com.opengamma.strata.market.curve.DefaultCurveMetadata 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.market.curve;
import java.io.Serializable;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
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.ImmutableDefaults;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.joda.beans.impl.direct.DirectPrivateBeanBuilder;
import com.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableMap;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.param.ParameterMetadata;
/**
* Default metadata for a curve.
*
* This implementation of {@link CurveMetadata} provides the curve name and nodes.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
public final class DefaultCurveMetadata
implements CurveMetadata, ImmutableBean, Serializable {
/**
* The curve name.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurveName curveName;
/**
* The x-value type, providing meaning to the x-values of the curve.
*
* This type provides meaning to the x-values. For example, the x-value might
* represent a year fraction, as represented using {@link ValueType#YEAR_FRACTION}.
*
* If using the builder, this defaults to {@link ValueType#UNKNOWN}.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final ValueType xValueType;
/**
* The y-value type, providing meaning to the y-values of the curve.
*
* This type provides meaning to the y-values. For example, the y-value might
* represent a zero rate, as represented using {@link ValueType#ZERO_RATE}.
*
* If using the builder, this defaults to {@link ValueType#UNKNOWN}.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final ValueType yValueType;
/**
* The additional curve information.
*
* This stores additional information for the curve.
*
* The most common information is the {@linkplain CurveInfoType#DAY_COUNT day count}
* and {@linkplain CurveInfoType#JACOBIAN curve calibration Jacobian}.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableMap, Object> info;
/**
* The metadata about the parameters.
*
* If present, the parameter metadata will match the number of parameters on the curve.
*/
@PropertyDefinition(get = "optional", overrideGet = true, type = "List<>", builderType = "List")
private final ImmutableList parameterMetadata;
//-------------------------------------------------------------------------
/**
* Creates the metadata.
*
* No information will be available for the x-values, y-values or parameters.
*
* @param name the curve name
* @return the metadata
*/
public static DefaultCurveMetadata of(String name) {
return of(CurveName.of(name));
}
/**
* Creates the metadata.
*
* No information will be available for the x-values, y-values or parameters.
*
* @param name the curve name
* @return the metadata
*/
public static DefaultCurveMetadata of(CurveName name) {
return new DefaultCurveMetadata(name, ValueType.UNKNOWN, ValueType.UNKNOWN, ImmutableMap.of(), null);
}
/**
* Returns a builder used to create an instance of the bean.
*
* @return the builder, not null
*/
public static DefaultCurveMetadataBuilder builder() {
return new DefaultCurveMetadataBuilder();
}
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.xValueType = ValueType.UNKNOWN;
builder.yValueType = ValueType.UNKNOWN;
}
//-------------------------------------------------------------------------
@Override
public T getInfo(CurveInfoType type) {
// overridden for performance
@SuppressWarnings("unchecked")
T value = (T) info.get(type);
if (value == null) {
throw new IllegalArgumentException(Messages.format("Curve info not found for type '{}'", type));
}
return value;
}
@SuppressWarnings("unchecked")
@Override
public Optional findInfo(CurveInfoType type) {
return Optional.ofNullable((T) info.get(type));
}
//-------------------------------------------------------------------------
@Override
public DefaultCurveMetadata withInfo(CurveInfoType type, T value) {
return toBuilder().addInfo(type, value).build();
}
@Override
public DefaultCurveMetadata withParameterMetadata(List parameterMetadata) {
if (parameterMetadata == null) {
return this.parameterMetadata != null ? toBuilder().clearParameterMetadata().build() : this;
}
return toBuilder().parameterMetadata(parameterMetadata).build();
}
//-------------------------------------------------------------------------
/**
* Returns a mutable builder initialized with the state of this bean.
*
* @return the mutable builder, not null
*/
public DefaultCurveMetadataBuilder toBuilder() {
return new DefaultCurveMetadataBuilder(this);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code DefaultCurveMetadata}.
