* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies

*

* Please see distribution for license.

*/

* General utility method applying to Financial Securities

*/

  private static ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> s_getCurrencyConstraint = getCurrencyConstraint();

  private static ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> getCurrencyConstraint() {

    final ComputationTargetTypeMap<Function1<ComputationTarget, ValueProperties>> map = new ComputationTargetTypeMap<>();

    map.put(ComputationTargetType.POSITION, new Function1<ComputationTarget, ValueProperties>() {

      @Override

      public ValueProperties execute(final ComputationTarget target) {

        final Security security = target.getPosition().getSecurity();

        final Currency ccy = getCurrency(security);

        if (ccy != null) {

          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();

        } else {

          return ValueProperties.none();

        }

      }

    });

    map.put(ComputationTargetType.SECURITY, new Function1<ComputationTarget, ValueProperties>() {

      @Override

      public ValueProperties execute(final ComputationTarget target) {

        final Security security = target.getSecurity();

        final Currency ccy = getCurrency(security);

        if (ccy != null) {

          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();

        } else {

          return ValueProperties.none();

        }

      }

    });

    map.put(ComputationTargetType.TRADE, new Function1<ComputationTarget, ValueProperties>() {

      @Override

      public ValueProperties execute(final ComputationTarget target) {

        final Security security = target.getTrade().getSecurity();

        final Currency ccy = getCurrency(security);

        if (ccy != null) {

          return ValueProperties.with(ValuePropertyNames.CURRENCY, ccy.getCode()).get();

        } else {

          return ValueProperties.none();

        }

      }

    });

    map.put(ComputationTargetType.CURRENCY, new Function1<ComputationTarget, ValueProperties>() {

      @Override

      public ValueProperties execute(final ComputationTarget target) {

        return ValueProperties.with(ValuePropertyNames.CURRENCY, target.getUniqueId().getValue()).get();

      }

    });

    return map;

  }

  /**

   *

   * @param target the computation target being examined.

   * @return ValueProperties containing a constraint of the CurrencyUnit or empty if not possible

   */

  public static ValueProperties getCurrencyConstraint(final ComputationTarget target) {

    final Function1<ComputationTarget, ValueProperties> operation = s_getCurrencyConstraint.get(target.getType());

    if (operation != null) {

      return operation.execute(target);

    } else {

      return ValueProperties.none();

    }

  }

  /**

   * @param security the security to be examined.

   * @return an ExternalId for a Region, where it is possible to determine, null otherwise.

   */

  public static ExternalId getRegion(final Security security) {

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final ExternalId regionId = finSec.accept(new FinancialSecurityVisitorSameValueAdapter<ExternalId>(null) {

        @Override

        public ExternalId visitGovernmentBondSecurity(final GovernmentBondSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_COUNTRY_ALPHA2, security.getIssuerDomicile());

        }

        @Override

        public ExternalId visitMunicipalBondSecurity(final MunicipalBondSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_COUNTRY_ALPHA2, security.getIssuerDomicile());

        }

        @Override

        public ExternalId visitCorporateBondSecurity(final CorporateBondSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_COUNTRY_ALPHA2, security.getIssuerDomicile());

        }

        @Override

        public ExternalId visitCashSecurity(final CashSecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitFRASecurity(final FRASecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitFXForwardSecurity(final FXForwardSecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitNonDeliverableFXForwardSecurity(final NonDeliverableFXForwardSecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitSimpleZeroDepositSecurity(final SimpleZeroDepositSecurity security) {

          return security.getRegion();

        }

        @Override

        public ExternalId visitPeriodicZeroDepositSecurity(final PeriodicZeroDepositSecurity security) {

          return security.getRegion();

        }

        @Override

        public ExternalId visitContinuousZeroDepositSecurity(final ContinuousZeroDepositSecurity security) {

          return security.getRegion();

        }

        @Override

        public ExternalId visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {

          return security.getRegionId();

        }

        @Override

        public ExternalId visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {

          return security.getRegionId();

        }

      });

      return regionId;

    }

    return null;

  }

  /**

   * @param security the security to be examined.

   * @return an ExternalId for an Exchange, where it is possible to determine, null otherwise.

