com.opengamma.strata.market.curve.LegalEntityCurveGroup 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.curve;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.stream.Stream;
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.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.ImmutableMap;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.tuple.Pair;
/**
* A group of repo curves and issuer curves.
*
* This is used to hold a group of related curves, typically forming a logical set.
* It is often used to hold the results of a curve calibration.
*
* Curve groups can also be created from a set of existing curves.
*/
@BeanDefinition
public final class LegalEntityCurveGroup
implements CurveGroup, ImmutableBean, Serializable {
/**
* The name of the curve group.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurveGroupName name;
/**
* The repo curves in the curve group, keyed by repo group and currency.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableMap, Curve> repoCurves;
/**
* The issuer curves in the curve group, keyed by legal entity group and currency.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableMap, Curve> issuerCurves;
//-------------------------------------------------------------------------
/**
* Returns a curve group containing the specified curves.
*
* @param name the name of the curve group
* @param repoCurves the repo curves, keyed by pair of repo group and currency
* @param issuerCurves the issuer curves, keyed by pair of legal entity group and currency
* @return a curve group containing the specified curves
*/
public static LegalEntityCurveGroup of(
CurveGroupName name,
Map, Curve> repoCurves,
Map, Curve> issuerCurves) {
return new LegalEntityCurveGroup(name, repoCurves, issuerCurves);
}
//-------------------------------------------------------------------------
/**
* Finds the curve with the specified name.
*
* If the curve cannot be found, empty is returned.
*
* @param name the curve name
* @return the curve, empty if not found
*/
@Override
public Optional findCurve(CurveName name) {
return Stream.concat(repoCurves.values().stream(), issuerCurves.values().stream())
.filter(c -> c.getName().equals(name))
.findFirst();
}
/**
* Finds the repo curve for the repo group and currency if there is one in the group.
*
* If the curve is not found, optional empty is returned.
*
* @param repoGroup the repo group
* @param currency the currency
* @return the repo curve for the repo group and currency if there is one in the group
*/
public Optional findRepoCurve(RepoGroup repoGroup, Currency currency) {
return Optional.ofNullable(repoCurves.get(Pair.of(repoGroup, currency)));
}
/**
* Finds the issuer curve for the legal entity group and currency if there is one in the group.
*
* If the curve is not found, optional empty is returned.
*
* @param legalEntityGroup the legal entity group
* @param currency the currency
* @return the issuer curve for the legal entity group and currency if there is one in the group
*/
public Optional findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency) {
return Optional.ofNullable(issuerCurves.get(Pair.of(legalEntityGroup, currency)));
}
//-------------------------------------------------------------------------
/**
* Returns a stream of all curves in the group.
*
* @return Returns a stream of all curves in the group
*/
@Override
public Stream stream() {
return Stream.concat(repoCurves.values().stream(), issuerCurves.values().stream());
}
/**
* Returns a stream of all repo curves in the group.
*
* @return Returns a stream of all repo curves in the group
*/
public Stream repoCurveStream() {
return repoCurves.values().stream();
}
/**
* Returns a stream of all issuer curves in the group.
*
* @return Returns a stream of all issuer curves in the group
*/
public Stream issuerCurveStream() {
return issuerCurves.values().stream();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code LegalEntityCurveGroup}.
* @return the meta-bean, not null
*/
public static LegalEntityCurveGroup.Meta meta() {
return LegalEntityCurveGroup.Meta.INSTANCE;
}
static {
MetaBean.register(LegalEntityCurveGroup.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 LegalEntityCurveGroup.Builder builder() {
return new LegalEntityCurveGroup.Builder();
}
private LegalEntityCurveGroup(
CurveGroupName name,
Map, Curve> repoCurves,
Map, Curve> issuerCurves) {
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(repoCurves, "repoCurves");
JodaBeanUtils.notNull(issuerCurves, "issuerCurves");
this.name = name;
this.repoCurves = ImmutableMap.copyOf(repoCurves);
this.issuerCurves = ImmutableMap.copyOf(issuerCurves);
}
@Override
public LegalEntityCurveGroup.Meta metaBean() {
return LegalEntityCurveGroup.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the curve group.
* @return the value of the property, not null
*/
@Override
public CurveGroupName getName() {
return name;
}
//-----------------------------------------------------------------------
/**
* Gets the repo curves in the curve group, keyed by repo group and currency.
* @return the value of the property, not null
*/
public ImmutableMap, Curve> getRepoCurves() {
return repoCurves;
}
//-----------------------------------------------------------------------
/**
* Gets the issuer curves in the curve group, keyed by legal entity group and currency.