* @return the meta-bean, not null
*/
public static DefaultCurveMetadata.Meta meta() {
return DefaultCurveMetadata.Meta.INSTANCE;
}
static {
MetaBean.register(DefaultCurveMetadata.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Creates an instance.
* @param curveName the value of the property, not null
* @param xValueType the value of the property, not null
* @param yValueType the value of the property, not null
* @param info the value of the property, not null
* @param parameterMetadata the value of the property
*/
DefaultCurveMetadata(
CurveName curveName,
ValueType xValueType,
ValueType yValueType,
Map, Object> info,
List parameterMetadata) {
JodaBeanUtils.notNull(curveName, "curveName");
JodaBeanUtils.notNull(xValueType, "xValueType");
JodaBeanUtils.notNull(yValueType, "yValueType");
JodaBeanUtils.notNull(info, "info");
this.curveName = curveName;
this.xValueType = xValueType;
this.yValueType = yValueType;
this.info = ImmutableMap.copyOf(info);
this.parameterMetadata = (parameterMetadata != null ? ImmutableList.copyOf(parameterMetadata) : null);
}
@Override
public DefaultCurveMetadata.Meta metaBean() {
return DefaultCurveMetadata.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the curve name.
* @return the value of the property, not null
*/
@Override
public CurveName getCurveName() {
return curveName;
}
//-----------------------------------------------------------------------
/**
* Gets the x-value type, providing meaning to the x-values of the curve.
*
* This type provides meaning to the x-values. For example, the x-value might
* represent a year fraction, as represented using {@link ValueType#YEAR_FRACTION}.
*
* If using the builder, this defaults to {@link ValueType#UNKNOWN}.
* @return the value of the property, not null
*/
@Override
public ValueType getXValueType() {
return xValueType;
}
//-----------------------------------------------------------------------
/**
* Gets the y-value type, providing meaning to the y-values of the curve.
*
* This type provides meaning to the y-values. For example, the y-value might
* represent a zero rate, as represented using {@link ValueType#ZERO_RATE}.
*
* If using the builder, this defaults to {@link ValueType#UNKNOWN}.
* @return the value of the property, not null
*/
@Override
public ValueType getYValueType() {
return yValueType;
}
//-----------------------------------------------------------------------
/**
* Gets the additional curve information.
*
* This stores additional information for the curve.
*
* The most common information is the {@linkplain CurveInfoType#DAY_COUNT day count}
* and {@linkplain CurveInfoType#JACOBIAN curve calibration Jacobian}.
* @return the value of the property, not null
*/
public ImmutableMap, Object> getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the metadata about the parameters.
*
* If present, the parameter metadata will match the number of parameters on the curve.
* @return the optional value of the property, not null
*/
@Override
public Optional> getParameterMetadata() {
return Optional.ofNullable(parameterMetadata);
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
DefaultCurveMetadata other = (DefaultCurveMetadata) obj;
return JodaBeanUtils.equal(curveName, other.curveName) &&
JodaBeanUtils.equal(xValueType, other.xValueType) &&
JodaBeanUtils.equal(yValueType, other.yValueType) &&
JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(parameterMetadata, other.parameterMetadata);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(curveName);
hash = hash * 31 + JodaBeanUtils.hashCode(xValueType);
hash = hash * 31 + JodaBeanUtils.hashCode(yValueType);
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(parameterMetadata);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("DefaultCurveMetadata{");
buf.append("curveName").append('=').append(curveName).append(',').append(' ');
buf.append("xValueType").append('=').append(xValueType).append(',').append(' ');
buf.append("yValueType").append('=').append(yValueType).append(',').append(' ');
buf.append("info").append('=').append(info).append(',').append(' ');
buf.append("parameterMetadata").append('=').append(JodaBeanUtils.toString(parameterMetadata));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code DefaultCurveMetadata}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code curveName} property.