   */

  public static ExternalId getExchange(final Security security) {

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final ExternalId regionId = finSec.accept(new FinancialSecurityVisitorSameValueAdapter<ExternalId>(null) {

        @Override

        public ExternalId visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getExchange());

        }

        @Override

        public ExternalId visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getExchange());

        }

        @Override

        public ExternalId visitEquityOptionSecurity(final EquityOptionSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getExchange());

        }

        @Override

        public ExternalId visitEquitySecurity(final EquitySecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getExchangeCode());

        }

        @Override

        public ExternalId visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitBondFutureSecurity(final BondFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitEquityFutureSecurity(final EquityFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitFXFutureSecurity(final FXFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitIndexFutureSecurity(final IndexFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitMetalFutureSecurity(final MetalFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitStockFutureSecurity(final StockFutureSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getTradingExchange());

        }

        @Override

        public ExternalId visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

          return ExternalId.of(ExternalSchemes.ISO_MIC, security.getExchange());

        }

      });

      return regionId;

    }

    return null;

  }

  /**

   * @param security the security to be examined.

   * @return a Currency, where it is possible to determine a single Currency association, null otherwise.

   */

  public static Currency getCurrency(final Security security) {  // CSIGNORE

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final Currency ccy = finSec.accept(new FinancialSecurityVisitor<Currency>() {

        @Override

        public Currency visitGovernmentBondSecurity(final GovernmentBondSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitMunicipalBondSecurity(final MunicipalBondSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitInflationBondSecurity(final InflationBondSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCorporateBondSecurity(final CorporateBondSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCashSecurity(final CashSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCashFlowSecurity(final CashFlowSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquitySecurity(final EquitySecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFRASecurity(final FRASecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitSwapSecurity(final SwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return payLeg.getCurrency();

            }

          }

          return null;

        }

        @Override

        public Currency visitForwardSwapSecurity(final ForwardSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return payLeg.getCurrency();

            }

          }

          return null;

        }

        @Override

        public Currency visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityOptionSecurity(final EquityOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFXOptionSecurity(final FXOptionSecurity security) {

          throw new UnsupportedOperationException("FX securities do not have a currency");

        }

        @Override

        public Currency visitNonDeliverableFXOptionSecurity(final NonDeliverableFXOptionSecurity security) {

          throw new UnsupportedOperationException("FX securities do not have a currency");

        }

        @Override

        public Currency visitSwaptionSecurity(final SwaptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFxFutureOptionSecurity(final FxFutureOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityIndexDividendFutureOptionSecurity(final EquityIndexDividendFutureOptionSecurity equityIndexDividendFutureOptionSecurity) {

          return equityIndexDividendFutureOptionSecurity.getCurrency();

        }

        @Override

        public Currency visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity equityIndexFutureOptionSecurity) {

          return equityIndexFutureOptionSecurity.getCurrency();

        }

        @Override

        public Currency visitFXBarrierOptionSecurity(final FXBarrierOptionSecurity security) {

          throw new UnsupportedOperationException("FX Barrier Options do not have a currency");

        }

        @Override

        public Currency visitFXForwardSecurity(final FXForwardSecurity security) {

          throw new UnsupportedOperationException("FX forward securities do not have a currency");

        }

        @Override

        public Currency visitNonDeliverableFXForwardSecurity(final NonDeliverableFXForwardSecurity security) {

          throw new UnsupportedOperationException("Non-deliverable FX forward securities do not have a currency");

        }

        @Override

        public Currency visitCapFloorSecurity(final CapFloorSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCapFloorCMSSpreadSecurity(final CapFloorCMSSpreadSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFXDigitalOptionSecurity(final FXDigitalOptionSecurity security) {

          throw new UnsupportedOperationException("FX digital option securities do not have a currency");

        }

        @Override

        public Currency visitNonDeliverableFXDigitalOptionSecurity(final NonDeliverableFXDigitalOptionSecurity security) {

          throw new UnsupportedOperationException("NDF FX digital option securities do not have a currency");

