com.opengamma.strata.market.curve.ConstantNodalCurve Maven / Gradle / Ivy
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/*
* Copyright (C) 2016 - 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 org.joda.beans.Bean;
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.ImmutableConstructor;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.param.CurrencyParameterSensitivity;
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 node point.
* The resulting curve is a constant curve with the y-value of the node point.
* When queried, {@link #yValue(double)} always returns the constant value.
* The x-value is not significant in most use cases.
* See {@link ConstantCurve} for an alternative that does not have an x-value.
*
* The {@link #getXValues()} method returns the single x-value of the node.
* The {@link #getYValues()} method returns the single y-value of the node.
* The sensitivity is 1 and the first derivative is 0.
*/
@BeanDefinition
public final class ConstantNodalCurve
implements NodalCurve, ImmutableBean, Serializable {
/**
* The curve metadata.
*
* The metadata will have a single parameter metadata.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurveMetadata metadata;
/**
* The single x-value.
*/
@PropertyDefinition(validate = "notNull")
private final double xValue;
/**
* The single y-value.
*/
@PropertyDefinition(validate = "notNull")
private final double yValue;
/**
* The parameter metadata.
*/
private final transient List parameterMetadata; // derived, not a property
//-------------------------------------------------------------------------
/**
* Creates a constant nodal curve with metadata.
*
* The curve is defined by a single x and y value.
*
* @param metadata the curve metadata
* @param xValue the x-value
* @param yValue the y-value
* @return the curve
*/
public static ConstantNodalCurve of(CurveMetadata metadata, double xValue, double yValue) {
return new ConstantNodalCurve(metadata, xValue, yValue);
}
//-------------------------------------------------------------------------
// restricted constructor
@ImmutableConstructor
private ConstantNodalCurve(
CurveMetadata metadata,
double xValue,
double yValue) {
JodaBeanUtils.notNull(metadata, "metadata");
metadata.getParameterMetadata().ifPresent(params -> {
if (params.size() != 1) {
throw new IllegalArgumentException("Length of parameter metadata must be 1");
}
});
this.metadata = metadata;
this.xValue = xValue;
this.yValue = yValue;
this.parameterMetadata = ImmutableList.of(getParameterMetadata(0));
}
// resolve after deserialization
private Object readResolve() {
return new ConstantNodalCurve(metadata, xValue, yValue);
}
//-------------------------------------------------------------------------
@Override
public int getParameterCount() {
return 1;
}
@Override
public double getParameter(int parameterIndex) {
ArgChecker.isTrue(parameterIndex == 0, "single parameter");
return yValue;
}
@Override
public ConstantNodalCurve withParameter(int parameterIndex, double newValue) {
ArgChecker.isTrue(parameterIndex == 0, "single parameter");
return new ConstantNodalCurve(metadata, xValue, newValue);
}
@Override
public ConstantNodalCurve withPerturbation(ParameterPerturbation perturbation) {
double perturbedValue = perturbation.perturbParameter(0, yValue, getParameterMetadata(0));
return new ConstantNodalCurve(metadata, xValue, perturbedValue);
}
//-------------------------------------------------------------------------
@Override
public DoubleArray getXValues() {
return DoubleArray.of(xValue);
}
@Override
public DoubleArray getYValues() {
return DoubleArray.of(yValue);
}
//-------------------------------------------------------------------------
@Override
public double yValue(double x) {
return yValue;
}
@Override
public UnitParameterSensitivity yValueParameterSensitivity(double x) {
return createParameterSensitivity(DoubleArray.of(1d));
}
@Override
public double firstDerivative(double x) {
return 0d;
}
//-------------------------------------------------------------------------
@Override
public ConstantNodalCurve withMetadata(CurveMetadata metadata) {
return new ConstantNodalCurve(metadata, xValue, yValue);
}
@Override
public ConstantNodalCurve withYValues(DoubleArray yValues) {
ArgChecker.isTrue(yValues.size() == 1, "Invalid number of parameters, only one allowed");
return new ConstantNodalCurve(metadata, xValue, yValues.get(0));
}
@Override
public ConstantNodalCurve withValues(DoubleArray xValues, DoubleArray yValues) {
ArgChecker.isTrue(xValues.size() == 1 && yValues.size() == 1, "Invalid number of parameters, only one allowed");
return new ConstantNodalCurve(metadata, xValues.get(0), yValues.get(0));
}
//-------------------------------------------------------------------------
@Override
public ConstantNodalCurve withNode(double x, double y, ParameterMetadata paramMetadata) {
ArgChecker.isTrue(x == xValue, "x should be equal to the existing x-value");
CurveMetadata md = metadata.withParameterMetadata(ImmutableList.of(paramMetadata));
return new ConstantNodalCurve(md, x, y);
}
//-------------------------------------------------------------------------
@Override
public UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities) {
return UnitParameterSensitivity.of(getName(), parameterMetadata, sensitivities);
}
@Override
public CurrencyParameterSensitivity createParameterSensitivity(Currency currency, DoubleArray sensitivities) {
return CurrencyParameterSensitivity.of(getName(), parameterMetadata, currency, sensitivities);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ConstantNodalCurve}.
