com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata Maven / Gradle / Ivy
/*
* 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.ImmutablePreBuild;
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.collect.tuple.Pair;
import com.opengamma.strata.market.param.ParameterMetadata;
/**
* Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
*
* This typically represents a node of swaption volatility surface parameterized by expiry and tenor.
* Alternative applications include a representation of a node on model parameter surface, e.g., SABR model parameters.
*/
@BeanDefinition(builderScope = "private")
public final class SwaptionSurfaceExpiryTenorParameterMetadata
implements ParameterMetadata, ImmutableBean, Serializable {
/**
* The year fraction of the surface node.
*
* This is the time to expiry that the node on the surface is defined as.
* There is not necessarily a direct relationship with a date from an underlying instrument.
*/
@PropertyDefinition
private final double yearFraction;
/**
* The tenor of the surface node.
*
* This is the tenor of the underlying swap that the node on the surface is defined as.
*/
@PropertyDefinition
private final double tenor;
/**
* The label that describes the node.
*/
@PropertyDefinition(validate = "notEmpty", overrideGet = true)
private final String label;
//-------------------------------------------------------------------------
/**
* Creates node metadata using swap convention, year fraction and strike.
*
* @param yearFraction the year fraction
* @param tenor the tenor
* @return node metadata
*/
public static SwaptionSurfaceExpiryTenorParameterMetadata of(
double yearFraction,
double tenor) {
String label = Pair.of(yearFraction, tenor).toString();
return new SwaptionSurfaceExpiryTenorParameterMetadata(yearFraction, tenor, label);
}
/**
* Creates node using swap convention, year fraction, strike and label.
*
* @param yearFraction the year fraction
* @param tenor the tenor
* @param label the label to use
* @return the metadata
*/
public static SwaptionSurfaceExpiryTenorParameterMetadata of(
double yearFraction,
double tenor,
String label) {
return new SwaptionSurfaceExpiryTenorParameterMetadata(yearFraction, tenor, label);
}
@ImmutablePreBuild
private static void preBuild(Builder builder) {
if (builder.label == null) {
builder.label = Pair.of(builder.yearFraction, builder.tenor).toString();
}
}
@Override
public Pair getIdentifier() {
return Pair.of(yearFraction, tenor);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code SwaptionSurfaceExpiryTenorParameterMetadata}.
* @return the meta-bean, not null
*/
public static SwaptionSurfaceExpiryTenorParameterMetadata.Meta meta() {
return SwaptionSurfaceExpiryTenorParameterMetadata.Meta.INSTANCE;
}
static {
MetaBean.register(SwaptionSurfaceExpiryTenorParameterMetadata.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private SwaptionSurfaceExpiryTenorParameterMetadata(
double yearFraction,
double tenor,
String label) {
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.tenor = tenor;
this.label = label;
}
@Override
public SwaptionSurfaceExpiryTenorParameterMetadata.Meta metaBean() {
return SwaptionSurfaceExpiryTenorParameterMetadata.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the year fraction of the surface node.
*
* This is the time to expiry that the node on the surface is defined as.
* There is not necessarily a direct relationship with a date from an underlying instrument.
* @return the value of the property
*/
public double getYearFraction() {
return yearFraction;
}
//-----------------------------------------------------------------------
/**
* Gets the tenor of the surface node.
*
* This is the tenor of the underlying swap that the node on the surface is defined as.
* @return the value of the property
*/
public double getTenor() {
return tenor;
}
//-----------------------------------------------------------------------
/**
* Gets the label that describes the node.
* @return the value of the property, not empty
*/
@Override
public String getLabel() {
return label;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SwaptionSurfaceExpiryTenorParameterMetadata other = (SwaptionSurfaceExpiryTenorParameterMetadata) obj;
return JodaBeanUtils.equal(yearFraction, other.yearFraction) &&
JodaBeanUtils.equal(tenor, other.tenor) &&
JodaBeanUtils.equal(label, other.label);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(yearFraction);
hash = hash * 31 + JodaBeanUtils.hashCode(tenor);
hash = hash * 31 + JodaBeanUtils.hashCode(label);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SwaptionSurfaceExpiryTenorParameterMetadata{");
buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' ');
buf.append("tenor").append('=').append(JodaBeanUtils.toString(tenor)).append(',').append(' ');
buf.append("label").append('=').append(JodaBeanUtils.toString(label));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SwaptionSurfaceExpiryTenorParameterMetadata}.
*/
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 yearFraction} property.
*/
private final MetaProperty yearFraction = DirectMetaProperty.ofImmutable(
this, "yearFraction", SwaptionSurfaceExpiryTenorParameterMetadata.class, Double.TYPE);
/**
* The meta-property for the {@code tenor} property.
*/
private final MetaProperty tenor = DirectMetaProperty.ofImmutable(
this, "tenor", SwaptionSurfaceExpiryTenorParameterMetadata.class, Double.TYPE);
/**
* The meta-property for the {@code label} property.
*/
private final MetaProperty label = DirectMetaProperty.ofImmutable(
this, "label", SwaptionSurfaceExpiryTenorParameterMetadata.class, String.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"yearFraction",
"tenor",
"label");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1731780257: // yearFraction
return yearFraction;
case 110246592: // tenor
return tenor;
case 102727412: // label
return label;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new SwaptionSurfaceExpiryTenorParameterMetadata.Builder();
}
@Override
public Class beanType() {
return SwaptionSurfaceExpiryTenorParameterMetadata.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* 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 tenor} property.
* @return the meta-property, not null
*/
public MetaProperty tenor() {
return tenor;
}
/**
* The meta-property for the {@code label} property.
* @return the meta-property, not null
*/
public MetaProperty label() {
return label;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1731780257: // yearFraction
return ((SwaptionSurfaceExpiryTenorParameterMetadata) bean).getYearFraction();
case 110246592: // tenor
return ((SwaptionSurfaceExpiryTenorParameterMetadata) bean).getTenor();
case 102727412: // label
return ((SwaptionSurfaceExpiryTenorParameterMetadata) bean).getLabel();
}
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 SwaptionSurfaceExpiryTenorParameterMetadata}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private double yearFraction;
private double tenor;
private String label;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1731780257: // yearFraction
return yearFraction;
case 110246592: // tenor
return tenor;
case 102727412: // label
return label;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1731780257: // yearFraction
this.yearFraction = (Double) newValue;
break;
case 110246592: // tenor
this.tenor = (Double) newValue;
break;
case 102727412: // label
this.label = (String) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public SwaptionSurfaceExpiryTenorParameterMetadata build() {
preBuild(this);
return new SwaptionSurfaceExpiryTenorParameterMetadata(
yearFraction,
tenor,
label);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SwaptionSurfaceExpiryTenorParameterMetadata.Builder{");
buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' ');
buf.append("tenor").append('=').append(JodaBeanUtils.toString(tenor)).append(',').append(' ');
buf.append("label").append('=').append(JodaBeanUtils.toString(label));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}