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/*
 * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.pricer.curve;

import java.util.function.BiFunction;
import java.util.function.ToDoubleBiFunction;

import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.market.param.CurrencyParameterSensitivities;
import com.opengamma.strata.market.sensitivity.PointSensitivities;
import com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer;
import com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer;
import com.opengamma.strata.pricer.fra.DiscountingFraProductPricer;
import com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer;
import com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer;
import com.opengamma.strata.pricer.rate.RatesProvider;
import com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer;
import com.opengamma.strata.product.ResolvedTrade;
import com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade;
import com.opengamma.strata.product.deposit.ResolvedTermDepositTrade;
import com.opengamma.strata.product.fra.ResolvedFraTrade;
import com.opengamma.strata.product.index.ResolvedIborFutureTrade;
import com.opengamma.strata.product.index.ResolvedOvernightFutureTrade;
import com.opengamma.strata.product.swap.ResolvedSwapTrade;

/**
 * Provides market quote measures for a single type of trade based on functions.
 * 

* This is initialized using functions that typically refer to pricers. * * @param the trade type */ public final class MarketQuoteMeasure implements CalibrationMeasure { /** * The measure for {@link ResolvedFraTrade} using par rate discounting. */ public static final MarketQuoteMeasure FRA_MQ = MarketQuoteMeasure.of( "FraParRateDiscounting", ResolvedFraTrade.class, (trade, p) -> DiscountingFraProductPricer.DEFAULT.parRate(trade.getProduct(), p), (trade, p) -> DiscountingFraProductPricer.DEFAULT.parRateSensitivity(trade.getProduct(), p)); /** * The measure for {@link ResolvedIborFutureTrade} using price discounting. */ public static final MarketQuoteMeasure IBOR_FUTURE_MQ = MarketQuoteMeasure.of( "IborFuturePriceDiscounting", ResolvedIborFutureTrade.class, (trade, p) -> DiscountingIborFutureProductPricer.DEFAULT.price(trade.getProduct(), p), (trade, p) -> DiscountingIborFutureProductPricer.DEFAULT.priceSensitivity(trade.getProduct(), p)); /** * The measure for {@link ResolvedOvernightFutureTrade} using price discounting. */ public static final MarketQuoteMeasure OVERNIGHT_FUTURE_MQ = MarketQuoteMeasure.of( "OvernightFuturePriceDiscounting", ResolvedOvernightFutureTrade.class, (trade, p) -> DiscountingOvernightFutureProductPricer.DEFAULT.price(trade.getProduct(), p), (trade, p) -> DiscountingOvernightFutureProductPricer.DEFAULT.priceSensitivity(trade.getProduct(), p)); /** * The measure for {@link ResolvedSwapTrade} using par rate discounting. Apply only to swap with a fixed leg. */ public static final MarketQuoteMeasure SWAP_MQ = MarketQuoteMeasure.of( "SwapParRateDiscounting", ResolvedSwapTrade.class, (trade, p) -> DiscountingSwapProductPricer.DEFAULT.marketQuote(trade.getProduct(), p), (trade, p) -> DiscountingSwapProductPricer.DEFAULT.marketQuoteSensitivity( trade.getProduct(), p).build()); /** * The measure for {@link ResolvedIborFixingDepositTrade} using par rate discounting. */ public static final MarketQuoteMeasure IBOR_FIXING_DEPOSIT_MQ = MarketQuoteMeasure.of( "IborFixingDepositParRateDiscounting", ResolvedIborFixingDepositTrade.class, (trade, p) -> DiscountingIborFixingDepositProductPricer.DEFAULT.parRate(trade.getProduct(), p), (trade, p) -> DiscountingIborFixingDepositProductPricer.DEFAULT.parRateSensitivity( trade.getProduct(), p)); /** * The measure for {@link ResolvedTermDepositTrade} using par rate discounting. */ public static final MarketQuoteMeasure TERM_DEPOSIT_MQ = MarketQuoteMeasure.of( "TermDepositParRateDiscounting", ResolvedTermDepositTrade.class, (trade, p) -> DiscountingTermDepositProductPricer.DEFAULT.parRate(trade.getProduct(), p), (trade, p) -> DiscountingTermDepositProductPricer.DEFAULT.parRateSensitivity(trade.getProduct(), p)); //------------------------------------------------------------------------- /** * The name. */ private final String name; /** * The trade type. */ private final Class tradeType; /** * The value measure. */ private final ToDoubleBiFunction valueFn; /** * The sensitivity measure. */ private final BiFunction sensitivityFn; //------------------------------------------------------------------------- /** * Obtains a calibrator for a specific type of trade. *

* The functions typically refer to pricers. * * @param the trade type * @param name the name * @param tradeType the trade type * @param valueFn the function for calculating the value * @param sensitivityFn the function for calculating the sensitivity * @return the calibrator */ public static MarketQuoteMeasure of( String name, Class tradeType, ToDoubleBiFunction valueFn, BiFunction sensitivityFn) { return new MarketQuoteMeasure<>(name, tradeType, valueFn, sensitivityFn); } // restricted constructor private MarketQuoteMeasure( String name, Class tradeType, ToDoubleBiFunction valueFn, BiFunction sensitivityFn) { this.name = name; this.tradeType = tradeType; this.valueFn = ArgChecker.notNull(valueFn, "valueFn"); this.sensitivityFn = ArgChecker.notNull(sensitivityFn, "sensitivityFn"); } //------------------------------------------------------------------------- @Override public Class getTradeType() { return tradeType; } //------------------------------------------------------------------------- @Override public double value(T trade, RatesProvider provider) { return valueFn.applyAsDouble(trade, provider); } @Override public CurrencyParameterSensitivities sensitivities(T trade, RatesProvider provider) { PointSensitivities pts = sensitivityFn.apply(trade, provider); return provider.parameterSensitivity(pts); } //------------------------------------------------------------------------- @Override public String toString() { return name; } }





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