* @return the meta-bean, not null
*/
public static ConstantNodalCurve.Meta meta() {
return ConstantNodalCurve.Meta.INSTANCE;
}
static {
MetaBean.register(ConstantNodalCurve.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static ConstantNodalCurve.Builder builder() {
return new ConstantNodalCurve.Builder();
}
@Override
public ConstantNodalCurve.Meta metaBean() {
return ConstantNodalCurve.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the curve metadata.
*
* The metadata will have a single parameter metadata.
* @return the value of the property, not null
*/
@Override
public CurveMetadata getMetadata() {
return metadata;
}
//-----------------------------------------------------------------------
/**
* Gets the single x-value.
* @return the value of the property, not null
*/
public double getXValue() {
return xValue;
}
//-----------------------------------------------------------------------
/**
* Gets the single y-value.
* @return the value of the property, not null
*/
public double getYValue() {
return yValue;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
ConstantNodalCurve other = (ConstantNodalCurve) obj;
return JodaBeanUtils.equal(metadata, other.metadata) &&
JodaBeanUtils.equal(xValue, other.xValue) &&
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(xValue);
hash = hash * 31 + JodaBeanUtils.hashCode(yValue);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("ConstantNodalCurve{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("xValue").append('=').append(JodaBeanUtils.toString(xValue)).append(',').append(' ');
buf.append("yValue").append('=').append(JodaBeanUtils.toString(yValue));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ConstantNodalCurve}.
*/
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", ConstantNodalCurve.class, CurveMetadata.class);
/**
* The meta-property for the {@code xValue} property.
*/
private final MetaProperty xValue = DirectMetaProperty.ofImmutable(
this, "xValue", ConstantNodalCurve.class, Double.TYPE);
/**
* The meta-property for the {@code yValue} property.
*/
private final MetaProperty yValue = DirectMetaProperty.ofImmutable(
this, "yValue", ConstantNodalCurve.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"metadata",
"xValue",
"yValue");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case -777049127: // xValue
return xValue;
case -748419976: // yValue
return yValue;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ConstantNodalCurve.Builder builder() {
return new ConstantNodalCurve.Builder();
}
@Override
public Class beanType() {
return ConstantNodalCurve.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 xValue} property.
* @return the meta-property, not null
*/
public MetaProperty xValue() {
return xValue;
}
/**
* 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 ((ConstantNodalCurve) bean).getMetadata();
case -777049127: // xValue
return ((ConstantNodalCurve) bean).getXValue();
case -748419976: // yValue
return ((ConstantNodalCurve) 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 ConstantNodalCurve}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private CurveMetadata metadata;
private double xValue;
private double yValue;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ConstantNodalCurve beanToCopy) {
this.metadata = beanToCopy.getMetadata();
this.xValue = beanToCopy.getXValue();
this.yValue = beanToCopy.getYValue();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case -777049127: // xValue
return xValue;
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 -777049127: // xValue
this.xValue = (Double) newValue;
break;
case -748419976: // yValue
this.yValue = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public ConstantNodalCurve build() {
return new ConstantNodalCurve(
metadata,
xValue,
yValue);
}
//-----------------------------------------------------------------------
/**
* Sets the curve metadata.
*
* The metadata will have a single parameter metadata.
* @param metadata the new value, not null
* @return this, for chaining, not null
*/
public Builder metadata(CurveMetadata metadata) {
JodaBeanUtils.notNull(metadata, "metadata");
this.metadata = metadata;
return this;
}
/**
* Sets the single x-value.
* @param xValue the new value, not null
* @return this, for chaining, not null
*/
public Builder xValue(double xValue) {
JodaBeanUtils.notNull(xValue, "xValue");
this.xValue = xValue;
return this;
}
/**
* Sets the single y-value.
* @param yValue the new value, not null
* @return this, for chaining, not null
*/
public Builder yValue(double yValue) {
JodaBeanUtils.notNull(yValue, "yValue");
this.yValue = yValue;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("ConstantNodalCurve.Builder{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("xValue").append('=').append(JodaBeanUtils.toString(xValue)).append(',').append(' ');
buf.append("yValue").append('=').append(JodaBeanUtils.toString(yValue));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}