com.opengamma.strata.market.sensitivity.MutablePointSensitivities 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.sensitivity;
import java.util.ArrayList;
import java.util.List;
import java.util.function.DoubleUnaryOperator;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.ArgChecker;
/**
* Mutable builder for sensitivity to a group of curves.
*
* Contains a mutable list of {@linkplain PointSensitivity point sensitivity} objects, each
* referring to a specific point on a curve that was queried.
* The order of the list has no specific meaning, but does allow duplicates.
*
* This is a mutable builder that is not intended for use in multiple threads.
* It is intended to be used to create an immutable {@link PointSensitivities} instance.
* Note that each individual point sensitivity implementation is immutable.
*/
public final class MutablePointSensitivities
implements PointSensitivityBuilder {
/**
* The point sensitivities.
*
* Each entry includes details of the curve it relates to.
*/
private final List sensitivities = new ArrayList<>();
/**
* Creates an empty instance.
*/
public MutablePointSensitivities() {
}
/**
* Creates an instance with the specified sensitivity.
*
* @param sensitivity the sensitivity to add
*/
public MutablePointSensitivities(PointSensitivity sensitivity) {
ArgChecker.notNull(sensitivity, "sensitivity");
this.sensitivities.add(sensitivity);
}
/**
* Creates an instance with the specified sensitivities.
*
* @param sensitivities the list of sensitivities, which is copied
*/
public MutablePointSensitivities(List sensitivities) {
ArgChecker.notNull(sensitivities, "sensitivities");
this.sensitivities.addAll(sensitivities);
}
//-----------------------------------------------------------------------
/**
* Gets the number of sensitivity entries.
*
* @return the size of the internal list of point sensitivities
*/
public int size() {
return sensitivities.size();
}
/**
* Gets the immutable list of point sensitivities.
*
* Each entry includes details of the curve it relates to.
*
* @return the immutable list of sensitivities
*/
public ImmutableList getSensitivities() {
return ImmutableList.copyOf(sensitivities);
}
//-------------------------------------------------------------------------
/**
* Adds a point sensitivity, mutating the internal list.
*
* This instance will be mutated, with the new sensitivity added at the end of the list.
*
* @param sensitivity the sensitivity to add
* @return {@code this}, for method chaining
*/
public MutablePointSensitivities add(PointSensitivity sensitivity) {
ArgChecker.notNull(sensitivity, "sensitivity");
this.sensitivities.add(sensitivity);
return this;
}
/**
* Adds a list of point sensitivities, mutating the internal list.
*
* This instance will be mutated, with the new sensitivities added at the end of the list.
*
* @param sensitivities the sensitivities to add
* @return {@code this}, for method chaining
*/
public MutablePointSensitivities addAll(List sensitivities) {
ArgChecker.notNull(sensitivities, "sensitivities");
this.sensitivities.addAll(sensitivities);
return this;
}
/**
* Merges the list of point sensitivities from another instance, mutating the internal list.
*
* This instance will be mutated, with the new sensitivities added at the end of the list.
*
* @param other the other sensitivity to add
* @return {@code this}, for method chaining
*/
public MutablePointSensitivities addAll(MutablePointSensitivities other) {
this.sensitivities.addAll(other.sensitivities);
return this;
}
//-------------------------------------------------------------------------
@Override
public MutablePointSensitivities withCurrency(Currency currency) {
sensitivities.replaceAll(ps -> ps.withCurrency(currency));
return this;
}
@Override
public MutablePointSensitivities multipliedBy(double factor) {
return mapSensitivity(s -> s * factor);
}
@Override
public MutablePointSensitivities mapSensitivity(DoubleUnaryOperator operator) {
sensitivities.replaceAll(cs -> cs.withSensitivity(operator.applyAsDouble(cs.getSensitivity())));
return this;
}
//-------------------------------------------------------------------------
@Override
public MutablePointSensitivities combinedWith(PointSensitivityBuilder other) {
return other.buildInto(this);
}
@Override
public MutablePointSensitivities buildInto(MutablePointSensitivities combination) {
return (combination == this ? combination : combination.addAll(this));
}
@Override
public PointSensitivities build() {
return toImmutable();
}
@Override
public MutablePointSensitivities cloned() {
return new MutablePointSensitivities(new ArrayList<>(sensitivities));
}
//-------------------------------------------------------------------------
/**
* Sorts the mutable list of point sensitivities.
*
* Sorts the point sensitivities in this instance.
*
* @return {@code this}, for method chaining
*/
public MutablePointSensitivities sort() {
sensitivities.sort(PointSensitivity::compareKey);
return this;
}
/**
* Normalizes the point sensitivities by sorting and merging, mutating the internal list.
*
* The list of sensitivities is sorted and then merged.
* Any two entries that represent the same curve query are merged.
* For example, if there are two point sensitivities that were created based on the same curve,
* currency and fixing date, then the entries are combined, summing the sensitivity value.
*
* The intention is that normalization occurs after gathering all the point sensitivities.
*
* @return {@code this}, for method chaining
*/
@Override
public MutablePointSensitivities normalize() {
sensitivities.sort(PointSensitivity::compareKey);
PointSensitivity previous = sensitivities.get(0);
for (int i = 1; i < sensitivities.size(); i++) {
PointSensitivity current = sensitivities.get(i);
if (current.compareKey(previous) == 0) {
current = previous.withSensitivity(previous.getSensitivity() + current.getSensitivity());
sensitivities.set(i - 1, current);
sensitivities.remove(i);
i--;
}
previous = current;
}
return this;
}
//-----------------------------------------------------------------------
/**
* Returns an immutable version of this object.
*
* The result is an instance of the immutable {@link PointSensitivities}.
* It will contain the same individual point sensitivities.
*
* @return the immutable sensitivity instance, not null
*/
public PointSensitivities toImmutable() {
return PointSensitivities.of(sensitivities);
}
//-------------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj instanceof MutablePointSensitivities) {
MutablePointSensitivities other = (MutablePointSensitivities) obj;
return sensitivities.equals(other.sensitivities);
}
return false;
}
@Override
public int hashCode() {
return sensitivities.hashCode();
}
@Override
public String toString() {
return new StringBuilder(64)
.append("MutablePointSensitivities{sensitivities=")
.append(sensitivities)
.append('}')
.toString();
}
}