com.opengamma.strata.market.surface.DeformedSurface Maven / Gradle / Ivy
Show all versions of strata-market Show documentation
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.market.surface;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.function.Function;
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.opengamma.strata.basics.value.ValueDerivatives;
import com.opengamma.strata.collect.tuple.DoublesPair;
import com.opengamma.strata.market.param.ParameterMetadata;
import com.opengamma.strata.market.param.UnitParameterSensitivity;
/**
* The deformed surface.
*
* The deformation is applied to {@code Surface}, and defined in terms of {@code Function}, which returns z-value and
* sensitivities to the nodes of the original surface.
*
* Typical application of this class is to represent a surface constructed via model calibration to interpolated
* market data, where the market data points and interpolation are stored in {@code originalSurface},
* and {@code deformationFunction} defines the constructed surface.
*/
@BeanDefinition
public final class DeformedSurface
implements Surface, ImmutableBean, Serializable {
/**
* The surface metadata.
*
* The metadata includes an optional list of parameter metadata.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SurfaceMetadata metadata;
/**
* The original surface.
*
* The underlying surface which receives the deformation defined by {@code deformationFunction}.
*/
@PropertyDefinition(validate = "notNull")
private final Surface originalSurface;
/**
* The deformation function.
*
* The deformation to the original surface is define by this function.
* The function takes {@code DoublesPair} of x-value and y-value, then returns {@code ValueDerivatives}
* which contains z-value for the specified x,y values, and node sensitivities to the original surface.
*/
@PropertyDefinition(validate = "notNull")
private final Function deformationFunction;
//-------------------------------------------------------------------------
@Override
public int getParameterCount() {
return originalSurface.getParameterCount();
}
@Override
public DeformedSurface withMetadata(SurfaceMetadata metadata) {
return new DeformedSurface(metadata, originalSurface, deformationFunction);
}
@Override
public double getParameter(int parameterIndex) {
return originalSurface.getParameter(parameterIndex);
}
@Override
public ParameterMetadata getParameterMetadata(int parameterIndex) {
return originalSurface.getParameterMetadata(parameterIndex);
}
@Override
public Surface withParameter(int parameterIndex, double newValue) {
throw new IllegalArgumentException("deformationFunction must be redefined with the new value");
}
//-------------------------------------------------------------------------
@Override
public double zValue(double x, double y) {
return deformationFunction.apply(DoublesPair.of(x, y)).getValue();
}
@Override
public UnitParameterSensitivity zValueParameterSensitivity(double x, double y) {
return getMetadata().getParameterMetadata().isPresent() ?
UnitParameterSensitivity.of(
getMetadata().getSurfaceName(),
getMetadata().getParameterMetadata().get(),
deformationFunction.apply(DoublesPair.of(x, y)).getDerivatives()) :
UnitParameterSensitivity.of(
getMetadata().getSurfaceName(),
deformationFunction.apply(DoublesPair.of(x, y)).getDerivatives());
}
//-------------------------------------------------------------------------
@Override
public ValueDerivatives firstPartialDerivatives(double x, double y) {
throw new UnsupportedOperationException("First partial derivatives not supported for deformed surfaces");
}
//-------------------------------------------------------------------------
/**
* Obtains an instance.
*
* @param metadata the surface metadata
* @param originalSurface the original surface
* @param deformationFunction the deformation function
* @return the surface
*/
public static DeformedSurface of(
SurfaceMetadata metadata,
Surface originalSurface,
Function deformationFunction) {
return DeformedSurface.builder()
.metadata(metadata)
.originalSurface(originalSurface)
.deformationFunction(deformationFunction)
.build();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code DeformedSurface}.
* @return the meta-bean, not null
*/
public static DeformedSurface.Meta meta() {
return DeformedSurface.Meta.INSTANCE;
}
static {
MetaBean.register(DeformedSurface.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 DeformedSurface.Builder builder() {
return new DeformedSurface.Builder();
}
private DeformedSurface(
SurfaceMetadata metadata,
Surface originalSurface,
Function deformationFunction) {
JodaBeanUtils.notNull(metadata, "metadata");
JodaBeanUtils.notNull(originalSurface, "originalSurface");
JodaBeanUtils.notNull(deformationFunction, "deformationFunction");
this.metadata = metadata;
this.originalSurface = originalSurface;
this.deformationFunction = deformationFunction;
}
@Override
public DeformedSurface.Meta metaBean() {
return DeformedSurface.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the surface metadata.
*
* The metadata includes an optional list of parameter metadata.
* @return the value of the property, not null
*/
@Override
public SurfaceMetadata getMetadata() {
return metadata;
}
//-----------------------------------------------------------------------
/**
* Gets the original surface.
*
* The underlying surface which receives the deformation defined by {@code deformationFunction}.
