コード例 #1
0
 @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);
 }
 @Override
 public boolean canApplyTo(
     final FunctionCompilationContext context, final ComputationTarget target) {
   return ObjectUtils.equals(target.getUniqueId(), _definition.getTarget().getUniqueId());
 }