        }

        @Override

        public Currency visitSimpleZeroDepositSecurity(final SimpleZeroDepositSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitPeriodicZeroDepositSecurity(final PeriodicZeroDepositSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitContinuousZeroDepositSecurity(final ContinuousZeroDepositSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitBondFutureSecurity(final BondFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEnergyFutureSecurity(final EnergyFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityFutureSecurity(final EquityFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFXFutureSecurity(final FXFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitIndexFutureSecurity(final IndexFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitMetalFutureSecurity(final MetalFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitStockFutureSecurity(final StockFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitAgricultureForwardSecurity(final AgricultureForwardSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitEnergyForwardSecurity(final EnergyForwardSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitMetalForwardSecurity(final MetalForwardSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCDSSecurity(final CDSSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitStandardRecoveryLockCDSSecurity(final StandardRecoveryLockCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitStandardFixedRecoveryCDSSecurity(final StandardFixedRecoveryCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitLegacyRecoveryLockCDSSecurity(final LegacyRecoveryLockCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitLegacyFixedRecoveryCDSSecurity(final LegacyFixedRecoveryCDSSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitDeliverableSwapFutureSecurity(final DeliverableSwapFutureSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCreditDefaultSwapIndexDefinitionSecurity(final CreditDefaultSwapIndexDefinitionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {

          return security.getNotional().getCurrency();

        }

        @Override

        public Currency visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {

          return security.getCurrency();

        }

        @Override

        public Currency visitZeroCouponInflationSwapSecurity(final ZeroCouponInflationSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return payLeg.getCurrency();

            }

          }

          return null;

        }

        @Override

        public Currency visitYearOnYearInflationSwapSecurity(final YearOnYearInflationSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return payLeg.getCurrency();

            }

          }

          return null;

        }

      });

      return ccy;

    } else if (security instanceof RawSecurity) {

      final RawSecurity rawSecurity = (RawSecurity) security;

      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {

        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());

        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());

        return securityEntryData.getCurrency();

      }

    }

    return null;

  }

  /**

   * @param security the security to be examined.

   * @param securitySource a security source

   * @return a Currency, where it is possible to determine a single Currency association, null otherwise.

   */

  public static Collection<Currency> getCurrencies(final Security security, final SecuritySource securitySource) {  // CSIGNORE

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final Collection<Currency> ccy = finSec.accept(new FinancialSecurityVisitor<Collection<Currency>>() {

        @Override

        public Collection<Currency> visitCorporateBondSecurity(final CorporateBondSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitGovernmentBondSecurity(final GovernmentBondSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitMunicipalBondSecurity(final MunicipalBondSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitInflationBondSecurity(final InflationBondSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCashSecurity(final CashSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCashFlowSecurity(final CashFlowSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquitySecurity(final EquitySecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFRASecurity(final FRASecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitSwapSecurity(final SwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return Collections.singletonList(payLeg.getCurrency());

            } else {

              final Collection<Currency> collection = new ArrayList<Currency>();

              collection.add(payLeg.getCurrency());

              collection.add(receiveLeg.getCurrency());

              return collection;

            }

          }

          return null;

        }

        @Override

        public Collection<Currency> visitForwardSwapSecurity(final ForwardSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return Collections.singletonList(payLeg.getCurrency());

            } else {

              final Collection<Currency> collection = new ArrayList<Currency>();

              collection.add(payLeg.getCurrency());

              collection.add(receiveLeg.getCurrency());

              return collection;

            }

          }

          return null;

        }

        @Override

        public Collection<Currency> visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityOptionSecurity(final EquityOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFXOptionSecurity(final FXOptionSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getCallCurrency());

          currencies.add(security.getPutCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitNonDeliverableFXOptionSecurity(final NonDeliverableFXOptionSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getCallCurrency());

          currencies.add(security.getPutCurrency());

          //deliveryCurrency is always already covered

          return currencies;

        }

        @Override

        public Collection<Currency> visitSwaptionSecurity(final SwaptionSecurity security) {

          // REVIEW: jim 1-Aug-2011 -- should we include the currencies of the underlying?

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity commodityFutureOptionSecurity) {

          return Collections.singleton(commodityFutureOptionSecurity.getCurrency());

