com.opengamma.strata.market.GenericDoubleShifts Maven / Gradle / Ivy
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/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.market;
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.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.data.scenario.MarketDataBox;
import com.opengamma.strata.data.scenario.ScenarioPerturbation;
/**
* A perturbation that applies different shifts to a double value.
*
* This class contains shifts, each of which is associated with a scenario and applied to a value based on the shift type.
* A constant spread can be added for all of the scenarios.
*
* A typical application of this is to generate scenario perturbation to market quotes,
* where the market quote is represented in terms of {@code QuoteId} and {@code Double}.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
public final class GenericDoubleShifts
implements ScenarioPerturbation, ImmutableBean, Serializable {
/**
* The type of shift applied to a {@code Double} value.
*/
@PropertyDefinition(validate = "notNull")
private final ShiftType shiftType;
/**
* The shifts to apply to a {@code Double} value.
*
* Each element in the array corresponds to each scenario.
*/
@PropertyDefinition(validate = "notNull")
private final DoubleArray shiftAmount;
/**
* The constant spread.
*/
@PropertyDefinition(validate = "notNull")
private final double spread;
//-------------------------------------------------------------------------
/**
* Creates an instance with zero spread.
*
* @param shiftType the shift type
* @param shiftAmount the shift amount
* @return the instance
*/
public static GenericDoubleShifts of(ShiftType shiftType, DoubleArray shiftAmount) {
return new GenericDoubleShifts(shiftType, shiftAmount, 0d);
}
/**
* Creates an instance with spread.
*
* @param shiftType the shift type
* @param shiftAmount the shift amount
* @param spread the spread
* @return the instance
*/
public static GenericDoubleShifts of(ShiftType shiftType, DoubleArray shiftAmount, double spread) {
return new GenericDoubleShifts(shiftType, shiftAmount, spread);
}
//-------------------------------------------------------------------------
@Override
public MarketDataBox applyTo(MarketDataBox marketData, ReferenceData refData) {
return marketData.mapWithIndex(
getScenarioCount(),
(value, scenarioIndex) -> shiftType.applyShift(value + spread, shiftAmount.get(scenarioIndex)) - spread);
}
@Override
public int getScenarioCount() {
return shiftAmount.size();
}
@Override
public Class getMarketDataType() {
return Double.class;
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code GenericDoubleShifts}.
* @return the meta-bean, not null
*/
public static GenericDoubleShifts.Meta meta() {
return GenericDoubleShifts.Meta.INSTANCE;
}
static {
MetaBean.register(GenericDoubleShifts.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Creates an instance.
* @param shiftType the value of the property, not null
* @param shiftAmount the value of the property, not null
* @param spread the value of the property, not null
*/
GenericDoubleShifts(
ShiftType shiftType,
DoubleArray shiftAmount,
double spread) {
JodaBeanUtils.notNull(shiftType, "shiftType");
JodaBeanUtils.notNull(shiftAmount, "shiftAmount");
JodaBeanUtils.notNull(spread, "spread");
this.shiftType = shiftType;
this.shiftAmount = shiftAmount;
this.spread = spread;
}
@Override
public GenericDoubleShifts.Meta metaBean() {
return GenericDoubleShifts.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the type of shift applied to a {@code Double} value.
* @return the value of the property, not null
*/
public ShiftType getShiftType() {
return shiftType;
}
//-----------------------------------------------------------------------
/**
* Gets the shifts to apply to a {@code Double} value.
*
* Each element in the array corresponds to each scenario.
* @return the value of the property, not null
*/
public DoubleArray getShiftAmount() {
return shiftAmount;
}
//-----------------------------------------------------------------------
/**
* Gets the constant spread.
* @return the value of the property, not null
*/
public double getSpread() {
return spread;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
GenericDoubleShifts other = (GenericDoubleShifts) obj;
return JodaBeanUtils.equal(shiftType, other.shiftType) &&
JodaBeanUtils.equal(shiftAmount, other.shiftAmount) &&
JodaBeanUtils.equal(spread, other.spread);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(shiftType);
hash = hash * 31 + JodaBeanUtils.hashCode(shiftAmount);
hash = hash * 31 + JodaBeanUtils.hashCode(spread);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("GenericDoubleShifts{");
buf.append("shiftType").append('=').append(JodaBeanUtils.toString(shiftType)).append(',').append(' ');
buf.append("shiftAmount").append('=').append(JodaBeanUtils.toString(shiftAmount)).append(',').append(' ');
buf.append("spread").append('=').append(JodaBeanUtils.toString(spread));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code GenericDoubleShifts}.
*/
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 shiftType} property.
*/
private final MetaProperty shiftType = DirectMetaProperty.ofImmutable(
this, "shiftType", GenericDoubleShifts.class, ShiftType.class);
/**
* The meta-property for the {@code shiftAmount} property.
*/
private final MetaProperty shiftAmount = DirectMetaProperty.ofImmutable(
this, "shiftAmount", GenericDoubleShifts.class, DoubleArray.class);
/**
* The meta-property for the {@code spread} property.
*/
private final MetaProperty spread = DirectMetaProperty.ofImmutable(
this, "spread", GenericDoubleShifts.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"shiftType",
"shiftAmount",
"spread");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return shiftType;
case -1043480710: // shiftAmount
return shiftAmount;
case -895684237: // spread
return spread;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new GenericDoubleShifts.Builder();
}
@Override
public Class beanType() {
return GenericDoubleShifts.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code shiftType} property.
* @return the meta-property, not null
*/
public MetaProperty shiftType() {
return shiftType;
}
/**
* The meta-property for the {@code shiftAmount} property.
* @return the meta-property, not null
*/
public MetaProperty shiftAmount() {
return shiftAmount;
}
/**
* The meta-property for the {@code spread} property.
* @return the meta-property, not null
*/
public MetaProperty spread() {
return spread;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return ((GenericDoubleShifts) bean).getShiftType();
case -1043480710: // shiftAmount
return ((GenericDoubleShifts) bean).getShiftAmount();
case -895684237: // spread
return ((GenericDoubleShifts) bean).getSpread();
}
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 GenericDoubleShifts}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private ShiftType shiftType;
private DoubleArray shiftAmount;
private double spread;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return shiftType;
case -1043480710: // shiftAmount
return shiftAmount;
case -895684237: // spread
return spread;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
this.shiftType = (ShiftType) newValue;
break;
case -1043480710: // shiftAmount
this.shiftAmount = (DoubleArray) newValue;
break;
case -895684237: // spread
this.spread = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public GenericDoubleShifts build() {
return new GenericDoubleShifts(
shiftType,
shiftAmount,
spread);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("GenericDoubleShifts.Builder{");
buf.append("shiftType").append('=').append(JodaBeanUtils.toString(shiftType)).append(',').append(' ');
buf.append("shiftAmount").append('=').append(JodaBeanUtils.toString(shiftAmount)).append(',').append(' ');
buf.append("spread").append('=').append(JodaBeanUtils.toString(spread));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}