/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.credit;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.security.FinancialSecurityVisitorAdapter;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapSecurity;
import com.opengamma.financial.security.cds.LegacyVanillaCDSSecurity;
import com.opengamma.financial.security.cds.StandardVanillaCDSSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.credit.CreditCurveIdentifier;
import com.opengamma.util.money.Currency;
/**
*
*/
public final class CreditSecurityToIdentifierVisitor extends FinancialSecurityVisitorAdapter<CreditCurveIdentifier> {
private final SecuritySource _securitySource;
private final String _prefix;
public CreditSecurityToIdentifierVisitor(final SecuritySource securitySource) {
this(securitySource, null);
}
public CreditSecurityToIdentifierVisitor(final SecuritySource securitySource, final String prefix) {
ArgumentChecker.notNull(securitySource, "security source");
_securitySource = securitySource;
_prefix = prefix;
}
@Override
public CreditCurveIdentifier visitStandardVanillaCDSSecurity(final StandardVanillaCDSSecurity security) {
final ExternalId redCode = security.getReferenceEntity();
final Currency currency = security.getNotional().getCurrency();
final String seniority = security.getDebtSeniority().name();
final String restructuringClause = security.getRestructuringClause().name();
if (_prefix == null) {
return CreditCurveIdentifier.of(redCode, currency, seniority, restructuringClause);
}
return CreditCurveIdentifier.of(_prefix, redCode.getValue(), currency, seniority, restructuringClause);
}
@Override
public CreditCurveIdentifier visitLegacyVanillaCDSSecurity(final LegacyVanillaCDSSecurity security) {
final ExternalId redCode = security.getReferenceEntity();
final Currency currency = security.getNotional().getCurrency();
final String seniority = security.getDebtSeniority().name();
final String restructuringClause = security.getRestructuringClause().name();
if (_prefix == null) {
return CreditCurveIdentifier.of(redCode, currency, seniority, restructuringClause);
}
return CreditCurveIdentifier.of(_prefix, redCode.getValue(), currency, seniority, restructuringClause);
}
@Override
public CreditCurveIdentifier visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {
final CreditDefaultSwapSecurity underlyingSwap = (CreditDefaultSwapSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId())); //TODO version correction?
return underlyingSwap.accept(this);
}
@Override
public CreditCurveIdentifier visitCreditDefaultSwapIndexSecurity(final CreditDefaultSwapIndexSecurity security) {
final ExternalId redCode = security.getReferenceEntity();
return CreditCurveIdentifier.of(redCode);
}
}