/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity;
import java.util.Collections;
import java.util.List;
import com.opengamma.engine.function.config.AbstractFunctionConfigurationBean;
import com.opengamma.engine.function.config.CombiningFunctionConfigurationSource;
import com.opengamma.engine.function.config.FunctionConfiguration;
import com.opengamma.engine.function.config.FunctionConfigurationBundle;
import com.opengamma.engine.function.config.FunctionConfigurationSource;
import com.opengamma.engine.function.config.SimpleFunctionConfigurationSource;
import com.opengamma.financial.analytics.model.equity.option.EquityVanillaBarrierOptionDistanceFunction;
import com.opengamma.financial.analytics.model.equity.option.OptionFunctions;
import com.opengamma.financial.analytics.model.equity.portfoliotheory.PortfolioTheoryFunctions;
import com.opengamma.financial.analytics.model.equity.varianceswap.VarianceSwapFunctions;
/**
* Function repository configuration source for the functions contained in this package and its sub-packages.
*/
public class EquityFunctions extends AbstractFunctionConfigurationBean {
/**
* Default instance of a repository configuration source exposing the functions from this package and its sub-packages.
*
* @return the configuration source exposing functions from this package and its sub-packages
*/
public static FunctionConfigurationSource instance() {
return new EquityFunctions().getObjectCreating();
}
@Override
protected void addAllConfigurations(final List<FunctionConfiguration> functions) {
functions.add(functionConfiguration(AffineDividendFunction.class));
functions.add(functionConfiguration(DiscreteDividendFunction.class));
functions.add(functionConfiguration(EquityForwardCurveFunction.class));
functions.add(functionConfiguration(EquityForwardCurveFromFutureCurveFunction.class));
functions.add(functionConfiguration(SecurityMarketPriceFunction.class));
functions.add(functionConfiguration(UnderlyingMarketPriceFunction.class));
functions.add(functionConfiguration(EquitySecurityDeltaFunction.class));
functions.add(functionConfiguration(EquitySecurityValueDeltaFunction.class));
functions.add(functionConfiguration(EquitySecurityScenarioPnLFunction.class));
functions.add(functionConfiguration(EquityVanillaBarrierOptionDistanceFunction.class));
functions.add(functionConfiguration(EquityOptionMonetizedVegaFunction.class));
}
protected FunctionConfigurationSource futuresFunctionConfiguration() {
// TODO
return new SimpleFunctionConfigurationSource(new FunctionConfigurationBundle(Collections.<FunctionConfiguration>emptyList()));
}
protected FunctionConfigurationSource optionFunctionConfiguration() {
return OptionFunctions.instance();
}
protected FunctionConfigurationSource portfolioTheoryFunctionConfiguration() {
return PortfolioTheoryFunctions.instance();
}
protected FunctionConfigurationSource varianceSwapFunctionConfiguration() {
return VarianceSwapFunctions.instance();
}
@Override
protected FunctionConfigurationSource createObject() {
return CombiningFunctionConfigurationSource.of(super.createObject(), futuresFunctionConfiguration(), optionFunctionConfiguration(), portfolioTheoryFunctionConfiguration(),
varianceSwapFunctionConfiguration());
}
}