@Override
protected Set<ComputedValue> getResult(
final Forex fxForward,
final YieldCurveBundle data,
final ComputationTarget target,
final Set<ValueRequirement> desiredValues,
final FunctionInputs inputs,
final ValueSpecification spec,
final FunctionExecutionContext executionContext) {
final MultipleCurrencyAmount result = CALCULATOR.visit(fxForward, data);
return Collections.singleton(new ComputedValue(spec, result));
}
public class FXForwardCurrencyExposureFunction extends FXForwardMultiValuedFunction {
private static final CurrencyExposureForexCalculator CALCULATOR =
CurrencyExposureForexCalculator.getInstance();
public FXForwardCurrencyExposureFunction() {
super(ValueRequirementNames.FX_CURRENCY_EXPOSURE);
}
@Override
protected Set<ComputedValue> getResult(
final Forex fxForward,
final YieldCurveBundle data,
final ComputationTarget target,
final Set<ValueRequirement> desiredValues,
final FunctionInputs inputs,
final ValueSpecification spec,
final FunctionExecutionContext executionContext) {
final MultipleCurrencyAmount result = CALCULATOR.visit(fxForward, data);
return Collections.singleton(new ComputedValue(spec, result));
}
}