/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity.portfoliotheory;
import java.util.Set;
import com.opengamma.core.position.PortfolioNode;
import com.opengamma.core.position.Position;
import com.opengamma.core.position.Trade;
import com.opengamma.core.position.impl.PositionAccumulator;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.financial.analytics.model.pnl.AbstractPortfolioPnLFunction;
import com.opengamma.financial.security.equity.EquitySecurity;
/**
*
*/
public class PortfolioEquityPnLFunction extends AbstractPortfolioPnLFunction {
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
final PortfolioNode node = target.getPortfolioNode();
final Set<Position> allPositions = PositionAccumulator.getAccumulatedPositions(node);
for (final Position position : allPositions) {
if (position.getSecurity() instanceof EquitySecurity) {
for (final Trade trade : position.getTrades()) {
if (!(trade.getSecurity() instanceof EquitySecurity)) {
return false;
}
}
} else {
return false;
}
}
return true;
}
@Override
public String getShortName() {
return "PortfolioDailyEquityPnL";
}
}