/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.model.option.definition; import org.threeten.bp.ZonedDateTime; import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve; import com.opengamma.analytics.financial.model.volatility.surface.VolatilitySurface; /** * */ public class ConstantElasticityOfVarianceModelDataBundle extends StandardOptionDataBundle { private final double _elasticity; public ConstantElasticityOfVarianceModelDataBundle(final YieldAndDiscountCurve discountCurve, final double b, final VolatilitySurface volatilitySurface, final double spot, final ZonedDateTime date, final double elasticity) { super(discountCurve, b, volatilitySurface, spot, date); _elasticity = elasticity; } public ConstantElasticityOfVarianceModelDataBundle(final StandardOptionDataBundle data, final double elasticity) { super(data); _elasticity = elasticity; } public double getElasticity() { return _elasticity; } @Override public ConstantElasticityOfVarianceModelDataBundle withInterestRateCurve(final YieldAndDiscountCurve curve) { return new ConstantElasticityOfVarianceModelDataBundle(curve, getCostOfCarry(), getVolatilitySurface(), getSpot(), getDate(), getElasticity()); } @Override public ConstantElasticityOfVarianceModelDataBundle withCostOfCarry(final double costOfCarry) { return new ConstantElasticityOfVarianceModelDataBundle(getInterestRateCurve(), costOfCarry, getVolatilitySurface(), getSpot(), getDate(), getElasticity()); } @Override public ConstantElasticityOfVarianceModelDataBundle withVolatilitySurface(final VolatilitySurface surface) { return new ConstantElasticityOfVarianceModelDataBundle(getInterestRateCurve(), getCostOfCarry(), surface, getSpot(), getDate(), getElasticity()); } @Override public ConstantElasticityOfVarianceModelDataBundle withDate(final ZonedDateTime date) { return new ConstantElasticityOfVarianceModelDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), getSpot(), date, getElasticity()); } @Override public ConstantElasticityOfVarianceModelDataBundle withSpot(final double spot) { return new ConstantElasticityOfVarianceModelDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), spot, getDate(), getElasticity()); } public ConstantElasticityOfVarianceModelDataBundle withElasticity(final double elasticity) { return new ConstantElasticityOfVarianceModelDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), getSpot(), getDate(), elasticity); } @Override public int hashCode() { final int prime = 31; int result = super.hashCode(); long temp; temp = Double.doubleToLongBits(_elasticity); result = prime * result + (int) (temp ^ (temp >>> 32)); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (!super.equals(obj)) { return false; } if (getClass() != obj.getClass()) { return false; } final ConstantElasticityOfVarianceModelDataBundle other = (ConstantElasticityOfVarianceModelDataBundle) obj; if (Double.doubleToLongBits(_elasticity) != Double.doubleToLongBits(other._elasticity)) { return false; } return true; } }