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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.swaption;
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;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator;
import com.opengamma.strata.product.swap.type.FixedFloatSwapConvention;
/**
* Definition of standard inputs to SABR swaption calibration.
*/
@BeanDefinition(builderScope = "private")
public final class SabrSwaptionDefinition
implements ImmutableBean, Serializable {
/**
* The name of the volatilities.
*/
@PropertyDefinition(validate = "notNull")
private final SwaptionVolatilitiesName name;
/**
* The swap convention that the volatilities are to be used for.
*/
@PropertyDefinition(validate = "notNull")
private final FixedFloatSwapConvention convention;
/**
* The day count to use.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The interpolator for the alpha, rho and nu surfaces.
*/
@PropertyDefinition(validate = "notNull")
private final SurfaceInterpolator interpolator;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the name, convention, day count and tenors.
*
* @param name the name of the volatilities
* @param convention the swap convention that the volatilities are to be used for
* @param dayCount the day count to use
* @param interpolator the interpolator for the alpha, rho and nu surfaces
* @return the volatilities
*/
public static SabrSwaptionDefinition of(
SwaptionVolatilitiesName name,
FixedFloatSwapConvention convention,
DayCount dayCount,
SurfaceInterpolator interpolator) {
return new SabrSwaptionDefinition(name, convention, dayCount, interpolator);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code SabrSwaptionDefinition}.
* @return the meta-bean, not null
*/
public static SabrSwaptionDefinition.Meta meta() {
return SabrSwaptionDefinition.Meta.INSTANCE;
}
static {
MetaBean.register(SabrSwaptionDefinition.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private SabrSwaptionDefinition(
SwaptionVolatilitiesName name,
FixedFloatSwapConvention convention,
DayCount dayCount,
SurfaceInterpolator interpolator) {
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(convention, "convention");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(interpolator, "interpolator");
this.name = name;
this.convention = convention;
this.dayCount = dayCount;
this.interpolator = interpolator;
}
@Override
public SabrSwaptionDefinition.Meta metaBean() {
return SabrSwaptionDefinition.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the volatilities.
* @return the value of the property, not null
*/
public SwaptionVolatilitiesName getName() {
return name;
}
//-----------------------------------------------------------------------
/**
* Gets the swap convention that the volatilities are to be used for.
* @return the value of the property, not null
*/
public FixedFloatSwapConvention getConvention() {
return convention;
}
//-----------------------------------------------------------------------
/**
* Gets the day count to use.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the interpolator for the alpha, rho and nu surfaces.
* @return the value of the property, not null
*/
public SurfaceInterpolator getInterpolator() {
return interpolator;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SabrSwaptionDefinition other = (SabrSwaptionDefinition) obj;
return JodaBeanUtils.equal(name, other.name) &&
JodaBeanUtils.equal(convention, other.convention) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(interpolator, other.interpolator);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(name);
hash = hash * 31 + JodaBeanUtils.hashCode(convention);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(interpolator);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("SabrSwaptionDefinition{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("interpolator").append('=').append(JodaBeanUtils.toString(interpolator));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SabrSwaptionDefinition}.
*/
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 name} property.
*/
private final MetaProperty name = DirectMetaProperty.ofImmutable(
this, "name", SabrSwaptionDefinition.class, SwaptionVolatilitiesName.class);
/**
* The meta-property for the {@code convention} property.
*/
private final MetaProperty convention = DirectMetaProperty.ofImmutable(
this, "convention", SabrSwaptionDefinition.class, FixedFloatSwapConvention.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", SabrSwaptionDefinition.class, DayCount.class);
/**
* The meta-property for the {@code interpolator} property.
*/
private final MetaProperty interpolator = DirectMetaProperty.ofImmutable(
this, "interpolator", SabrSwaptionDefinition.class, SurfaceInterpolator.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"name",
"convention",
"dayCount",
"interpolator");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 2039569265: // convention
return convention;
case 1905311443: // dayCount
return dayCount;
case 2096253127: // interpolator
return interpolator;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new SabrSwaptionDefinition.Builder();
}
@Override
public Class beanType() {
return SabrSwaptionDefinition.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public MetaProperty name() {
return name;
}
/**
* The meta-property for the {@code convention} property.
* @return the meta-property, not null
*/
public MetaProperty convention() {
return convention;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty dayCount() {
return dayCount;
}
/**
* The meta-property for the {@code interpolator} property.
* @return the meta-property, not null
*/
public MetaProperty interpolator() {
return interpolator;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
return ((SabrSwaptionDefinition) bean).getName();
case 2039569265: // convention
return ((SabrSwaptionDefinition) bean).getConvention();
case 1905311443: // dayCount
return ((SabrSwaptionDefinition) bean).getDayCount();
case 2096253127: // interpolator
return ((SabrSwaptionDefinition) bean).getInterpolator();
}
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 SabrSwaptionDefinition}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private SwaptionVolatilitiesName name;
private FixedFloatSwapConvention convention;
private DayCount dayCount;
private SurfaceInterpolator interpolator;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 2039569265: // convention
return convention;
case 1905311443: // dayCount
return dayCount;
case 2096253127: // interpolator
return interpolator;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3373707: // name
this.name = (SwaptionVolatilitiesName) newValue;
break;
case 2039569265: // convention
this.convention = (FixedFloatSwapConvention) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 2096253127: // interpolator
this.interpolator = (SurfaceInterpolator) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public SabrSwaptionDefinition build() {
return new SabrSwaptionDefinition(
name,
convention,
dayCount,
interpolator);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("SabrSwaptionDefinition.Builder{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("interpolator").append('=').append(JodaBeanUtils.toString(interpolator));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}