* @return the value of the property, not null
*/
public Surface getOriginalSurface() {
return originalSurface;
}
//-----------------------------------------------------------------------
/**
* Gets the deformation function.
*
* The deformation to the original surface is define by this function.
* The function takes {@code DoublesPair} of x-value and y-value, then returns {@code ValueDerivatives}
* which contains z-value for the specified x,y values, and node sensitivities to the original surface.
* @return the value of the property, not null
*/
public Function getDeformationFunction() {
return deformationFunction;
}
//-----------------------------------------------------------------------
/**
* 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()) {
DeformedSurface other = (DeformedSurface) obj;
return JodaBeanUtils.equal(metadata, other.metadata) &&
JodaBeanUtils.equal(originalSurface, other.originalSurface) &&
JodaBeanUtils.equal(deformationFunction, other.deformationFunction);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(metadata);
hash = hash * 31 + JodaBeanUtils.hashCode(originalSurface);
hash = hash * 31 + JodaBeanUtils.hashCode(deformationFunction);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("DeformedSurface{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("originalSurface").append('=').append(JodaBeanUtils.toString(originalSurface)).append(',').append(' ');
buf.append("deformationFunction").append('=').append(JodaBeanUtils.toString(deformationFunction));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code DeformedSurface}.
*/
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", DeformedSurface.class, SurfaceMetadata.class);
/**
* The meta-property for the {@code originalSurface} property.
*/
private final MetaProperty originalSurface = DirectMetaProperty.ofImmutable(
this, "originalSurface", DeformedSurface.class, Surface.class);
/**
* The meta-property for the {@code deformationFunction} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> deformationFunction = DirectMetaProperty.ofImmutable(
this, "deformationFunction", DeformedSurface.class, (Class) Function.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"metadata",
"originalSurface",
"deformationFunction");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case 1982430620: // originalSurface
return originalSurface;
case -360086200: // deformationFunction
return deformationFunction;
}
return super.metaPropertyGet(propertyName);
}
@Override
public DeformedSurface.Builder builder() {
return new DeformedSurface.Builder();
}
@Override
public Class beanType() {
return DeformedSurface.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 originalSurface} property.
* @return the meta-property, not null
*/
public MetaProperty originalSurface() {
return originalSurface;
}
/**
* The meta-property for the {@code deformationFunction} property.
* @return the meta-property, not null
*/
public MetaProperty> deformationFunction() {
return deformationFunction;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return ((DeformedSurface) bean).getMetadata();
case 1982430620: // originalSurface
return ((DeformedSurface) bean).getOriginalSurface();
case -360086200: // deformationFunction
return ((DeformedSurface) bean).getDeformationFunction();
}
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 DeformedSurface}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SurfaceMetadata metadata;
private Surface originalSurface;
private Function deformationFunction;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(DeformedSurface beanToCopy) {
this.metadata = beanToCopy.getMetadata();
this.originalSurface = beanToCopy.getOriginalSurface();
this.deformationFunction = beanToCopy.getDeformationFunction();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case 1982430620: // originalSurface
return originalSurface;
case -360086200: // deformationFunction
return deformationFunction;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
this.metadata = (SurfaceMetadata) newValue;
break;
case 1982430620: // originalSurface
this.originalSurface = (Surface) newValue;
break;
case -360086200: // deformationFunction
this.deformationFunction = (Function) 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 DeformedSurface build() {
return new DeformedSurface(
metadata,
originalSurface,
deformationFunction);
}
//-----------------------------------------------------------------------
/**
* Sets the surface metadata.
*
* The metadata includes an optional list of parameter metadata.
* @param metadata the new value, not null
* @return this, for chaining, not null
*/
public Builder metadata(SurfaceMetadata metadata) {
JodaBeanUtils.notNull(metadata, "metadata");
this.metadata = metadata;
return this;
}
/**
* Sets the original surface.
*
* The underlying surface which receives the deformation defined by {@code deformationFunction}.
* @param originalSurface the new value, not null
* @return this, for chaining, not null
*/
public Builder originalSurface(Surface originalSurface) {
JodaBeanUtils.notNull(originalSurface, "originalSurface");
this.originalSurface = originalSurface;
return this;
}
/**
* Sets the deformation function.
*
* The deformation to the original surface is define by this function.
* The function takes {@code DoublesPair} of x-value and y-value, then returns {@code ValueDerivatives}
* which contains z-value for the specified x,y values, and node sensitivities to the original surface.
* @param deformationFunction the new value, not null
* @return this, for chaining, not null
*/
public Builder deformationFunction(Function deformationFunction) {
JodaBeanUtils.notNull(deformationFunction, "deformationFunction");
this.deformationFunction = deformationFunction;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("DeformedSurface.Builder{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("originalSurface").append('=').append(JodaBeanUtils.toString(originalSurface)).append(',').append(' ');
buf.append("deformationFunction").append('=').append(JodaBeanUtils.toString(deformationFunction));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}