com.opengamma.strata.market.curve.AddFixedCurve 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.Map;
import java.util.NoSuchElementException;
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.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.opengamma.strata.market.param.ParameterMetadata;
import com.opengamma.strata.market.param.ParameterPerturbation;
import com.opengamma.strata.market.param.UnitParameterSensitivity;
/**
* A curve formed from two curves, the fixed curve and the spread curve.
*
* The spread curve is the primary curve, providing the metadata, parameters, sensitivity and perturbation.
* The fixed curve only affects the shape of the curve via the {@link #yValue(double)}
* and {@link #firstDerivative(double)} methods. The fixed curve is not exposed in the parameters.
*/
@BeanDefinition(builderScope = "private")
public final class AddFixedCurve
implements Curve, ImmutableBean, Serializable {
/**
* The fixed curve. Also called base or shape curve.
*/
@PropertyDefinition(validate = "notNull")
private final Curve fixedCurve;
/**
* The spread curve. Also called the variable curve.
*/
@PropertyDefinition(validate = "notNull")
private final Curve spreadCurve;
//-------------------------------------------------------------------------
/**
* Creates a curve as the sum of a fixed curve and a spread curve.
*
* @param fixedCurve the fixed curve
* @param spreadCurve the spread curve
* @return the curve
*/
public static AddFixedCurve of(Curve fixedCurve, Curve spreadCurve) {
return new AddFixedCurve(fixedCurve, spreadCurve);
}
//-------------------------------------------------------------------------
@Override
public CurveMetadata getMetadata() {
return spreadCurve.getMetadata();
}
@Override
public AddFixedCurve withMetadata(CurveMetadata metadata) {
return new AddFixedCurve(fixedCurve, spreadCurve.withMetadata(metadata));
}
//-------------------------------------------------------------------------
@Override
public int getParameterCount() {
return spreadCurve.getParameterCount();
}
@Override
public double getParameter(int parameterIndex) {
return spreadCurve.getParameter(parameterIndex);
}
@Override
public ParameterMetadata getParameterMetadata(int parameterIndex) {
return spreadCurve.getParameterMetadata(parameterIndex);
}
@Override
public AddFixedCurve withParameter(int parameterIndex, double newValue) {
return new AddFixedCurve(fixedCurve, spreadCurve.withParameter(parameterIndex, newValue));
}
@Override
public AddFixedCurve withPerturbation(ParameterPerturbation perturbation) {
return new AddFixedCurve(fixedCurve, spreadCurve.withPerturbation(perturbation));
}
//-------------------------------------------------------------------------
@Override
public double yValue(double x) {
return fixedCurve.yValue(x) + spreadCurve.yValue(x);
}
@Override
public UnitParameterSensitivity yValueParameterSensitivity(double x) {
return spreadCurve.yValueParameterSensitivity(x);
}
@Override
public double firstDerivative(double x) {
return fixedCurve.firstDerivative(x) + spreadCurve.firstDerivative(x);
}
//-------------------------------------------------------------------------
@Override
public ImmutableList split() {
return ImmutableList.of(fixedCurve, spreadCurve);
}
@Override
public AddFixedCurve withUnderlyingCurve(int curveIndex, Curve curve) {
if (curveIndex == 0) {
return new AddFixedCurve(curve, spreadCurve);
}
if (curveIndex == 1) {
return new AddFixedCurve(fixedCurve, curve);
}
throw new IllegalArgumentException("curveIndex is outside the range");
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code AddFixedCurve}.
* @return the meta-bean, not null
*/
public static AddFixedCurve.Meta meta() {
return AddFixedCurve.Meta.INSTANCE;
}
static {
MetaBean.register(AddFixedCurve.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private AddFixedCurve(
Curve fixedCurve,
Curve spreadCurve) {
JodaBeanUtils.notNull(fixedCurve, "fixedCurve");
JodaBeanUtils.notNull(spreadCurve, "spreadCurve");
this.fixedCurve = fixedCurve;
this.spreadCurve = spreadCurve;
}
@Override
public AddFixedCurve.Meta metaBean() {
return AddFixedCurve.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed curve. Also called base or shape curve.
* @return the value of the property, not null
*/
public Curve getFixedCurve() {
return fixedCurve;
}
//-----------------------------------------------------------------------
/**
* Gets the spread curve. Also called the variable curve.
* @return the value of the property, not null
*/
public Curve getSpreadCurve() {
return spreadCurve;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
AddFixedCurve other = (AddFixedCurve) obj;
return JodaBeanUtils.equal(fixedCurve, other.fixedCurve) &&
JodaBeanUtils.equal(spreadCurve, other.spreadCurve);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(fixedCurve);
hash = hash * 31 + JodaBeanUtils.hashCode(spreadCurve);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("AddFixedCurve{");
buf.append("fixedCurve").append('=').append(JodaBeanUtils.toString(fixedCurve)).append(',').append(' ');
buf.append("spreadCurve").append('=').append(JodaBeanUtils.toString(spreadCurve));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code AddFixedCurve}.
*/
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 fixedCurve} property.
*/
private final MetaProperty fixedCurve = DirectMetaProperty.ofImmutable(
this, "fixedCurve", AddFixedCurve.class, Curve.class);
/**
* The meta-property for the {@code spreadCurve} property.
*/
private final MetaProperty spreadCurve = DirectMetaProperty.ofImmutable(
this, "spreadCurve", AddFixedCurve.class, Curve.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"fixedCurve",
"spreadCurve");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1682092507: // fixedCurve
return fixedCurve;
case 2130054972: // spreadCurve
return spreadCurve;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new AddFixedCurve.Builder();
}
@Override
public Class beanType() {
return AddFixedCurve.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code fixedCurve} property.
* @return the meta-property, not null
*/
public MetaProperty fixedCurve() {
return fixedCurve;
}
/**
* The meta-property for the {@code spreadCurve} property.
* @return the meta-property, not null
*/
public MetaProperty spreadCurve() {
return spreadCurve;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1682092507: // fixedCurve
return ((AddFixedCurve) bean).getFixedCurve();
case 2130054972: // spreadCurve
return ((AddFixedCurve) bean).getSpreadCurve();
}
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 AddFixedCurve}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private Curve fixedCurve;
private Curve spreadCurve;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 1682092507: // fixedCurve
return fixedCurve;
case 2130054972: // spreadCurve
return spreadCurve;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 1682092507: // fixedCurve
this.fixedCurve = (Curve) newValue;
break;
case 2130054972: // spreadCurve
this.spreadCurve = (Curve) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public AddFixedCurve build() {
return new AddFixedCurve(
fixedCurve,
spreadCurve);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("AddFixedCurve.Builder{");
buf.append("fixedCurve").append('=').append(JodaBeanUtils.toString(fixedCurve)).append(',').append(' ');
buf.append("spreadCurve").append('=').append(JodaBeanUtils.toString(spreadCurve));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}