/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.isdastandardmodel;
import static com.opengamma.analytics.financial.credit.isdastandardmodel.ISDACompliantDateCurve.checkAndGetTimes;
import java.util.Map;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.threeten.bp.LocalDate;
import com.opengamma.financial.convention.daycount.DayCount;
import com.opengamma.financial.convention.daycount.DayCounts;
/**
* An ISDA compliant date yield curve.
*/
@BeanDefinition
public class ISDACompliantDateYieldCurve
extends ISDACompliantYieldCurve
implements ISDACompliantCurveWithDates {
/**
* The standard ACT/365 day count.
*/
private static final DayCount ACT_365 = DayCounts.ACT_365;
/**
* The base date.
*/
@PropertyDefinition(set = "private")
private LocalDate _baseDate;
/**
* The knot dates on the curve.
*/
@PropertyDefinition(get = "private", set = "private")
private LocalDate[] _dates;
/**
* The day count.
*/
@PropertyDefinition(get = "private", set = "private")
private DayCount _dayCount;
/**
* Constructor for Joda-Beans.
*/
protected ISDACompliantDateYieldCurve() {
super();
}
/**
* Builds a yield curve from a baseDate with a set of <b>continually compounded</b> zero rates at given knot dates.
* The times (year-fractions) between the baseDate and the knot dates is calculated using ACT/365.
*
* @param baseDate the base date for the curve (i.e. this is time zero), not null
* @param dates the knot dates on the curve. These must be ascending with the first date after the baseDate, not null
* @param rates the continually compounded zero rates at given knot dates, not null
*/
public ISDACompliantDateYieldCurve(final LocalDate baseDate, final LocalDate[] dates, final double[] rates) {
this(baseDate, dates, rates, ACT_365);
}
/**
* Builds a yield curve from a baseDate with a set of <b>continually compounded</b> zero rates at given knot dates.
* The times (year-fractions) between the baseDate and the knot dates is calculated using the specified day-count-convention.
*
* @param baseDate the base date for the curve (i.e. this is time zero), not null
* @param dates the knot dates on the curve. These must be ascending with the first date after the baseDate, not null
* @param rates the continually compounded zero rates at given knot dates, not null
* @param dayCount the day-count-convention, not null
*/
public ISDACompliantDateYieldCurve(final LocalDate baseDate, final LocalDate[] dates, final double[] rates, final DayCount dayCount) {
super(checkAndGetTimes(baseDate, dates, rates, dayCount), rates);
_baseDate = baseDate;
_dates = dates;
_dayCount = dayCount;
}
private ISDACompliantDateYieldCurve(final LocalDate baseDate, final LocalDate[] dates, final DayCount dayCount, final ISDACompliantYieldCurve baseCurve) {
super(baseCurve);
_baseDate = baseDate;
_dates = dates;
_dayCount = dayCount;
}
// /**
// * Converter from the old ISDADateCurve to ISDACompliantYieldCurve. Not this only works if offset = 0.0 and and baseDate is set.
// * @param yieldCurve a ISDADateCurve yieldCurve
// * @return A ISDACompliantYieldCurve
// */
// public static ISDACompliantDateYieldCurve fromISDADateCurve(final ISDADateCurve yieldCurve) {
//
// ArgumentChecker.isTrue(yieldCurve.getOffset() == 0, "offset not zero - cannot convert");
// final ZonedDateTime bDate = yieldCurve.getBaseDate();
// ArgumentChecker.notNull(bDate, "base date");
// final LocalDate baseDate = bDate.toLocalDate();
//
// final ZonedDateTime[] curveDates = yieldCurve.getCurveDates();
// final Double[] temp = yieldCurve.getCurve().getYData();
// final int n = temp.length;
// final double[] r = new double[n];
// for (int i = 0; i < n; i++) {
// r[i] = temp[i];
// }
//
// final LocalDate[] dates = ISDACompliantScheduleGenerator.toLocalDate(curveDates);
// return new ISDACompliantDateYieldCurve(baseDate, dates, r);
// }
//-------------------------------------------------------------------------
@Override
public LocalDate getCurveDate(final int index) {
return _dates[index];
}
@Override
public LocalDate[] getCurveDates() {
return _dates.clone();
}
@Override
public ISDACompliantDateYieldCurve withRate(final double rate, final int index) {
final ISDACompliantYieldCurve temp = super.withRate(rate, index);
return new ISDACompliantDateYieldCurve(_baseDate, _dates, _dayCount, temp);
}
@Override
public double getZeroRate(final LocalDate date) {
final double t = _dayCount.getDayCountFraction(_baseDate, date);
return getZeroRate(t);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ISDACompliantDateYieldCurve}.
