@Override
public boolean equals(final Object o) {
if (o == null) {
return false;
}
if (!(o instanceof VolatilitySurfaceDefinition)) {
return false;
}
final VolatilitySurfaceDefinition<?, ?> other = (VolatilitySurfaceDefinition<?, ?>) o;
return other.getTarget().equals(getTarget())
&& other.getName().equals(getName())
&& Arrays.equals(other.getXs(), getXs())
&& Arrays.equals(other.getYs(), getYs());
}
@Override
public void init(final FunctionCompilationContext context) {
_definition =
ConfigDBVolatilitySurfaceDefinitionSource.init(context, this)
.getDefinition(_definitionName, _instrumentType);
if (_definition == null) {
throw new OpenGammaRuntimeException(
"Couldn't find Volatility Surface Definition for "
+ _instrumentType
+ " called "
+ _definitionName);
}
final ValueProperties surfaceProperties =
ValueProperties.builder()
.with(ValuePropertyNames.SURFACE, _definitionName)
.with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, _instrumentType)
.withAny(
EquityVarianceSwapStaticReplicationFunction
.STRIKE_PARAMETERIZATION_METHOD /*, VarianceSwapStaticReplication.StrikeParameterization.STRIKE.toString()*/)
.get();
final ComputationTargetSpecification targetSpec =
ComputationTargetSpecification.of(_definition.getTarget().getUniqueId());
_requirement =
new ValueRequirement(
ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, targetSpec, surfaceProperties);
_result =
new ValueSpecification(
ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE,
targetSpec,
createValueProperties()
.with(ValuePropertyNames.SURFACE, _definitionName)
.with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, _instrumentType)
.withAny(
EquityVarianceSwapStaticReplicationFunction
.STRIKE_PARAMETERIZATION_METHOD /*, VarianceSwapStaticReplication.StrikeParameterization.STRIKE.toString()*/)
.get());
_results = Collections.singleton(_result);
}
private static ConfigItem<VolatilitySurfaceDefinition<Tenor, Tenor>> makeConfigDocument(
final VolatilitySurfaceDefinition<Tenor, Tenor> definition) {
return ConfigItem.of(definition, definition.getName(), VolatilitySurfaceDefinition.class);
}
@Override
public boolean canApplyTo(
final FunctionCompilationContext context, final ComputationTarget target) {
return ObjectUtils.equals(target.getUniqueId(), _definition.getTarget().getUniqueId());
}
