/**
* Copyright (C) 2011 - 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.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.provider.description.interestrate.SABRSTIRFuturesProviderDiscount;
import com.opengamma.analytics.financial.provider.description.interestrate.SABRSwaptionProviderDiscount;
/**
* Class describing the data required to price interest rate derivatives with SABR (curves and parameters).
* @deprecated Use {@link SABRSwaptionProviderDiscount} and {@link SABRSTIRFuturesProviderDiscount}
*/
@Deprecated
public class SABRInterestRateDataBundle extends YieldCurveBundle {
/**
* The surfaces of SABR parameters.
*/
private final SABRInterestRateParameters _sabrParameter;
/**
* Constructor from SABR parameters and curve bundle.
* @param sabrParameter SABR parameters.
* @param curves Curve bundle.
*/
public SABRInterestRateDataBundle(final SABRInterestRateParameters sabrParameter, final YieldCurveBundle curves) {
super(curves);
Validate.notNull(sabrParameter, "SABR parameters");
_sabrParameter = sabrParameter;
}
public SABRInterestRateDataBundle(final SABRInterestRateDataBundle data) {
super(data);
_sabrParameter = data.getSABRParameter();
}
@Override
/**
* Create a new copy of the bundle using a new map and the same curve and curve names. The same SABRInterestRateParameters is used.
* @return The bundle.
*/
public SABRInterestRateDataBundle copy() {
return new SABRInterestRateDataBundle(_sabrParameter, this);
}
/**
* Gets the parameters of the SABR grid.
* @return The SABR parameters.
*/
public SABRInterestRateParameters getSABRParameter() {
return _sabrParameter;
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _sabrParameter.hashCode();
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 SABRInterestRateDataBundle other = (SABRInterestRateDataBundle) obj;
return ObjectUtils.equals(_sabrParameter, other._sabrParameter);
}
}