/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import java.util.HashMap;
import java.util.LinkedHashMap;
import java.util.Map;
import java.util.Set;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* A bundle of curves and forex exchange rates used for pricing. The curves are stored as a map <String, YieldAndDiscountCurve>.
* @deprecated Use {@link MulticurveProviderDiscount}
*/
@Deprecated
public class YieldCurveBundle {
/**
* The map used to store the curves.
*/
private final Map<String, YieldAndDiscountCurve> _curves;
/**
* A map linking each curve in the bundle to its currency.
*/
private final Map<String, Currency> _curveCurrency;
/**
* The matrix containing the exchange rates.
*/
private final FXMatrix _fxMatrix;
/**
* Constructor. An empty map is created for the curves and an empty FXMatrix.
*/
public YieldCurveBundle() {
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>();
_fxMatrix = new FXMatrix();
}
/**
* Constructor from existing currency map and existing fxMatrix.
* @param fxMatrix The FXMatrix.
* @param curveCurrency The map of currency names to currency
* @param curvesMap The map of curve names to curve
*/
public YieldCurveBundle(final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency, final Map<String, ? extends YieldAndDiscountCurve> curvesMap) {
ArgumentChecker.notNull(fxMatrix, "FX matrix");
ArgumentChecker.notNull(curveCurrency, "curve currency");
_curves = new LinkedHashMap<>();
if (curvesMap != null) {
ArgumentChecker.noNulls(curvesMap.keySet(), "curve map key set");
ArgumentChecker.noNulls(curvesMap.values(), "curve map entry set");
_curves.putAll(curvesMap);
}
_curveCurrency = new HashMap<>(curveCurrency);
_fxMatrix = new FXMatrix(fxMatrix);
}
/**
* Constructor from existing currency map and existing fxMatrix.
* @param fxMatrix The FXMatrix.
* @param curveCurrency The map of currency names to currency
*/
public YieldCurveBundle(final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency) {
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>(curveCurrency);
_fxMatrix = new FXMatrix(fxMatrix);
}
/**
* Constructor from an existing map. A new map is created.
* @param curvesMap The map.
*/
public YieldCurveBundle(final Map<String, ? extends YieldAndDiscountCurve> curvesMap) {
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>();
_fxMatrix = new FXMatrix();
if (curvesMap != null) {
ArgumentChecker.noNulls(curvesMap.keySet(), "curves map key set");
ArgumentChecker.noNulls(curvesMap.values(), "curves map values");
_curves.putAll(curvesMap);
}
}
/**
* Constructor from an array of names and curves. The two arrays should have the same length.
* The names and curves are linked in the order of the arrays.
* @param names The names.
* @param curves The curves.
*/
public YieldCurveBundle(final String[] names, final YieldAndDiscountCurve[] curves) {
ArgumentChecker.notNull(names, "names");
ArgumentChecker.notNull(curves, "curves");
ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length);
ArgumentChecker.noNulls(names, "names");
ArgumentChecker.noNulls(curves, "curves");
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>();
_fxMatrix = new FXMatrix();
final int n = names.length;
for (int i = 0; i < n; i++) {
_curves.put(names[i], curves[i]);
}
}
public YieldCurveBundle(final FXMatrix fxMatrix, final String[] names, final YieldAndDiscountCurve[] curves) {
ArgumentChecker.notNull(names, "names");
ArgumentChecker.notNull(curves, "curves");
ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length);
ArgumentChecker.noNulls(names, "names");
ArgumentChecker.noNulls(curves, "curves");
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>();
final int n = names.length;
for (int i = 0; i < n; i++) {
_curves.put(names[i], curves[i]);
}
_fxMatrix = fxMatrix;
}
/**
* Constructor from existing curve and currency maps and existing fxMatrix. A new map is created.
* @param curvesMap The map of curves.
* @param fxMatrix The FXMatrix.
* @param curveCurrency The map of currencies.
*/
public YieldCurveBundle(final Map<String, ? extends YieldAndDiscountCurve> curvesMap, final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency) {
ArgumentChecker.notNull(curvesMap, "curves map");
ArgumentChecker.notNull(fxMatrix, "FX matrix");
ArgumentChecker.notNull(curveCurrency, "curve currency");
_curves = new LinkedHashMap<>(curvesMap);
_curveCurrency = new HashMap<>(curveCurrency);
_fxMatrix = new FXMatrix(fxMatrix);
}
/**
* Constructor from an array of names and curves. The two arrays should have the same length.
* The names and curves are linked in the order of the arrays.
* @param names The names.
* @param curves The curves.
* @param currencies The currency associated to each curve.
