/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.bond;
import java.util.Collections;
import java.util.Set;
import org.apache.commons.lang.Validate;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.AbstractFunction.NonCompiledInvoker;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.bond.BondSecurity;
/**
*
*/
public abstract class BondMarketDataFunction extends NonCompiledInvoker {
private final String _requirementName;
public BondMarketDataFunction(final String requirementName) {
Validate.notNull(requirementName, "requirementName");
_requirementName = requirementName;
}
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final BondSecurity security = target.getValue(FinancialSecurityTypes.BOND_SECURITY);
final Object value = inputs.getValue(_requirementName);
if (value == null) {
throw new OpenGammaRuntimeException("Could not get " + _requirementName);
}
return getComputedValues(executionContext, (Double) value, security, target.toSpecification());
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context,
final ComputationTarget target, final ValueRequirement desiredValue) {
return Collections.singleton(new ValueRequirement(_requirementName, target.toSpecification()));
}
@Override
public ComputationTargetType getTargetType() {
return FinancialSecurityTypes.BOND_SECURITY;
}
protected abstract Set<ComputedValue> getComputedValues(final FunctionExecutionContext context, final double value, final BondSecurity security, final ComputationTargetSpecification target);
}