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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.pricer;

import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.function.DoubleUnaryOperator;

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.ComparisonChain;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.FxRateProvider;
import com.opengamma.strata.market.sensitivity.MutablePointSensitivities;
import com.opengamma.strata.market.sensitivity.PointSensitivity;
import com.opengamma.strata.market.sensitivity.PointSensitivityBuilder;

/**
 * Point sensitivity to the zero rate curve.
 * 

* Holds the sensitivity to the zero rate curve at a specific date. */ @BeanDefinition(builderScope = "private") public final class ZeroRateSensitivity implements PointSensitivity, PointSensitivityBuilder, ImmutableBean, Serializable { /** * The currency of the curve for which the sensitivity is computed. */ @PropertyDefinition(validate = "notNull") private final Currency curveCurrency; /** * The time that was queried, expressed as a year fraction. */ @PropertyDefinition private final double yearFraction; /** * The currency of the sensitivity. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final Currency currency; /** * The value of the sensitivity. */ @PropertyDefinition(overrideGet = true) private final double sensitivity; //------------------------------------------------------------------------- /** * Obtains an instance from the curve currency, date and value. *

* The currency representing the curve is used also for the sensitivity currency. * * @param currency the currency of the curve and sensitivity * @param yearFraction the year fraction that was looked up on the curve * @param sensitivity the value of the sensitivity * @return the point sensitivity object */ public static ZeroRateSensitivity of(Currency currency, double yearFraction, double sensitivity) { return new ZeroRateSensitivity(currency, yearFraction, currency, sensitivity); } /** * Obtains an instance from the curve currency, date, sensitivity currency and value. *

