com.opengamma.strata.market.curve.ConstantCurve 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.base.Preconditions;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.param.ParameterMetadata;
import com.opengamma.strata.market.param.ParameterPerturbation;
import com.opengamma.strata.market.param.UnitParameterSensitivity;
/**
* A curve based on a single constant value.
*
* This class defines a curve in terms of a single parameter, the constant value.
* When queried, {@link #yValue(double)} always returns the constant value.
* The sensitivity is 1 and the first derivative is 0.
*
* The curve has one parameter, the value of the constant.
*/
@BeanDefinition(builderScope = "private")
public final class ConstantCurve
implements Curve, ImmutableBean, Serializable {
/**
* Sensitivity does not vary.
*/
private static final DoubleArray SENSITIVITY = DoubleArray.of(1d);
/**
* The curve metadata.
*
* The metadata will not normally have parameter metadata.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurveMetadata metadata;
/**
* The single y-value.
*/
@PropertyDefinition
private final double yValue;
//-------------------------------------------------------------------------
/**
* Creates a constant curve with a specific value.
*
* @param name the curve name
* @param yValue the constant y-value
* @return the curve
*/
public static ConstantCurve of(String name, double yValue) {
return of(CurveName.of(name), yValue);
}
/**
* Creates a constant curve with a specific value.
*
* @param name the curve name
* @param yValue the constant y-value
* @return the curve
*/
public static ConstantCurve of(CurveName name, double yValue) {
return new ConstantCurve(DefaultCurveMetadata.of(name), yValue);
}
/**
* Creates a constant curve with a specific value.
*
* @param metadata the curve metadata
* @param yValue the constant y-value
* @return the curve
*/
public static ConstantCurve of(CurveMetadata metadata, double yValue) {
return new ConstantCurve(metadata, yValue);
}
//-------------------------------------------------------------------------
// ensure standard constructor is invoked
private Object readResolve() {
return new ConstantCurve(metadata, yValue);
}
//-------------------------------------------------------------------------
@Override
public int getParameterCount() {
return 1;
}
@Override
public double getParameter(int parameterIndex) {
Preconditions.checkElementIndex(parameterIndex, 1);
return yValue;
}
@Override
public ConstantCurve withParameter(int parameterIndex, double newValue) {
Preconditions.checkElementIndex(parameterIndex, 1);
return new ConstantCurve(metadata, newValue);
}
@Override
public ConstantCurve withPerturbation(ParameterPerturbation perturbation) {
return new ConstantCurve(metadata, perturbation.perturbParameter(0, yValue, getParameterMetadata(0)));
}
//-------------------------------------------------------------------------
@Override
public double yValue(double x) {
return yValue;
}
@Override
public UnitParameterSensitivity yValueParameterSensitivity(double x) {
ImmutableList paramMeta = ImmutableList.of(getParameterMetadata(0));
return UnitParameterSensitivity.of(metadata.getCurveName(), paramMeta, SENSITIVITY);
}
@Override
public double firstDerivative(double x) {
return 0d;
}
//-------------------------------------------------------------------------
@Override
public ConstantCurve withMetadata(CurveMetadata metadata) {
return new ConstantCurve(metadata.withParameterMetadata(null), yValue);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ConstantCurve}.
* @return the meta-bean, not null
*/
public static ConstantCurve.Meta meta() {
return ConstantCurve.Meta.INSTANCE;
}
static {
MetaBean.register(ConstantCurve.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private ConstantCurve(
CurveMetadata metadata,
double yValue) {
JodaBeanUtils.notNull(metadata, "metadata");
this.metadata = metadata;
this.yValue = yValue;
}
@Override
public ConstantCurve.Meta metaBean() {
return ConstantCurve.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the curve metadata.
*
* The metadata will not normally have parameter metadata.
* @return the value of the property, not null
*/
@Override
public CurveMetadata getMetadata() {
return metadata;
}
//-----------------------------------------------------------------------
/**
* Gets the single y-value.
* @return the value of the property
*/
public double getYValue() {
return yValue;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
ConstantCurve other = (ConstantCurve) obj;
return JodaBeanUtils.equal(metadata, other.metadata) &&
JodaBeanUtils.equal(yValue, other.yValue);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(metadata);
hash = hash * 31 + JodaBeanUtils.hashCode(yValue);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("ConstantCurve{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("yValue").append('=').append(JodaBeanUtils.toString(yValue));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ConstantCurve}.
*/
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 metadata} property.
*/
private final MetaProperty metadata = DirectMetaProperty.ofImmutable(
this, "metadata", ConstantCurve.class, CurveMetadata.class);
/**
* The meta-property for the {@code yValue} property.
*/
private final MetaProperty yValue = DirectMetaProperty.ofImmutable(
this, "yValue", ConstantCurve.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"metadata",
"yValue");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case -748419976: // yValue
return yValue;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new ConstantCurve.Builder();
}
@Override
public Class beanType() {
return ConstantCurve.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code metadata} property.
* @return the meta-property, not null
*/
public MetaProperty metadata() {
return metadata;
}
/**
* The meta-property for the {@code yValue} property.
* @return the meta-property, not null
*/
public MetaProperty yValue() {
return yValue;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return ((ConstantCurve) bean).getMetadata();
case -748419976: // yValue
return ((ConstantCurve) bean).getYValue();
}
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 ConstantCurve}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private CurveMetadata metadata;
private double yValue;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case -748419976: // yValue
return yValue;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
this.metadata = (CurveMetadata) newValue;
break;
case -748419976: // yValue
this.yValue = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public ConstantCurve build() {
return new ConstantCurve(
metadata,
yValue);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("ConstantCurve.Builder{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("yValue").append('=').append(JodaBeanUtils.toString(yValue));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}