/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.volatility.surface.black.defaultproperties;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.financial.analytics.model.equity.EquitySecurityUtils;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.equity.EquityVarianceSwapSecurity;
/**
*
*/
public class PureBlackVolatilitySurfaceSecurityDefaults extends PureBlackVolatilitySurfaceDefaults {
public PureBlackVolatilitySurfaceSecurityDefaults(final String... defaultsPerTicker) {
super(FinancialSecurityTypes.EQUITY_VARIANCE_SWAP_SECURITY, defaultsPerTicker);
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
final String underlyingId = EquitySecurityUtils.getIndexOrEquityNameFromUnderlying(security);
return getAllTickers().contains(underlyingId);
}
@Override
protected String getTicker(final ComputationTarget target) {
final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
return security.getSpotUnderlyingId().getValue();
}
}