@Override
public CompiledFunctionDefinition compile(
FunctionCompilationContext context, InstantProvider atInstant) {
Triple<InstantProvider, InstantProvider, InterpolatedYieldCurveSpecification> compile =
_helper.compile(context, atInstant);
return new CompiledImpl(
compile.getFirst(),
compile.getSecond(),
buildRequirements(compile.getThird(), context),
_helper.getYieldCurveKey());
}
@Override
public void init(final FunctionCompilationContext context) {
_helper.init(context, this);
final ComputationTargetSpecification currencySpec =
new ComputationTargetSpecification(_helper.getYieldCurveKey().getCurrency());
_marketDataResult =
new ValueSpecification(
ValueRequirementNames.YIELD_CURVE_MARKET_DATA,
currencySpec,
createValueProperties()
.with(ValuePropertyNames.CURVE, _helper.getYieldCurveKey().getName())
.get());
_results = Sets.newHashSet(_marketDataResult);
}
