/**
* 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.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.CreditDefaultSwapSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.id.ExternalId;
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 SeniorityAggregationFunction 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 name of this aggregation.
*/
private static final String NAME = "Seniority";
/**
* Creates the aggregation function.
*
* @param securitySource the security source used for resolution of the CDS security, not null
*/
public SeniorityAggregationFunction(final SecuritySource securitySource) {
ArgumentChecker.notNull(securitySource, "securitySource");
_securitySource = securitySource;
}
//-------------------------------------------------------------------------
@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());
return ((CreditDefaultSwapSecurity) underlying).getDebtSeniority().toString();
} else if (security instanceof CreditDefaultSwapSecurity) {
final CreditDefaultSwapSecurity cds = (CreditDefaultSwapSecurity) security;
return cds.getDebtSeniority().toString();
}
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);
}
}