*/
private final MetaProperty curveName = DirectMetaProperty.ofImmutable(
this, "curveName", DefaultCurveMetadata.class, CurveName.class);
/**
* The meta-property for the {@code xValueType} property.
*/
private final MetaProperty xValueType = DirectMetaProperty.ofImmutable(
this, "xValueType", DefaultCurveMetadata.class, ValueType.class);
/**
* The meta-property for the {@code yValueType} property.
*/
private final MetaProperty yValueType = DirectMetaProperty.ofImmutable(
this, "yValueType", DefaultCurveMetadata.class, ValueType.class);
/**
* The meta-property for the {@code info} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Object>> info = DirectMetaProperty.ofImmutable(
this, "info", DefaultCurveMetadata.class, (Class) ImmutableMap.class);
/**
* The meta-property for the {@code parameterMetadata} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> parameterMetadata = DirectMetaProperty.ofImmutable(
this, "parameterMetadata", DefaultCurveMetadata.class, (Class) List.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"curveName",
"xValueType",
"yValueType",
"info",
"parameterMetadata");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return curveName;
case -868509005: // xValueType
return xValueType;
case -1065022510: // yValueType
return yValueType;
case 3237038: // info
return info;
case -1169106440: // parameterMetadata
return parameterMetadata;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new DefaultCurveMetadata.Builder();
}
@Override
public Class beanType() {
return DefaultCurveMetadata.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code curveName} property.
* @return the meta-property, not null
*/
public MetaProperty curveName() {
return curveName;
}
/**
* The meta-property for the {@code xValueType} property.
* @return the meta-property, not null
*/
public MetaProperty xValueType() {
return xValueType;
}
/**
* The meta-property for the {@code yValueType} property.
* @return the meta-property, not null
*/
public MetaProperty yValueType() {
return yValueType;
}
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty, Object>> info() {
return info;
}
/**
* The meta-property for the {@code parameterMetadata} property.
* @return the meta-property, not null
*/
public MetaProperty> parameterMetadata() {
return parameterMetadata;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return ((DefaultCurveMetadata) bean).getCurveName();
case -868509005: // xValueType
return ((DefaultCurveMetadata) bean).getXValueType();
case -1065022510: // yValueType
return ((DefaultCurveMetadata) bean).getYValueType();
case 3237038: // info
return ((DefaultCurveMetadata) bean).getInfo();
case -1169106440: // parameterMetadata
return ((DefaultCurveMetadata) bean).parameterMetadata;
}
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 DefaultCurveMetadata}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private CurveName curveName;
private ValueType xValueType;
private ValueType yValueType;
private Map, Object> info = ImmutableMap.of();
private List parameterMetadata;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return curveName;
case -868509005: // xValueType
return xValueType;
case -1065022510: // yValueType
return yValueType;
case 3237038: // info
return info;
case -1169106440: // parameterMetadata
return parameterMetadata;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
this.curveName = (CurveName) newValue;
break;
case -868509005: // xValueType
this.xValueType = (ValueType) newValue;
break;
case -1065022510: // yValueType
this.yValueType = (ValueType) newValue;
break;
case 3237038: // info
this.info = (Map, Object>) newValue;
break;
case -1169106440: // parameterMetadata
this.parameterMetadata = (List) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public DefaultCurveMetadata build() {
return new DefaultCurveMetadata(
curveName,
xValueType,
yValueType,
info,
parameterMetadata);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("DefaultCurveMetadata.Builder{");
buf.append("curveName").append('=').append(JodaBeanUtils.toString(curveName)).append(',').append(' ');
buf.append("xValueType").append('=').append(JodaBeanUtils.toString(xValueType)).append(',').append(' ');
buf.append("yValueType").append('=').append(JodaBeanUtils.toString(yValueType)).append(',').append(' ');
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("parameterMetadata").append('=').append(JodaBeanUtils.toString(parameterMetadata));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}