com.opengamma.strata.market.curve.SeasonalityDefinition 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.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.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.ShiftType;
/**
* Provides the definition of seasonality for a price index curve.
*
* The seasonality is describe by a adjustment type and the month on month adjustments.
* The adjustment type is usually {@link ShiftType#SCALED} (multiplicative) or {@link ShiftType#ABSOLUTE} (additive).
* The month on month adjustment is an array of length 12 with the first element being the
* adjustment from January to February, the second element being the adjustment from February to March,
* and so on to the 12th element being the adjustment from December to January.
*/
@BeanDefinition(builderScope = "private")
public final class SeasonalityDefinition
implements ImmutableBean, Serializable {
/**
* The month on month adjustment.
*
* This is an array of length 12, with the first element being the adjustment from
* January to February, the second element being the adjustment from February to March,
* and so on to the 12th element being the adjustment from December to January.
*/
@PropertyDefinition(validate = "notNull")
private final DoubleArray seasonalityMonthOnMonth;
/**
* The shift type applied to the unadjusted value and the adjustment.
* (value, seasonality) -> adjustmentType.applyShift(value, seasonality).
*/
@PropertyDefinition(validate = "notNull")
private final ShiftType adjustmentType;
//-------------------------------------------------------------------------
/**
* Obtains an instance of the seasonality.
*
* @param seasonalityMonthOnMonth the month-on-month seasonality
* @param adjustmentType the adjustment type
* @return the instance
*/
public static SeasonalityDefinition of(DoubleArray seasonalityMonthOnMonth, ShiftType adjustmentType) {
ArgChecker.isTrue(seasonalityMonthOnMonth.size() == 12, "seasonality must be of length 12");
return new SeasonalityDefinition(seasonalityMonthOnMonth, adjustmentType);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code SeasonalityDefinition}.
* @return the meta-bean, not null
*/
public static SeasonalityDefinition.Meta meta() {
return SeasonalityDefinition.Meta.INSTANCE;
}
static {
MetaBean.register(SeasonalityDefinition.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private SeasonalityDefinition(
DoubleArray seasonalityMonthOnMonth,
ShiftType adjustmentType) {
JodaBeanUtils.notNull(seasonalityMonthOnMonth, "seasonalityMonthOnMonth");
JodaBeanUtils.notNull(adjustmentType, "adjustmentType");
this.seasonalityMonthOnMonth = seasonalityMonthOnMonth;
this.adjustmentType = adjustmentType;
}
@Override
public SeasonalityDefinition.Meta metaBean() {
return SeasonalityDefinition.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the month on month adjustment.
*
* This is an array of length 12, with the first element being the adjustment from
* January to February, the second element being the adjustment from February to March,
* and so on to the 12th element being the adjustment from December to January.
* @return the value of the property, not null
*/
public DoubleArray getSeasonalityMonthOnMonth() {
return seasonalityMonthOnMonth;
}
//-----------------------------------------------------------------------
/**
* Gets the shift type applied to the unadjusted value and the adjustment.
* (value, seasonality) -> adjustmentType.applyShift(value, seasonality).
* @return the value of the property, not null
*/
public ShiftType getAdjustmentType() {
return adjustmentType;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SeasonalityDefinition other = (SeasonalityDefinition) obj;
return JodaBeanUtils.equal(seasonalityMonthOnMonth, other.seasonalityMonthOnMonth) &&
JodaBeanUtils.equal(adjustmentType, other.adjustmentType);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(seasonalityMonthOnMonth);
hash = hash * 31 + JodaBeanUtils.hashCode(adjustmentType);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("SeasonalityDefinition{");
buf.append("seasonalityMonthOnMonth").append('=').append(JodaBeanUtils.toString(seasonalityMonthOnMonth)).append(',').append(' ');
buf.append("adjustmentType").append('=').append(JodaBeanUtils.toString(adjustmentType));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SeasonalityDefinition}.
*/
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 seasonalityMonthOnMonth} property.
*/
private final MetaProperty seasonalityMonthOnMonth = DirectMetaProperty.ofImmutable(
this, "seasonalityMonthOnMonth", SeasonalityDefinition.class, DoubleArray.class);
/**
* The meta-property for the {@code adjustmentType} property.
*/
private final MetaProperty adjustmentType = DirectMetaProperty.ofImmutable(
this, "adjustmentType", SeasonalityDefinition.class, ShiftType.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"seasonalityMonthOnMonth",
"adjustmentType");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -731183871: // seasonalityMonthOnMonth
return seasonalityMonthOnMonth;
case -1002343865: // adjustmentType
return adjustmentType;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new SeasonalityDefinition.Builder();
}
@Override
public Class beanType() {
return SeasonalityDefinition.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code seasonalityMonthOnMonth} property.
* @return the meta-property, not null
*/
public MetaProperty seasonalityMonthOnMonth() {
return seasonalityMonthOnMonth;
}
/**
* The meta-property for the {@code adjustmentType} property.
* @return the meta-property, not null
*/
public MetaProperty adjustmentType() {
return adjustmentType;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -731183871: // seasonalityMonthOnMonth
return ((SeasonalityDefinition) bean).getSeasonalityMonthOnMonth();
case -1002343865: // adjustmentType
return ((SeasonalityDefinition) bean).getAdjustmentType();
}
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 SeasonalityDefinition}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private DoubleArray seasonalityMonthOnMonth;
private ShiftType adjustmentType;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -731183871: // seasonalityMonthOnMonth
return seasonalityMonthOnMonth;
case -1002343865: // adjustmentType
return adjustmentType;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -731183871: // seasonalityMonthOnMonth
this.seasonalityMonthOnMonth = (DoubleArray) newValue;
break;
case -1002343865: // adjustmentType
this.adjustmentType = (ShiftType) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public SeasonalityDefinition build() {
return new SeasonalityDefinition(
seasonalityMonthOnMonth,
adjustmentType);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("SeasonalityDefinition.Builder{");
buf.append("seasonalityMonthOnMonth").append('=').append(JodaBeanUtils.toString(seasonalityMonthOnMonth)).append(',').append(' ');
buf.append("adjustmentType").append('=').append(JodaBeanUtils.toString(adjustmentType));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}