/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.interestrate.curve;
import java.util.ArrayList;
import java.util.List;
import java.util.Set;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.util.ArgumentChecker;
/**
* PriceIndexCurve created by adding a fixed curve to a price index curve.
* No parameter is associated to the fixed curve.
* The fixed curve can be used for additive seasonal adjustment.
*/
public class PriceIndexCurveAddFixedCurve implements PriceIndexCurve {
/** The curve name. */
private final String _name;
/**
* The main underlying curve.
*/
private final PriceIndexCurve _curve;
/**
* The fixed seasonal curve.
*/
private final SeasonalCurve _seasonalCurve;
/**
* Constructor from an array of curves.
* The new price index curve will be the sum of the underlying curve and the seasonal curve.
* @param name The curve name.
* @param curve The main curve.
* @param seasonalCurve The fixed curve (as a spread).
*/
public PriceIndexCurveAddFixedCurve(final String name, final PriceIndexCurve curve, final SeasonalCurve seasonalCurve) {
ArgumentChecker.notNull(curve, "Curve");
ArgumentChecker.notNull(seasonalCurve, "Curve fixed");
_name = name;
_curve = curve;
_seasonalCurve = seasonalCurve;
}
@Override
public double getPriceIndex(final Double timeToIndex) {
return _curve.getPriceIndex(timeToIndex) + _seasonalCurve.getFunction().evaluate(timeToIndex);
}
@Override
public double getInflationRate(final Double firstTime, final Double secondTime) {
ArgumentChecker.isTrue(firstTime < secondTime, "firstTime should be before secondTime");
return this.getPriceIndex(secondTime) / this.getPriceIndex(firstTime) - 1.0;
}
@Override
public double[] getPriceIndexParameterSensitivity(final double time) {
return _curve.getPriceIndexParameterSensitivity(time);
}
@Override
public int getNumberOfParameters() {
return _curve.getNumberOfParameters();
}
@Override
public List<String> getUnderlyingCurvesNames() {
return new ArrayList<>();
}
@Override
public String getName() {
return _name;
}
@Override
public int getNumberOfIntrinsicParameters(Set<String> curvesNames) {
return _curve.getNumberOfIntrinsicParameters(curvesNames);
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _curve.hashCode();
result = prime * result + _seasonalCurve.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 PriceIndexCurveAddFixedCurve other = (PriceIndexCurveAddFixedCurve) obj;
if (!ObjectUtils.equals(_curve, other._curve)) {
return false;
}
if (!ObjectUtils.equals(_seasonalCurve, other._seasonalCurve)) {
return false;
}
return true;
}
}