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com.opengamma.strata.market.curve.RatesCurveGroupEntry 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 static com.opengamma.strata.collect.Guavate.toImmutableSet;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
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.ImmutableSet;
import com.google.common.collect.Sets;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.collect.Messages;
/**
* A single entry in the curve group definition.
*
* Each entry stores the definition of a single curve and how it is to be used.
* This structure allows the curve itself to be used for multiple purposes.
*
* The currencies are used to specify that the curve is to be used as a discount curve.
* The indices are used to specify that the curve is to be used as a forward curve.
*/
@BeanDefinition
public final class RatesCurveGroupEntry
implements ImmutableBean, Serializable {
/**
* The curve name.
*/
@PropertyDefinition(validate = "notNull")
private final CurveName curveName;
/**
* The currencies for which the curve provides discount rates.
* This is empty if the curve is not used for Ibor rates.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableSet discountCurrencies;
/**
* The indices for which the curve provides forward rates.
* This is empty if the curve is not used for forward rates.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableSet indices;
//-------------------------------------------------------------------------
/**
* Merges the specified entry with this entry, returning a new entry.
*
* The two entries must have the same curve name.
*
* @param newEntry the new entry
* @return the merged entry
*/
RatesCurveGroupEntry merge(RatesCurveGroupEntry newEntry) {
if (!curveName.equals(newEntry.curveName)) {
throw new IllegalArgumentException(
Messages.format(
"A CurveGroupEntry can only be merged with an entry with the same curve name. name: {}, other name: {}",
curveName,
newEntry.curveName));
}
return RatesCurveGroupEntry.builder()
.curveName(curveName)
.discountCurrencies(Sets.union(discountCurrencies, newEntry.discountCurrencies))
.indices(Sets.union(indices, newEntry.indices))
.build();
}
//-------------------------------------------------------------------------
/**
* Gets the subset of indices matching the specified type for which the curve provides forward rates.
*
* The set of indices is filtered and cast using the specified type.
* This is empty if the curve is not used for forward rates.
*
* @param the type of index
* @param indexType the type of index required
* @return the subset of indices
*/
public ImmutableSet getIndices(Class indexType) {
return indices.stream()
.filter(indexType::isInstance)
.map(indexType::cast)
.collect(toImmutableSet());
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code RatesCurveGroupEntry}.
* @return the meta-bean, not null
*/
public static RatesCurveGroupEntry.Meta meta() {
return RatesCurveGroupEntry.Meta.INSTANCE;
}
static {
MetaBean.register(RatesCurveGroupEntry.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 RatesCurveGroupEntry.Builder builder() {
return new RatesCurveGroupEntry.Builder();
}
private RatesCurveGroupEntry(
CurveName curveName,
Set discountCurrencies,
Set indices) {
JodaBeanUtils.notNull(curveName, "curveName");
JodaBeanUtils.notNull(discountCurrencies, "discountCurrencies");
JodaBeanUtils.notNull(indices, "indices");
this.curveName = curveName;
this.discountCurrencies = ImmutableSet.copyOf(discountCurrencies);
this.indices = ImmutableSet.copyOf(indices);
}
@Override
public RatesCurveGroupEntry.Meta metaBean() {
return RatesCurveGroupEntry.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the curve name.
* @return the value of the property, not null
*/
public CurveName getCurveName() {
return curveName;
}
//-----------------------------------------------------------------------
/**
* Gets the currencies for which the curve provides discount rates.
* This is empty if the curve is not used for Ibor rates.
* @return the value of the property, not null
*/
public ImmutableSet getDiscountCurrencies() {
return discountCurrencies;
}
//-----------------------------------------------------------------------
/**
* Gets the indices for which the curve provides forward rates.
* This is empty if the curve is not used for forward rates.
* @return the value of the property, not null
*/
public ImmutableSet getIndices() {
return indices;
}
//-----------------------------------------------------------------------
/**
* 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()) {
RatesCurveGroupEntry other = (RatesCurveGroupEntry) obj;
return JodaBeanUtils.equal(curveName, other.curveName) &&
JodaBeanUtils.equal(discountCurrencies, other.discountCurrencies) &&
JodaBeanUtils.equal(indices, other.indices);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(curveName);
hash = hash * 31 + JodaBeanUtils.hashCode(discountCurrencies);
hash = hash * 31 + JodaBeanUtils.hashCode(indices);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("RatesCurveGroupEntry{");
buf.append("curveName").append('=').append(JodaBeanUtils.toString(curveName)).append(',').append(' ');
buf.append("discountCurrencies").append('=').append(JodaBeanUtils.toString(discountCurrencies)).append(',').append(' ');
buf.append("indices").append('=').append(JodaBeanUtils.toString(indices));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code RatesCurveGroupEntry}.