        }

        @Override

        public Collection<Currency> visitFxFutureOptionSecurity(final FxFutureOptionSecurity security) {

          return Collections.singleton(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityIndexDividendFutureOptionSecurity(final EquityIndexDividendFutureOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFXBarrierOptionSecurity(final FXBarrierOptionSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getCallCurrency());

          currencies.add(security.getPutCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitFXForwardSecurity(final FXForwardSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getPayCurrency());

          currencies.add(security.getReceiveCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitNonDeliverableFXForwardSecurity(final NonDeliverableFXForwardSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getPayCurrency());

          currencies.add(security.getReceiveCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitCapFloorSecurity(final CapFloorSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCapFloorCMSSpreadSecurity(final CapFloorCMSSpreadSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFXDigitalOptionSecurity(final FXDigitalOptionSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getCallCurrency());

          currencies.add(security.getPutCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitNonDeliverableFXDigitalOptionSecurity(final NonDeliverableFXDigitalOptionSecurity security) {

          final Collection<Currency> currencies = new ArrayList<Currency>();

          currencies.add(security.getCallCurrency());

          currencies.add(security.getPutCurrency());

          return currencies;

        }

        @Override

        public Collection<Currency> visitSimpleZeroDepositSecurity(final SimpleZeroDepositSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitPeriodicZeroDepositSecurity(final PeriodicZeroDepositSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitContinuousZeroDepositSecurity(final ContinuousZeroDepositSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitBondFutureSecurity(final BondFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEnergyFutureSecurity(final EnergyFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityFutureSecurity(final EquityFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFXFutureSecurity(final FXFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitIndexFutureSecurity(final IndexFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitMetalFutureSecurity(final MetalFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitStockFutureSecurity(final StockFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitAgricultureForwardSecurity(final AgricultureForwardSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitEnergyForwardSecurity(final EnergyForwardSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitMetalForwardSecurity(final MetalForwardSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCDSSecurity(final CDSSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitStandardFixedRecoveryCDSSecurity(final StandardFixedRecoveryCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitStandardRecoveryLockCDSSecurity(final StandardRecoveryLockCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitLegacyFixedRecoveryCDSSecurity(final LegacyFixedRecoveryCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitLegacyRecoveryLockCDSSecurity(final LegacyRecoveryLockCDSSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitDeliverableSwapFutureSecurity(final DeliverableSwapFutureSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCreditDefaultSwapIndexDefinitionSecurity(final CreditDefaultSwapIndexDefinitionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {

          return Collections.singletonList(security.getNotional().getCurrency());

        }

        @Override

        public Collection<Currency> visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {

          return Collections.singletonList(security.getCurrency());

        }

        @Override

        public Collection<Currency> visitZeroCouponInflationSwapSecurity(final ZeroCouponInflationSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return Collections.singletonList(payLeg.getCurrency());

            }

            final Collection<Currency> collection = new ArrayList<Currency>();

            collection.add(payLeg.getCurrency());

            collection.add(receiveLeg.getCurrency());

            return collection;

          }

          return null;

        }

        @Override

        public Collection<Currency> visitYearOnYearInflationSwapSecurity(final YearOnYearInflationSwapSecurity security) {

          if (security.getPayLeg().getNotional() instanceof InterestRateNotional && security.getReceiveLeg().getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional payLeg = (InterestRateNotional) security.getPayLeg().getNotional();

            final InterestRateNotional receiveLeg = (InterestRateNotional) security.getReceiveLeg().getNotional();

            if (payLeg.getCurrency().equals(receiveLeg.getCurrency())) {

              return Collections.singletonList(payLeg.getCurrency());

            }

            final Collection<Currency> collection = new ArrayList<Currency>();

            collection.add(payLeg.getCurrency());

            collection.add(receiveLeg.getCurrency());

            return collection;

          }

          return null;

        }

      });

      return ccy;

    } else if (security instanceof RawSecurity) {

      final RawSecurity rawSecurity = (RawSecurity) security;

      if (security.getSecurityType().equals(SecurityEntryData.EXTERNAL_SENSITIVITIES_SECURITY_TYPE)) {

        final FudgeMsgEnvelope msg = OpenGammaFudgeContext.getInstance().deserialize(rawSecurity.getRawData());

        final SecurityEntryData securityEntryData = OpenGammaFudgeContext.getInstance().fromFudgeMsg(SecurityEntryData.class, msg.getMessage());

        return Collections.singleton(securityEntryData.getCurrency());

      }

    }

    return null;

  }

  /**

   * Check if a security is exchange traded

   *

   * @param security the security to be examined.

   * @return true if exchange traded or false otherwise.

