/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity.option;
import com.opengamma.core.security.Security;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.financial.analytics.model.CalculationPropertyNamesAndValues;
import com.opengamma.financial.analytics.model.SecurityExerciseTypeVisitor;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.financial.security.option.AmericanExerciseType;
/**
*
*/
public abstract class EquityOptionBjerksundStenslandFunction extends EquityOptionFunction {
/**
* @param valueRequirementNames The value requirement names
*/
public EquityOptionBjerksundStenslandFunction(final String... valueRequirementNames) {
super(valueRequirementNames);
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
final Security security = target.getSecurity();
return ((FinancialSecurity) security).accept(new SecurityExerciseTypeVisitor()) instanceof AmericanExerciseType;
}
@Override
protected String getCalculationMethod() {
return CalculationPropertyNamesAndValues.BJERKSUND_STENSLAND_METHOD;
}
@Override
protected String getModelType() {
return CalculationPropertyNamesAndValues.ANALYTIC;
}
}