/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.aggregation;
import java.util.Collection;
import java.util.Comparator;
import com.google.common.collect.ImmutableList;
import com.opengamma.core.organization.Organization;
import com.opengamma.core.organization.OrganizationSource;
import com.opengamma.core.position.Position;
import com.opengamma.core.position.impl.SimplePositionComparator;
import com.opengamma.core.security.Security;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.security.cds.AbstractCreditDefaultSwapSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexDefinitionSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
/**
* Abstract aggregation function for CDS reference entity data. If used with
* non-CDS securities, all items will be classified as "N/A".
*/
public class EntityNameAggregationFunction implements AggregationFunction<String> {
/**
* Classification indicating that this aggregation does not apply to the security.
*/
private static final String NOT_APPLICABLE = "N/A";
/**
* The security source used for resolution of the CDS security, not null.
*/
private final SecuritySource _securitySource;
/**
* The organization source, not null.
*/
private final OrganizationSource _organizationSource;
/**
* The name of this aggregation.
*/
private static final String NAME = "Reference Entity Names";
/**
* Creates the aggregation function.
*
* @param organizationSource the organization source used for the finding the
* organization from the red code of the CDS security, not null
* @param securitySource the security source used for resolution of the CDS security, not null
*/
public EntityNameAggregationFunction(final OrganizationSource organizationSource, final SecuritySource securitySource) {
ArgumentChecker.notNull(organizationSource, "organizationSource");
ArgumentChecker.notNull(securitySource, "securitySource");
_securitySource = securitySource;
_organizationSource = organizationSource;
}
//-------------------------------------------------------------------------
@Override
public Collection<String> getRequiredEntries() {
return ImmutableList.of();
}
@Override
public String classifyPosition(final Position position) {
final Security security = resolveSecurity(position);
if (security instanceof CreditDefaultSwapOptionSecurity) {
final CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
final ExternalId underlyingId = cdsOption.getUnderlyingId();
final Security underlying = _securitySource.getSingle(underlyingId.toBundle());
final String redCode = ((CreditDefaultSwapSecurity) underlying).getReferenceEntity().getValue();
final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
return organisation.getObligor().getObligorShortName();
} else if (security instanceof CreditDefaultSwapIndexSecurity) {
final CreditDefaultSwapIndexSecurity cdsIndex = (CreditDefaultSwapIndexSecurity) security;
final CreditDefaultSwapIndexDefinitionSecurity definition = (CreditDefaultSwapIndexDefinitionSecurity) _securitySource.getSingle(ExternalIdBundle.of(cdsIndex.getReferenceEntity()));
return definition.getName();
} else if (security instanceof CreditDefaultSwapSecurity) {
final AbstractCreditDefaultSwapSecurity cds = (AbstractCreditDefaultSwapSecurity) security;
final String redCode = cds.getReferenceEntity().getValue();
final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
if (organisation != null) {
return organisation.getObligor().getObligorShortName();
} else {
return redCode;
}
}
return NOT_APPLICABLE;
}
/**
* Gets the security source.
* @return The security source
*/
public SecuritySource getSecuritySource() {
return _securitySource;
}
private Security resolveSecurity(final Position position) {
final Security security = position.getSecurityLink().getTarget();
return security != null ? security : position.getSecurityLink().resolveQuiet(_securitySource);
}
@Override
public Comparator<Position> getPositionComparator() {
return new SimplePositionComparator();
}
@Override
public String getName() {
return NAME;
}
@Override
public int compare(final String sector1, final String sector2) {
return sector1.compareTo(sector2);
}
}