ContractCategoryExposureFunction(final SecuritySource securitySource) {
_securitySource = securitySource;
}
@Override
public String getName() {
return "Contract Category";
}
private static List<ExternalId> getContractType(final FutureSecurity security) {
return Arrays.asList(ExternalId.of(CONTRACT_IDENTIFIER, security.getContractCategory()));
}
private static List<ExternalId> getContractType(final CommodityForwardSecurity security) {
return Arrays.asList(ExternalId.of(CONTRACT_IDENTIFIER, security.getContractCategory()));
}
@Override
public List<ExternalId> visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitBondFutureSecurity(final BondFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitFXFutureSecurity(final FXFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitStockFutureSecurity(final StockFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitEquityFutureSecurity(final EquityFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitEnergyFutureSecurity(final EnergyFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitIndexFutureSecurity(final IndexFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitMetalFutureSecurity(final MetalFutureSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitCapFloorCMSSpreadSecurity(final CapFloorCMSSpreadSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCapFloorSecurity(final CapFloorSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCashSecurity(final CashSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCashFlowSecurity(final CashFlowSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitFxFutureOptionSecurity(final FxFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitContinuousZeroDepositSecurity(final ContinuousZeroDepositSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCorporateBondSecurity(final CorporateBondSecurity security) {
return null;
}
@Override
public List<ExternalId> visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitEquityIndexDividendFutureOptionSecurity(final EquityIndexDividendFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitEquityOptionSecurity(final EquityOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitEquitySecurity(final EquitySecurity security) {
return null;
}
@Override
public List<ExternalId> visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {
return null;
}
@Override
public List<ExternalId> visitFRASecurity(final FRASecurity security) {
return null;
}
@Override
public List<ExternalId> visitFXBarrierOptionSecurity(final FXBarrierOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitFXDigitalOptionSecurity(final FXDigitalOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitFXForwardSecurity(final FXForwardSecurity security) {
return null;
}
@Override
public List<ExternalId> visitFXOptionSecurity(final FXOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitForwardSwapSecurity(final ForwardSwapSecurity security) {
return null;
}
@Override
public List<ExternalId> visitGovernmentBondSecurity(final GovernmentBondSecurity security) {
return null;
}
@Override
public List<ExternalId> visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {
final FutureSecurity underlyingSecurity = (FutureSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
return getContractType(underlyingSecurity);
}
@Override
public List<ExternalId> visitMunicipalBondSecurity(final MunicipalBondSecurity security) {
return null;
}
@Override
public List<ExternalId> visitInflationBondSecurity(final InflationBondSecurity security) {
return null;
}
@Override
public List<ExternalId> visitNonDeliverableFXDigitalOptionSecurity(final NonDeliverableFXDigitalOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitNonDeliverableFXForwardSecurity(final NonDeliverableFXForwardSecurity security) {
return null;
}
@Override
public List<ExternalId> visitNonDeliverableFXOptionSecurity(final NonDeliverableFXOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitPeriodicZeroDepositSecurity(final PeriodicZeroDepositSecurity security) {
return null;
}
@Override
public List<ExternalId> visitSimpleZeroDepositSecurity(final SimpleZeroDepositSecurity security) {
return null;
}
@Override
public List<ExternalId> visitSwapSecurity(final SwapSecurity security) {
return null;
}
@Override
public List<ExternalId> visitSwaptionSecurity(final SwaptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitDeliverableSwapFutureSecurity(final DeliverableSwapFutureSecurity security) {
return null;
}
@Override
public List<ExternalId> visitEnergyForwardSecurity(final EnergyForwardSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitAgricultureForwardSecurity(final AgricultureForwardSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitMetalForwardSecurity(final MetalForwardSecurity security) {
return getContractType(security);
}
@Override
public List<ExternalId> visitCDSSecurity(final CDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitStandardFixedRecoveryCDSSecurity(final StandardFixedRecoveryCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitStandardRecoveryLockCDSSecurity(final StandardRecoveryLockCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitLegacyFixedRecoveryCDSSecurity(final LegacyFixedRecoveryCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitLegacyRecoveryLockCDSSecurity(final LegacyRecoveryLockCDSSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCreditDefaultSwapIndexDefinitionSecurity(final CreditDefaultSwapIndexDefinitionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {
return null;
}
@Override
public List<ExternalId> visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {
return null;
}
@Override
public List<ExternalId> visitZeroCouponInflationSwapSecurity(final ZeroCouponInflationSwapSecurity security) {
return null;
}
@Override
public List<ExternalId> visitYearOnYearInflationSwapSecurity(final YearOnYearInflationSwapSecurity security) {
return null;
}
}