* @return the value of the property, not null
*/
public ImmutableMap, Curve> getIssuerCurves() {
return issuerCurves;
}
//-----------------------------------------------------------------------
/**
* 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()) {
LegalEntityCurveGroup other = (LegalEntityCurveGroup) obj;
return JodaBeanUtils.equal(name, other.name) &&
JodaBeanUtils.equal(repoCurves, other.repoCurves) &&
JodaBeanUtils.equal(issuerCurves, other.issuerCurves);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(name);
hash = hash * 31 + JodaBeanUtils.hashCode(repoCurves);
hash = hash * 31 + JodaBeanUtils.hashCode(issuerCurves);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("LegalEntityCurveGroup{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("repoCurves").append('=').append(JodaBeanUtils.toString(repoCurves)).append(',').append(' ');
buf.append("issuerCurves").append('=').append(JodaBeanUtils.toString(issuerCurves));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code LegalEntityCurveGroup}.
*/
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 name} property.
*/
private final MetaProperty name = DirectMetaProperty.ofImmutable(
this, "name", LegalEntityCurveGroup.class, CurveGroupName.class);
/**
* The meta-property for the {@code repoCurves} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Curve>> repoCurves = DirectMetaProperty.ofImmutable(
this, "repoCurves", LegalEntityCurveGroup.class, (Class) ImmutableMap.class);
/**
* The meta-property for the {@code issuerCurves} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Curve>> issuerCurves = DirectMetaProperty.ofImmutable(
this, "issuerCurves", LegalEntityCurveGroup.class, (Class) ImmutableMap.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"name",
"repoCurves",
"issuerCurves");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 587630454: // repoCurves
return repoCurves;
case -1909076611: // issuerCurves
return issuerCurves;
}
return super.metaPropertyGet(propertyName);
}
@Override
public LegalEntityCurveGroup.Builder builder() {
return new LegalEntityCurveGroup.Builder();
}
@Override
public Class beanType() {
return LegalEntityCurveGroup.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public MetaProperty name() {
return name;
}
/**
* The meta-property for the {@code repoCurves} property.
* @return the meta-property, not null
*/
public MetaProperty, Curve>> repoCurves() {
return repoCurves;
}
/**
* The meta-property for the {@code issuerCurves} property.
* @return the meta-property, not null
*/
public MetaProperty, Curve>> issuerCurves() {
return issuerCurves;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
return ((LegalEntityCurveGroup) bean).getName();
case 587630454: // repoCurves
return ((LegalEntityCurveGroup) bean).getRepoCurves();
case -1909076611: // issuerCurves
return ((LegalEntityCurveGroup) bean).getIssuerCurves();
}
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 LegalEntityCurveGroup}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private CurveGroupName name;
private Map, Curve> repoCurves = ImmutableMap.of();
private Map, Curve> issuerCurves = ImmutableMap.of();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(LegalEntityCurveGroup beanToCopy) {
this.name = beanToCopy.getName();
this.repoCurves = beanToCopy.getRepoCurves();
this.issuerCurves = beanToCopy.getIssuerCurves();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 587630454: // repoCurves
return repoCurves;
case -1909076611: // issuerCurves
return issuerCurves;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3373707: // name
this.name = (CurveGroupName) newValue;
break;
case 587630454: // repoCurves
this.repoCurves = (Map, Curve>) newValue;
break;
case -1909076611: // issuerCurves
this.issuerCurves = (Map, Curve>) 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 LegalEntityCurveGroup build() {
return new LegalEntityCurveGroup(
name,
repoCurves,
issuerCurves);
}
//-----------------------------------------------------------------------
/**
* Sets the name of the curve group.
* @param name the new value, not null
* @return this, for chaining, not null
*/
public Builder name(CurveGroupName name) {
JodaBeanUtils.notNull(name, "name");
this.name = name;
return this;
}
/**
* Sets the repo curves in the curve group, keyed by repo group and currency.
* @param repoCurves the new value, not null
* @return this, for chaining, not null
*/
public Builder repoCurves(Map, Curve> repoCurves) {
JodaBeanUtils.notNull(repoCurves, "repoCurves");
this.repoCurves = repoCurves;
return this;
}
/**
* Sets the issuer curves in the curve group, keyed by legal entity group and currency.
* @param issuerCurves the new value, not null
* @return this, for chaining, not null
*/
public Builder issuerCurves(Map, Curve> issuerCurves) {
JodaBeanUtils.notNull(issuerCurves, "issuerCurves");
this.issuerCurves = issuerCurves;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("LegalEntityCurveGroup.Builder{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("repoCurves").append('=').append(JodaBeanUtils.toString(repoCurves)).append(',').append(' ');
buf.append("issuerCurves").append('=').append(JodaBeanUtils.toString(issuerCurves));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}