* The currency representing the curve is used also for the sensitivity currency. * * @param curveCurrency the currency of the curve * @param yearFraction the year fraction that was looked up on the curve * @param sensitivityCurrency the currency of the sensitivity * @param sensitivity the value of the sensitivity * @return the point sensitivity object */ public static ZeroRateSensitivity of( Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity) { return new ZeroRateSensitivity(curveCurrency, yearFraction, sensitivityCurrency, sensitivity); } //------------------------------------------------------------------------- @Override public ZeroRateSensitivity withCurrency(Currency currency) { if (this.currency.equals(currency)) { return this; } return new ZeroRateSensitivity(curveCurrency, yearFraction, currency, sensitivity); } @Override public ZeroRateSensitivity withSensitivity(double sensitivity) { return new ZeroRateSensitivity(curveCurrency, yearFraction, currency, sensitivity); } @Override public int compareKey(PointSensitivity other) { if (other instanceof ZeroRateSensitivity) { ZeroRateSensitivity otherZero = (ZeroRateSensitivity) other; return ComparisonChain.start() .compare(curveCurrency, otherZero.curveCurrency) .compare(currency, otherZero.currency) .compare(yearFraction, otherZero.yearFraction) .result(); } return getClass().getSimpleName().compareTo(other.getClass().getSimpleName()); } @Override public ZeroRateSensitivity convertedTo(Currency resultCurrency, FxRateProvider rateProvider) { return (ZeroRateSensitivity) PointSensitivity.super.convertedTo(resultCurrency, rateProvider); } //------------------------------------------------------------------------- @Override public ZeroRateSensitivity multipliedBy(double factor) { return new ZeroRateSensitivity(curveCurrency, yearFraction, currency, sensitivity * factor); } @Override public ZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator) { return new ZeroRateSensitivity(curveCurrency, yearFraction, currency, operator.applyAsDouble(sensitivity)); } @Override public ZeroRateSensitivity normalize() { return this; } @Override public MutablePointSensitivities buildInto(MutablePointSensitivities combination) { return combination.add(this); } @Override public ZeroRateSensitivity cloned() { return this; } //------------------------- AUTOGENERATED START ------------------------- /** * The meta-bean for {@code ZeroRateSensitivity}. * @return the meta-bean, not null */ public static ZeroRateSensitivity.Meta meta() { return ZeroRateSensitivity.Meta.INSTANCE; } static { MetaBean.register(ZeroRateSensitivity.Meta.INSTANCE); } /** * The serialization version id. */ private static final long serialVersionUID = 1L; private ZeroRateSensitivity( Currency curveCurrency, double yearFraction, Currency currency, double sensitivity) { JodaBeanUtils.notNull(curveCurrency, "curveCurrency"); JodaBeanUtils.notNull(currency, "currency"); this.curveCurrency = curveCurrency; this.yearFraction = yearFraction; this.currency = currency; this.sensitivity = sensitivity; } @Override public ZeroRateSensitivity.Meta metaBean() { return ZeroRateSensitivity.Meta.INSTANCE; } //----------------------------------------------------------------------- /** * Gets the currency of the curve for which the sensitivity is computed. * @return the value of the property, not null */ public Currency getCurveCurrency() { return curveCurrency; } //----------------------------------------------------------------------- /** * Gets the time that was queried, expressed as a year fraction. * @return the value of the property */ public double getYearFraction() { return yearFraction; } //----------------------------------------------------------------------- /** * Gets the currency of the sensitivity. * @return the value of the property, not null */ @Override public Currency getCurrency() { return currency; } //----------------------------------------------------------------------- /** * Gets the value of the sensitivity. * @return the value of the property */ @Override public double getSensitivity() { return sensitivity; } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { ZeroRateSensitivity other = (ZeroRateSensitivity) obj; return JodaBeanUtils.equal(curveCurrency, other.curveCurrency) && JodaBeanUtils.equal(yearFraction, other.yearFraction) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(sensitivity, other.sensitivity); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(curveCurrency); hash = hash * 31 + JodaBeanUtils.hashCode(yearFraction); hash = hash * 31 + JodaBeanUtils.hashCode(currency); hash = hash * 31 + JodaBeanUtils.hashCode(sensitivity); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("ZeroRateSensitivity{"); buf.append("curveCurrency").append('=').append(JodaBeanUtils.toString(curveCurrency)).append(',').append(' '); buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' '); buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' '); buf.append("sensitivity").append('=').append(JodaBeanUtils.toString(sensitivity)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code ZeroRateSensitivity}. */ 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 curveCurrency} property. */ private final MetaProperty curveCurrency = DirectMetaProperty.ofImmutable( this, "curveCurrency", ZeroRateSensitivity.class, Currency.class); /** * The meta-property for the {@code yearFraction} property. */ private final MetaProperty yearFraction = DirectMetaProperty.ofImmutable( this, "yearFraction", ZeroRateSensitivity.class, Double.TYPE); /** * The meta-property for the {@code currency} property. */ private final MetaProperty currency = DirectMetaProperty.ofImmutable( this, "currency", ZeroRateSensitivity.class, Currency.class); /** * The meta-property for the {@code sensitivity} property. */ private final MetaProperty sensitivity = DirectMetaProperty.ofImmutable( this, "sensitivity", ZeroRateSensitivity.class, Double.TYPE); /** * The meta-properties. */ private final Map> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "curveCurrency", "yearFraction", "currency", "sensitivity"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case 1303639584: // curveCurrency return curveCurrency; case -1731780257: // yearFraction return yearFraction; case 575402001: // currency return currency; case 564403871: // sensitivity return sensitivity; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder builder() { return new ZeroRateSensitivity.Builder(); } @Override public Class beanType() { return ZeroRateSensitivity.class; } @Override public Map> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code curveCurrency} property. * @return the meta-property, not null */ public MetaProperty curveCurrency() { return curveCurrency; } /** * The meta-property for the {@code yearFraction} property. * @return the meta-property, not null */ public MetaProperty yearFraction() { return yearFraction; } /** * The meta-property for the {@code currency} property. * @return the meta-property, not null */ public MetaProperty currency() { return currency; } /** * The meta-property for the {@code sensitivity} property. * @return the meta-property, not null */ public MetaProperty sensitivity() { return sensitivity; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1303639584: // curveCurrency return ((ZeroRateSensitivity) bean).getCurveCurrency(); case -1731780257: // yearFraction return ((ZeroRateSensitivity) bean).getYearFraction(); case 575402001: // currency return ((ZeroRateSensitivity) bean).getCurrency(); case 564403871: // sensitivity return ((ZeroRateSensitivity) bean).getSensitivity(); } 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 ZeroRateSensitivity}. */ private static final class Builder extends DirectPrivateBeanBuilder { private Currency curveCurrency; private double yearFraction; private Currency currency; private double sensitivity; /** * Restricted constructor. */ private Builder() { } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case 1303639584: // curveCurrency return curveCurrency; case -1731780257: // yearFraction return yearFraction; case 575402001: // currency return currency; case 564403871: // sensitivity return sensitivity; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case 1303639584: // curveCurrency this.curveCurrency = (Currency) newValue; break; case -1731780257: // yearFraction this.yearFraction = (Double) newValue; break; case 575402001: // currency this.currency = (Currency) newValue; break; case 564403871: // sensitivity this.sensitivity = (Double) newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return this; } @Override public ZeroRateSensitivity build() { return new ZeroRateSensitivity( curveCurrency, yearFraction, currency, sensitivity); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("ZeroRateSensitivity.Builder{"); buf.append("curveCurrency").append('=').append(JodaBeanUtils.toString(curveCurrency)).append(',').append(' '); buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' '); buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' '); buf.append("sensitivity").append('=').append(JodaBeanUtils.toString(sensitivity)); buf.append('}'); return buf.toString(); } } //-------------------------- AUTOGENERATED END -------------------------- }





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