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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 -------------------------- }





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