com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.fxopt;
import java.io.Serializable;
import java.time.ZonedDateTime;
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.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.observable.QuoteId;
import com.opengamma.strata.pricer.fxopt.FxOptionVolatilities;
/**
* The definition of how to build FX option volatilities.
*
* This stores an instance of specification {@code FxOptionVolatilitiesSpecification}
* which allows different kinds of volatility to be created.
*/
@BeanDefinition(builderScope = "private")
public final class FxOptionVolatilitiesDefinition
implements ImmutableBean, Serializable {
/**
* The FX option volatility specification.
*/
@PropertyDefinition(validate = "notNull")
private final FxOptionVolatilitiesSpecification specification;
/**
* Obtains an instance.
*
* @param specification the specification
* @return the instance
*/
public static FxOptionVolatilitiesDefinition of(FxOptionVolatilitiesSpecification specification) {
return new FxOptionVolatilitiesDefinition(specification);
}
//-------------------------------------------------------------------------
/**
* Creates FX option volatilities.
*
* The number and ordering of {@code parameters} must be coherent to those of nodes, {@code #getNodes()}.
*
* @param valuationDateTime the valuation date time
* @param parameters the parameters
* @param refData the reference data
* @return the volatilities
*/
public FxOptionVolatilities volatilities(
ZonedDateTime valuationDateTime,
DoubleArray parameters,
ReferenceData refData) {
return specification.volatilities(valuationDateTime, parameters, refData);
}
/**
* Obtains the inputs required to create the FX option volatilities.
*
* @return the inputs
*/
public ImmutableList volatilitiesInputs() {
return specification.volatilitiesInputs();
}
/**
* Gets the number of parameters.
*
* @return the number of parameters
*/
public int getParameterCount() {
return specification.getParameterCount();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code FxOptionVolatilitiesDefinition}.
* @return the meta-bean, not null
*/
public static FxOptionVolatilitiesDefinition.Meta meta() {
return FxOptionVolatilitiesDefinition.Meta.INSTANCE;
}
static {
MetaBean.register(FxOptionVolatilitiesDefinition.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private FxOptionVolatilitiesDefinition(
FxOptionVolatilitiesSpecification specification) {
JodaBeanUtils.notNull(specification, "specification");
this.specification = specification;
}
@Override
public FxOptionVolatilitiesDefinition.Meta metaBean() {
return FxOptionVolatilitiesDefinition.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the FX option volatility specification.
* @return the value of the property, not null
*/
public FxOptionVolatilitiesSpecification getSpecification() {
return specification;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
FxOptionVolatilitiesDefinition other = (FxOptionVolatilitiesDefinition) obj;
return JodaBeanUtils.equal(specification, other.specification);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(specification);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("FxOptionVolatilitiesDefinition{");
buf.append("specification").append('=').append(JodaBeanUtils.toString(specification));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FxOptionVolatilitiesDefinition}.
*/
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 specification} property.
*/
private final MetaProperty specification = DirectMetaProperty.ofImmutable(
this, "specification", FxOptionVolatilitiesDefinition.class, FxOptionVolatilitiesSpecification.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"specification");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1307197699: // specification
return specification;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new FxOptionVolatilitiesDefinition.Builder();
}
@Override
public Class beanType() {
return FxOptionVolatilitiesDefinition.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code specification} property.
* @return the meta-property, not null
*/
public MetaProperty specification() {
return specification;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1307197699: // specification
return ((FxOptionVolatilitiesDefinition) bean).getSpecification();
}
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 FxOptionVolatilitiesDefinition}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private FxOptionVolatilitiesSpecification specification;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 1307197699: // specification
return specification;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 1307197699: // specification
this.specification = (FxOptionVolatilitiesSpecification) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public FxOptionVolatilitiesDefinition build() {
return new FxOptionVolatilitiesDefinition(
specification);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("FxOptionVolatilitiesDefinition.Builder{");
buf.append("specification").append('=').append(JodaBeanUtils.toString(specification));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}