com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult Maven / Gradle / Ivy
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.capfloor;
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;
/**
* Calibration result for Ibor caplet/floorlet volatilities.
*
* This stores caplet volatilities {@link IborCapletFloorletVolatilities} and chi square value {@code chiSquare}.
*/
@BeanDefinition(builderScope = "private")
public final class IborCapletFloorletVolatilityCalibrationResult
implements ImmutableBean, Serializable {
/**
* The caplet volatilities.
*/
@PropertyDefinition(validate = "notNull")
private final IborCapletFloorletVolatilities volatilities;
/**
* The chi-square value.
*
* The chi square is 0 if the volatilities are computed by root-finding.
* The chi square is generally non-zero if the volatilities are computed by least square method.
*/
@PropertyDefinition(validate = "notNull")
private final double chiSquare;
//-------------------------------------------------------------------------
/**
* Obtains an instance of least square result.
*
* @param volatilities the caplet volatilities
* @param chiSquare the chi-square value
* @return the instance
*/
public static IborCapletFloorletVolatilityCalibrationResult ofLeastSquare(
IborCapletFloorletVolatilities volatilities,
double chiSquare) {
return new IborCapletFloorletVolatilityCalibrationResult(volatilities, chiSquare);
}
/**
* Obtains an instance of root-finding result.
*
* @param volatilities the caplet volatilities
* @return the instance
*/
public static IborCapletFloorletVolatilityCalibrationResult ofRootFind(IborCapletFloorletVolatilities volatilities) {
return new IborCapletFloorletVolatilityCalibrationResult(volatilities, 0d);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code IborCapletFloorletVolatilityCalibrationResult}.
* @return the meta-bean, not null
*/
public static IborCapletFloorletVolatilityCalibrationResult.Meta meta() {
return IborCapletFloorletVolatilityCalibrationResult.Meta.INSTANCE;
}
static {
MetaBean.register(IborCapletFloorletVolatilityCalibrationResult.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private IborCapletFloorletVolatilityCalibrationResult(
IborCapletFloorletVolatilities volatilities,
double chiSquare) {
JodaBeanUtils.notNull(volatilities, "volatilities");
JodaBeanUtils.notNull(chiSquare, "chiSquare");
this.volatilities = volatilities;
this.chiSquare = chiSquare;
}
@Override
public IborCapletFloorletVolatilityCalibrationResult.Meta metaBean() {
return IborCapletFloorletVolatilityCalibrationResult.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the caplet volatilities.
* @return the value of the property, not null
*/
public IborCapletFloorletVolatilities getVolatilities() {
return volatilities;
}
//-----------------------------------------------------------------------
/**
* Gets the chi-square value.
*
* The chi square is 0 if the volatilities are computed by root-finding.
* The chi square is generally non-zero if the volatilities are computed by least square method.
* @return the value of the property, not null
*/
public double getChiSquare() {
return chiSquare;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
IborCapletFloorletVolatilityCalibrationResult other = (IborCapletFloorletVolatilityCalibrationResult) obj;
return JodaBeanUtils.equal(volatilities, other.volatilities) &&
JodaBeanUtils.equal(chiSquare, other.chiSquare);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(volatilities);
hash = hash * 31 + JodaBeanUtils.hashCode(chiSquare);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("IborCapletFloorletVolatilityCalibrationResult{");
buf.append("volatilities").append('=').append(JodaBeanUtils.toString(volatilities)).append(',').append(' ');
buf.append("chiSquare").append('=').append(JodaBeanUtils.toString(chiSquare));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code IborCapletFloorletVolatilityCalibrationResult}.
*/
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 volatilities} property.
*/
private final MetaProperty volatilities = DirectMetaProperty.ofImmutable(
this, "volatilities", IborCapletFloorletVolatilityCalibrationResult.class, IborCapletFloorletVolatilities.class);
/**
* The meta-property for the {@code chiSquare} property.
*/
private final MetaProperty chiSquare = DirectMetaProperty.ofImmutable(
this, "chiSquare", IborCapletFloorletVolatilityCalibrationResult.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"volatilities",
"chiSquare");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -625639549: // volatilities
return volatilities;
case -797918495: // chiSquare
return chiSquare;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new IborCapletFloorletVolatilityCalibrationResult.Builder();
}
@Override
public Class beanType() {
return IborCapletFloorletVolatilityCalibrationResult.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code volatilities} property.
* @return the meta-property, not null
*/
public MetaProperty volatilities() {
return volatilities;
}
/**
* The meta-property for the {@code chiSquare} property.
* @return the meta-property, not null
*/
public MetaProperty chiSquare() {
return chiSquare;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -625639549: // volatilities
return ((IborCapletFloorletVolatilityCalibrationResult) bean).getVolatilities();
case -797918495: // chiSquare
return ((IborCapletFloorletVolatilityCalibrationResult) bean).getChiSquare();
}
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 IborCapletFloorletVolatilityCalibrationResult}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private IborCapletFloorletVolatilities volatilities;
private double chiSquare;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -625639549: // volatilities
return volatilities;
case -797918495: // chiSquare
return chiSquare;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -625639549: // volatilities
this.volatilities = (IborCapletFloorletVolatilities) newValue;
break;
case -797918495: // chiSquare
this.chiSquare = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public IborCapletFloorletVolatilityCalibrationResult build() {
return new IborCapletFloorletVolatilityCalibrationResult(
volatilities,
chiSquare);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("IborCapletFloorletVolatilityCalibrationResult.Builder{");
buf.append("volatilities").append('=').append(JodaBeanUtils.toString(volatilities)).append(',').append(' ');
buf.append("chiSquare").append('=').append(JodaBeanUtils.toString(chiSquare));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}