*/
public YieldCurveBundle(final String[] names, final YieldAndDiscountCurve[] curves, final Currency[] currencies) {
ArgumentChecker.notNull(names, "names");
ArgumentChecker.notNull(curves, "curves");
ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length);
ArgumentChecker.isTrue(names.length == currencies.length, "Different number of names ({}) and currencies ({})", names.length, currencies.length);
ArgumentChecker.noNulls(names, "names");
ArgumentChecker.noNulls(curves, "curves");
_curves = new LinkedHashMap<>();
_curveCurrency = new HashMap<>();
_fxMatrix = new FXMatrix();
final int n = names.length;
for (int i = 0; i < n; i++) {
_curves.put(names[i], curves[i]);
_curveCurrency.put(names[i], currencies[i]);
}
}
/**
* Constructor from a bundle. A new map is created.
* @param bundle A bundle.
*/
public YieldCurveBundle(final YieldCurveBundle bundle) {
ArgumentChecker.notNull(bundle, "bundle");
_curves = new LinkedHashMap<>(bundle._curves);
_curveCurrency = new HashMap<>(bundle._curveCurrency);
_fxMatrix = new FXMatrix(bundle._fxMatrix);
}
/**
* Create a new copy of the bundle.
* @return The bundle.
*/
public YieldCurveBundle copy() {
final LinkedHashMap<String, YieldAndDiscountCurve> curves = new LinkedHashMap<>(_curves);
final Map<String, Currency> curveCurrency = new HashMap<>(_curveCurrency);
final FXMatrix fxMatrix = new FXMatrix(_fxMatrix);
return new YieldCurveBundle(fxMatrix, curveCurrency, curves);
}
/**
* Add a new curve to the bundle.
* @param name The curve name.
* @param curve The curve.
* @throws IllegalArgumentException if curve name already present
*/
public void setCurve(final String name, final YieldAndDiscountCurve curve) {
ArgumentChecker.notNull(name, "name");
ArgumentChecker.notNull(curve, "curve");
if (_curves.containsKey(name)) {
throw new IllegalArgumentException("Named yield curve already set: " + name);
}
_curves.put(name, curve);
}
/**
* Replace an existing curve with a new one.
* @param name The curve name.
* @param curve The curve.
* @throws IllegalArgumentException if curve name NOT already present
*/
public void replaceCurve(final String name, final YieldAndDiscountCurve curve) {
ArgumentChecker.notNull(name, "name");
ArgumentChecker.notNull(curve, "curve");
if (!_curves.containsKey(name)) {
throw new IllegalArgumentException("Named yield curve not in set" + name);
}
_curves.put(name, curve);
}
public void addAll(final YieldCurveBundle other) {
ArgumentChecker.notNull(other, "yield curve bundle");
_curves.putAll(other._curves);
}
public YieldAndDiscountCurve getCurve(final String name) {
if (_curves.containsKey(name)) {
return _curves.get(name);
}
throw new IllegalArgumentException("Named yield curve not found: " + name);
}
/**
* Returns the map with the curves.
* @return The map.
*/
public Map<String, YieldAndDiscountCurve> getCurvesMap() {
return _curves;
}
/**
* Returns the number of curves in the bundle.
* @return The number of curves.
*/
public int size() {
return _curves.size();
}
public Set<String> getAllNames() {
return _curves.keySet();
}
public Boolean containsName(final String curveName) {
return _curves.containsKey(curveName);
}
/**
* Gets map linking each curve in the bundle to its currency.
* @return The map.
*/
public Map<String, Currency> getCurrencyMap() {
return _curveCurrency;
}
/**
* Return the currency associated to a given curve.
* @param curveName The curve name.
* @return The currency.
*/
public Currency getCurveCurrency(final String curveName) {
final Currency ccy = _curveCurrency.get(curveName);
if (ccy == null) {
throw new IllegalArgumentException("Named yield curve not in map: " + curveName);
}
return ccy;
}
/**
* Gets the underlying FXMatrix containing the exchange rates.
* @return The matrix.
*/
public FXMatrix getFxRates() {
return _fxMatrix;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _curveCurrency.hashCode();
result = prime * result + _curves.hashCode();
result = prime * result + _fxMatrix.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final YieldCurveBundle other = (YieldCurveBundle) obj;
if (!ObjectUtils.equals(_curveCurrency, other._curveCurrency)) {
return false;
}
if (!ObjectUtils.equals(_curves, other._curves)) {
return false;
}
if (!ObjectUtils.equals(_fxMatrix, other._fxMatrix)) {
return false;
}
return true;
}
}