com.opengamma.strata.calc.marketdata.PerturbationMapping Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.calc.marketdata;
import java.util.Map;
import java.util.NoSuchElementException;
import org.joda.beans.Bean;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.data.MarketDataId;
import com.opengamma.strata.data.scenario.MarketDataBox;
import com.opengamma.strata.data.scenario.ScenarioPerturbation;
/**
* Contains a market data perturbation and a filter that decides what market data it applies to.
*
* The mapping links the perturbation to be applied to the filter that decides whether it applies.
* The generic types of the filter can be for a subtype of the type that the perturbation applies to.
*
* @param the type of the market data handled by the mapping
*/
@BeanDefinition
public final class PerturbationMapping implements ImmutableBean {
/** The type of market data handled by this mapping. */
@PropertyDefinition(validate = "notNull")
private final Class marketDataType;
/** The filter that decides whether the perturbation should be applied to a piece of market data. */
@PropertyDefinition(validate = "notNull")
private final MarketDataFilter filter;
/** Perturbation that should be applied to market data as part of a scenario. */
@PropertyDefinition(validate = "notNull")
private final ScenarioPerturbation perturbation;
//-------------------------------------------------------------------------
/**
* Returns a mapping containing a single perturbation.
*
* This uses the type from {@link ScenarioPerturbation} as the type of the mapping.
*
* @param the type of the market data handled by the mapping
* @param filter the filter used to choose the market data
* @param perturbation the perturbation applied to any market data matching the filter
* @return a mapping containing a single perturbation
*/
public static PerturbationMapping of(MarketDataFilter filter, ScenarioPerturbation perturbation) {
return new PerturbationMapping(perturbation.getMarketDataType(), filter, perturbation);
}
//-------------------------------------------------------------------------
/**
* Returns true if the filter matches the market data ID and value.
*
* @param marketDataId the ID of a piece of market data
* @param marketData the market data value
* @param refData the reference data
* @return true if the filter matches
*/
@SuppressWarnings("unchecked")
public boolean matches(MarketDataId marketDataId, MarketDataBox marketData, ReferenceData refData) {
// The raw type is necessary to keep the compiler happy, the call is definitely safe because the
// type of the ID is checked against the ID type handled by the filter
@SuppressWarnings("rawtypes")
MarketDataFilter rawFilter = filter;
return marketDataType.isAssignableFrom(marketData.getMarketDataType()) &&
filter.getMarketDataIdType().isInstance(marketDataId) &&
rawFilter.matches(marketDataId, marketData, refData);
}
/**
* Applies the perturbations in this mapping to an item of market data and returns the results.
*
* This method should only be called after calling {@code #matches} and receiving a result of {@code true}.
*
* @param marketData the market data value
* @param refData the reference data
* @return a list of market data values derived from the input value by applying the perturbations
*/
@SuppressWarnings("unchecked")
public MarketDataBox applyPerturbation(MarketDataBox marketData, ReferenceData refData) {
if (!marketDataType.isAssignableFrom(marketData.getMarketDataType())) {
throw new IllegalArgumentException(
Messages.format(
"Market data {} is not an instance of the required type {}",
marketData,
marketDataType.getName()));
}
return perturbation.applyTo(marketData, refData);
}
/**
* Returns the number of scenarios for which this mapping can generate data.
*
* @return the number of scenarios for which this mapping can generate data
*/
public int getScenarioCount() {
return perturbation.getScenarioCount();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code PerturbationMapping}.
* @return the meta-bean, not null
*/
@SuppressWarnings("rawtypes")
public static PerturbationMapping.Meta meta() {
return PerturbationMapping.Meta.INSTANCE;
}
/**
* The meta-bean for {@code PerturbationMapping}.
* @param the bean's generic type
* @param cls the bean's generic type
* @return the meta-bean, not null
*/
@SuppressWarnings("unchecked")
public static PerturbationMapping.Meta metaPerturbationMapping(Class cls) {
return PerturbationMapping.Meta.INSTANCE;
}
static {
MetaBean.register(PerturbationMapping.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @param the type
* @return the builder, not null
*/
public static PerturbationMapping.Builder builder() {
return new PerturbationMapping.Builder<>();
}
private PerturbationMapping(
Class marketDataType,
MarketDataFilter filter,
ScenarioPerturbation perturbation) {
JodaBeanUtils.notNull(marketDataType, "marketDataType");
JodaBeanUtils.notNull(filter, "filter");
JodaBeanUtils.notNull(perturbation, "perturbation");
this.marketDataType = marketDataType;
this.filter = filter;
this.perturbation = perturbation;
}
@SuppressWarnings("unchecked")
@Override
public PerturbationMapping.Meta metaBean() {
return PerturbationMapping.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the type of market data handled by this mapping.
* @return the value of the property, not null
*/
public Class getMarketDataType() {
return marketDataType;
}
//-----------------------------------------------------------------------
/**
* Gets the filter that decides whether the perturbation should be applied to a piece of market data.