   */

  public static boolean isExchangeTraded(final Security security) {

    boolean result = false;

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final Boolean isExchangeTraded = finSec.accept(

          FinancialSecurityVisitorAdapter.<Boolean>builder().

          sameValueForSecurityVisitor(false).

          equitySecurityVisitor(true).

          futureSecurityVisitor(true).

          equityIndexOptionVisitor(true).

          equityOptionVisitor(true).

          equityBarrierOptionVisitor(true).

          bondFutureOptionSecurityVisitor(true).

          equityIndexFutureOptionVisitor(true).

          irfutureOptionVisitor(true).

          interestRateFutureSecurityVisitor(true).

          federalFundsFutureSecurityVisitor(true).

          create());

      result = isExchangeTraded == null ? false : isExchangeTraded;

    }

    return result;

  }

  /**

   * Returns the underlying id of a security (e.g. the id of the equity underlying an equity future).

   * @param security The security, not null

   * @return The id of the underlying of a security, where it is possible to identify this, or null

   */

  public static ExternalId getUnderlyingId(final Security security) {

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      return finSec.accept(new FinancialSecurityVisitorSameValueAdapter<ExternalId>(null) {

        @Override

        public ExternalId visitFxFutureOptionSecurity(final FxFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEnergyForwardSecurity(final EnergyForwardSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitAgricultureForwardSecurity(final AgricultureForwardSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitMetalForwardSecurity(final MetalForwardSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitStockFutureSecurity(final StockFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityFutureSecurity(final EquityFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEnergyFutureSecurity(final EnergyFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitIndexFutureSecurity(final IndexFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitFederalFundsFutureSecurity(final FederalFundsFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitMetalFutureSecurity(final MetalFutureSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityBarrierOptionSecurity(final EquityBarrierOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityIndexDividendFutureOptionSecurity(final EquityIndexDividendFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityOptionSecurity(final EquityOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitEquityVarianceSwapSecurity(final EquityVarianceSwapSecurity security) {

          return security.getSpotUnderlyingId();

        }

        @Override

        public ExternalId visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {

          return security.getUnderlyingId();

        }

        @Override

        public ExternalId visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {

          return security.getReferenceEntity();

        }

        @Override

        public ExternalId visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {

          return security.getUnderlyingId();

        }

      });

    }

    return null;

  }

  public static CurrencyAmount getNotional(final Security security, final CurrencyPairs currencyPairs, final SecuritySource securitySource) {

    if (security instanceof FinancialSecurity) {

      final FinancialSecurity finSec = (FinancialSecurity) security;

      final CurrencyAmount notional = finSec.accept(new FinancialSecurityVisitorAdapter<CurrencyAmount>() {

        @Override

        public CurrencyAmount visitSwapSecurity(final SwapSecurity security) {

          final SwapLeg payNotional = security.getPayLeg();

          final SwapLeg receiveNotional = security.getReceiveLeg();

          if (payNotional.getNotional() instanceof InterestRateNotional && receiveNotional.getNotional() instanceof InterestRateNotional) {

            final InterestRateNotional pay = (InterestRateNotional) payNotional.getNotional();

            final InterestRateNotional receive = (InterestRateNotional) receiveNotional.getNotional();

            if (Double.compare(pay.getAmount(), receive.getAmount()) == 0) {

              return CurrencyAmount.of(pay.getCurrency(), pay.getAmount());

            }

          }

          throw new OpenGammaRuntimeException("Can only handle interest rate notionals with the same amounts");

        }

        @Override

        public CurrencyAmount visitFXOptionSecurity(final FXOptionSecurity security) {

          final Currency currency1 = security.getPutCurrency();

          final double amount1 = security.getPutAmount();

          final Currency currency2 = security.getCallCurrency();

          final double amount2 = security.getCallAmount();

          final CurrencyPair currencyPair = currencyPairs.getCurrencyPair(currency1, currency2);

          if (currencyPair.getBase().equals(currency1)) {

            return CurrencyAmount.of(currency1, amount1);

          }

          return CurrencyAmount.of(currency2, amount2);

        }

        @Override

        public CurrencyAmount visitFXBarrierOptionSecurity(final FXBarrierOptionSecurity security) {

          final Currency currency1 = security.getPutCurrency();

          final double amount1 = security.getPutAmount();

          final Currency currency2 = security.getCallCurrency();

          final double amount2 = security.getCallAmount();

          final CurrencyPair currencyPair = currencyPairs.getCurrencyPair(currency1, currency2);