* @return the meta-bean, not null
*/
public static ISDACompliantDateYieldCurve.Meta meta() {
return ISDACompliantDateYieldCurve.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ISDACompliantDateYieldCurve.Meta.INSTANCE);
}
@Override
public ISDACompliantDateYieldCurve.Meta metaBean() {
return ISDACompliantDateYieldCurve.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the base date.
* @return the value of the property
*/
public LocalDate getBaseDate() {
return _baseDate;
}
/**
* Sets the base date.
* @param baseDate the new value of the property
*/
private void setBaseDate(LocalDate baseDate) {
this._baseDate = baseDate;
}
/**
* Gets the the {@code baseDate} property.
* @return the property, not null
*/
public final Property<LocalDate> baseDate() {
return metaBean().baseDate().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the knot dates on the curve.
* @return the value of the property
*/
private LocalDate[] getDates() {
return _dates;
}
/**
* Sets the knot dates on the curve.
* @param dates the new value of the property
*/
private void setDates(LocalDate[] dates) {
this._dates = dates;
}
/**
* Gets the the {@code dates} property.
* @return the property, not null
*/
public final Property<LocalDate[]> dates() {
return metaBean().dates().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the day count.
* @return the value of the property
*/
private DayCount getDayCount() {
return _dayCount;
}
/**
* Sets the day count.
* @param dayCount the new value of the property
*/
private void setDayCount(DayCount dayCount) {
this._dayCount = dayCount;
}
/**
* Gets the the {@code dayCount} property.
* @return the property, not null
*/
public final Property<DayCount> dayCount() {
return metaBean().dayCount().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public ISDACompliantDateYieldCurve clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
ISDACompliantDateYieldCurve other = (ISDACompliantDateYieldCurve) obj;
return JodaBeanUtils.equal(getBaseDate(), other.getBaseDate()) &&
JodaBeanUtils.equal(getDates(), other.getDates()) &&
JodaBeanUtils.equal(getDayCount(), other.getDayCount()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getBaseDate());
hash = hash * 31 + JodaBeanUtils.hashCode(getDates());
hash = hash * 31 + JodaBeanUtils.hashCode(getDayCount());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("ISDACompliantDateYieldCurve{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
@Override
protected void toString(StringBuilder buf) {
super.toString(buf);
buf.append("baseDate").append('=').append(JodaBeanUtils.toString(getBaseDate())).append(',').append(' ');
buf.append("dates").append('=').append(JodaBeanUtils.toString(getDates())).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(getDayCount())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ISDACompliantDateYieldCurve}.
*/
public static class Meta extends ISDACompliantYieldCurve.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code baseDate} property.
*/
private final MetaProperty<LocalDate> _baseDate = DirectMetaProperty.ofReadWrite(
this, "baseDate", ISDACompliantDateYieldCurve.class, LocalDate.class);
/**
* The meta-property for the {@code dates} property.
*/
private final MetaProperty<LocalDate[]> _dates = DirectMetaProperty.ofReadWrite(
this, "dates", ISDACompliantDateYieldCurve.class, LocalDate[].class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty<DayCount> _dayCount = DirectMetaProperty.ofReadWrite(
this, "dayCount", ISDACompliantDateYieldCurve.class, DayCount.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"baseDate",
"dates",
"dayCount");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1721984481: // baseDate
return _baseDate;
case 95356549: // dates
return _dates;
case 1905311443: // dayCount
return _dayCount;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends ISDACompliantDateYieldCurve> builder() {
return new DirectBeanBuilder<ISDACompliantDateYieldCurve>(new ISDACompliantDateYieldCurve());
}
@Override
public Class<? extends ISDACompliantDateYieldCurve> beanType() {
return ISDACompliantDateYieldCurve.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code baseDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<LocalDate> baseDate() {
return _baseDate;
}
/**
* The meta-property for the {@code dates} property.
* @return the meta-property, not null
*/
public final MetaProperty<LocalDate[]> dates() {
return _dates;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public final MetaProperty<DayCount> dayCount() {
return _dayCount;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1721984481: // baseDate
return ((ISDACompliantDateYieldCurve) bean).getBaseDate();
case 95356549: // dates
return ((ISDACompliantDateYieldCurve) bean).getDates();
case 1905311443: // dayCount
return ((ISDACompliantDateYieldCurve) bean).getDayCount();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1721984481: // baseDate
((ISDACompliantDateYieldCurve) bean).setBaseDate((LocalDate) newValue);
return;
case 95356549: // dates
((ISDACompliantDateYieldCurve) bean).setDates((LocalDate[]) newValue);
return;
case 1905311443: // dayCount
((ISDACompliantDateYieldCurve) bean).setDayCount((DayCount) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}