* @return the value of the property, not null
*/
public MarketDataFilter getFilter() {
return filter;
}
//-----------------------------------------------------------------------
/**
* Gets perturbation that should be applied to market data as part of a scenario.
* @return the value of the property, not null
*/
public ScenarioPerturbation getPerturbation() {
return perturbation;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder<>(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
PerturbationMapping other = (PerturbationMapping) obj;
return JodaBeanUtils.equal(marketDataType, other.marketDataType) &&
JodaBeanUtils.equal(filter, other.filter) &&
JodaBeanUtils.equal(perturbation, other.perturbation);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(marketDataType);
hash = hash * 31 + JodaBeanUtils.hashCode(filter);
hash = hash * 31 + JodaBeanUtils.hashCode(perturbation);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("PerturbationMapping{");
buf.append("marketDataType").append('=').append(JodaBeanUtils.toString(marketDataType)).append(',').append(' ');
buf.append("filter").append('=').append(JodaBeanUtils.toString(filter)).append(',').append(' ');
buf.append("perturbation").append('=').append(JodaBeanUtils.toString(perturbation));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code PerturbationMapping}.
* @param the type
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
@SuppressWarnings("rawtypes")
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code marketDataType} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> marketDataType = DirectMetaProperty.ofImmutable(
this, "marketDataType", PerturbationMapping.class, (Class) Class.class);
/**
* The meta-property for the {@code filter} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> filter = DirectMetaProperty.ofImmutable(
this, "filter", PerturbationMapping.class, (Class) MarketDataFilter.class);
/**
* The meta-property for the {@code perturbation} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> perturbation = DirectMetaProperty.ofImmutable(
this, "perturbation", PerturbationMapping.class, (Class) ScenarioPerturbation.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"marketDataType",
"filter",
"perturbation");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 843057760: // marketDataType
return marketDataType;
case -1274492040: // filter
return filter;
case -924739417: // perturbation
return perturbation;
}
return super.metaPropertyGet(propertyName);
}
@Override
public PerturbationMapping.Builder builder() {
return new PerturbationMapping.Builder<>();
}
@SuppressWarnings({"unchecked", "rawtypes" })
@Override
public Class> beanType() {
return (Class) PerturbationMapping.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code marketDataType} property.
* @return the meta-property, not null
*/
public MetaProperty> marketDataType() {
return marketDataType;
}
/**
* The meta-property for the {@code filter} property.
* @return the meta-property, not null
*/
public MetaProperty> filter() {
return filter;
}
/**
* The meta-property for the {@code perturbation} property.
* @return the meta-property, not null
*/
public MetaProperty> perturbation() {
return perturbation;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 843057760: // marketDataType
return ((PerturbationMapping) bean).getMarketDataType();
case -1274492040: // filter
return ((PerturbationMapping) bean).getFilter();
case -924739417: // perturbation
return ((PerturbationMapping) bean).getPerturbation();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code PerturbationMapping}.
* @param the type
*/
public static final class Builder extends DirectFieldsBeanBuilder> {
private Class marketDataType;
private MarketDataFilter filter;
private ScenarioPerturbation perturbation;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(PerturbationMapping beanToCopy) {
this.marketDataType = beanToCopy.getMarketDataType();
this.filter = beanToCopy.getFilter();
this.perturbation = beanToCopy.getPerturbation();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 843057760: // marketDataType
return marketDataType;
case -1274492040: // filter
return filter;
case -924739417: // perturbation
return perturbation;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 843057760: // marketDataType
this.marketDataType = (Class) newValue;
break;
case -1274492040: // filter
this.filter = (MarketDataFilter) newValue;
break;
case -924739417: // perturbation
this.perturbation = (ScenarioPerturbation) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public PerturbationMapping build() {
return new PerturbationMapping<>(
marketDataType,
filter,
perturbation);
}
//-----------------------------------------------------------------------
/**
* Sets the type of market data handled by this mapping.
* @param marketDataType the new value, not null
* @return this, for chaining, not null
*/
public Builder marketDataType(Class marketDataType) {
JodaBeanUtils.notNull(marketDataType, "marketDataType");
this.marketDataType = marketDataType;
return this;
}
/**
* Sets the filter that decides whether the perturbation should be applied to a piece of market data.
* @param filter the new value, not null
* @return this, for chaining, not null
*/
public Builder filter(MarketDataFilter filter) {
JodaBeanUtils.notNull(filter, "filter");
this.filter = filter;
return this;
}
/**
* Sets perturbation that should be applied to market data as part of a scenario.
* @param perturbation the new value, not null
* @return this, for chaining, not null
*/
public Builder perturbation(ScenarioPerturbation perturbation) {
JodaBeanUtils.notNull(perturbation, "perturbation");
this.perturbation = perturbation;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("PerturbationMapping.Builder{");
buf.append("marketDataType").append('=').append(JodaBeanUtils.toString(marketDataType)).append(',').append(' ');
buf.append("filter").append('=').append(JodaBeanUtils.toString(filter)).append(',').append(' ');
buf.append("perturbation").append('=').append(JodaBeanUtils.toString(perturbation));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}