*/
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 curveName} property.
*/
private final MetaProperty curveName = DirectMetaProperty.ofImmutable(
this, "curveName", RatesCurveGroupEntry.class, CurveName.class);
/**
* The meta-property for the {@code discountCurrencies} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> discountCurrencies = DirectMetaProperty.ofImmutable(
this, "discountCurrencies", RatesCurveGroupEntry.class, (Class) ImmutableSet.class);
/**
* The meta-property for the {@code indices} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> indices = DirectMetaProperty.ofImmutable(
this, "indices", RatesCurveGroupEntry.class, (Class) ImmutableSet.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"curveName",
"discountCurrencies",
"indices");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return curveName;
case -538086256: // discountCurrencies
return discountCurrencies;
case 1943391143: // indices
return indices;
}
return super.metaPropertyGet(propertyName);
}
@Override
public RatesCurveGroupEntry.Builder builder() {
return new RatesCurveGroupEntry.Builder();
}
@Override
public Class extends RatesCurveGroupEntry> beanType() {
return RatesCurveGroupEntry.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code curveName} property.
* @return the meta-property, not null
*/
public MetaProperty curveName() {
return curveName;
}
/**
* The meta-property for the {@code discountCurrencies} property.
* @return the meta-property, not null
*/
public MetaProperty> discountCurrencies() {
return discountCurrencies;
}
/**
* The meta-property for the {@code indices} property.
* @return the meta-property, not null
*/
public MetaProperty> indices() {
return indices;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return ((RatesCurveGroupEntry) bean).getCurveName();
case -538086256: // discountCurrencies
return ((RatesCurveGroupEntry) bean).getDiscountCurrencies();
case 1943391143: // indices
return ((RatesCurveGroupEntry) bean).getIndices();
}
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 RatesCurveGroupEntry}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private CurveName curveName;
private Set discountCurrencies = ImmutableSet.of();
private Set indices = ImmutableSet.of();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(RatesCurveGroupEntry beanToCopy) {
this.curveName = beanToCopy.getCurveName();
this.discountCurrencies = beanToCopy.getDiscountCurrencies();
this.indices = beanToCopy.getIndices();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
return curveName;
case -538086256: // discountCurrencies
return discountCurrencies;
case 1943391143: // indices
return indices;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 771153946: // curveName
this.curveName = (CurveName) newValue;
break;
case -538086256: // discountCurrencies
this.discountCurrencies = (Set) newValue;
break;
case 1943391143: // indices
this.indices = (Set) 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 RatesCurveGroupEntry build() {
return new RatesCurveGroupEntry(
curveName,
discountCurrencies,
indices);
}
//-----------------------------------------------------------------------
/**
* Sets the curve name.
* @param curveName the new value, not null
* @return this, for chaining, not null
*/
public Builder curveName(CurveName curveName) {
JodaBeanUtils.notNull(curveName, "curveName");
this.curveName = curveName;
return this;
}
/**
* Sets the currencies for which the curve provides discount rates.
* This is empty if the curve is not used for Ibor rates.
* @param discountCurrencies the new value, not null
* @return this, for chaining, not null
*/
public Builder discountCurrencies(Set discountCurrencies) {
JodaBeanUtils.notNull(discountCurrencies, "discountCurrencies");
this.discountCurrencies = discountCurrencies;
return this;
}
/**
* Sets the {@code discountCurrencies} property in the builder
* from an array of objects.
* @param discountCurrencies the new value, not null
* @return this, for chaining, not null
*/
public Builder discountCurrencies(Currency... discountCurrencies) {
return discountCurrencies(ImmutableSet.copyOf(discountCurrencies));
}
/**
* Sets the indices for which the curve provides forward rates.
* This is empty if the curve is not used for forward rates.
* @param indices the new value, not null
* @return this, for chaining, not null
*/
public Builder indices(Set indices) {
JodaBeanUtils.notNull(indices, "indices");
this.indices = indices;
return this;
}
/**
* Sets the {@code indices} property in the builder
* from an array of objects.
* @param indices the new value, not null
* @return this, for chaining, not null
*/
public Builder indices(Index... indices) {
return indices(ImmutableSet.copyOf(indices));
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("RatesCurveGroupEntry.Builder{");
buf.append("curveName").append('=').append(JodaBeanUtils.toString(curveName)).append(',').append(' ');
buf.append("discountCurrencies").append('=').append(JodaBeanUtils.toString(discountCurrencies)).append(',').append(' ');
buf.append("indices").append('=').append(JodaBeanUtils.toString(indices));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}