@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueName : s_valueNames) {
defaults.addValuePropertyName(valueName, YieldCurveFunction.PROPERTY_FORWARD_CURVE);
defaults.addValuePropertyName(valueName, YieldCurveFunction.PROPERTY_FUNDING_CURVE);
defaults.addValuePropertyName(valueName, ValuePropertyNames.SURFACE);
defaults.addValuePropertyName(valueName, ValuePropertyNames.CURVE_CALCULATION_METHOD);
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueRequirement : VALUE_REQUIREMENT) {
defaults.addValuePropertyName(
valueRequirement, CreditInstrumentPropertyNamesAndValues.PROPERTY_SPREAD_CURVE_BUMP);
defaults.addValuePropertyName(
valueRequirement, CreditInstrumentPropertyNamesAndValues.PROPERTY_SPREAD_BUMP_TYPE);
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueRequirement : VALUE_REQUIREMENTS) {
defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE);
defaults.addValuePropertyName(
valueRequirement,
ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_CALCULATION_METHOD);
defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.SURFACE);
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
super.getDefaults(defaults);
for (final String valueRequirement : getValueRequirements()) {
defaults.addValuePropertyName(
valueRequirement,
BlackVolatilitySurfacePropertyNamesAndValues
.PROPERTY_MIXED_LOG_NORMAL_WEIGHTING_FUNCTION);
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
for (final String valueRequirement : VALUE_REQUIREMENTS) {
defaults.addValuePropertyName(valueRequirement, FXOptionBlackFunction.PUT_CURVE);
defaults.addValuePropertyName(valueRequirement, FXOptionBlackFunction.CALL_CURVE);
defaults.addValuePropertyName(valueRequirement, FXOptionBlackFunction.PUT_CURVE_CALC_CONFIG);
defaults.addValuePropertyName(valueRequirement, FXOptionBlackFunction.CALL_CURVE_CALC_CONFIG);
defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.SURFACE);
defaults.addValuePropertyName(
valueRequirement, InterpolatedDataProperties.X_INTERPOLATOR_NAME);
defaults.addValuePropertyName(
valueRequirement, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(
valueRequirement, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
}
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
// Properties For all ValueRequirement's
for (final String valueRequirement : VALUE_REQUIREMENTS) {
defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE_CURRENCY);
defaults.addValuePropertyName(valueRequirement, ValuePropertyNames.CURVE_CALCULATION_CONFIG);
}
// Properties specific to FORWARD_CURVE
defaults.addValuePropertyName(ValueRequirementNames.FORWARD_CURVE, ValuePropertyNames.CURVE);
defaults.addValuePropertyName(
ValueRequirementNames.FORWARD_CURVE, ValuePropertyNames.DIVIDEND_TYPE);
// Properties specific to STANDARD_VOLATILITY_SURFACE_DATA
defaults.addValuePropertyName(
ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA,
ValuePropertyNames.DISCOUNTING_CURVE_NAME);
defaults.addValuePropertyName(
ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA,
ValuePropertyNames.FORWARD_CURVE_NAME);
defaults.addValuePropertyName(
ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA,
ForwardCurveValuePropertyNames.PROPERTY_FORWARD_CURVE_CALCULATION_METHOD);
}
@Override
protected void getDefaults(final PropertyDefaults defaults) {
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, FXOptionBlackFunction.PUT_CURVE);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, FXOptionBlackFunction.CALL_CURVE);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, FXOptionBlackFunction.PUT_CURVE_CALC_CONFIG);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, FXOptionBlackFunction.CALL_CURVE_CALC_CONFIG);
defaults.addValuePropertyName(ValueRequirementNames.PNL_SERIES, ValuePropertyNames.SURFACE);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, InterpolatedDataProperties.X_INTERPOLATOR_NAME);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES,
FXDigitalCallSpreadBlackFunction.PROPERTY_CALL_SPREAD_VALUE);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, ValuePropertyNames.SAMPLING_PERIOD);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, ValuePropertyNames.SCHEDULE_CALCULATOR);
defaults.addValuePropertyName(
ValueRequirementNames.PNL_SERIES, ValuePropertyNames.SAMPLING_FUNCTION);
}
