/** * Copyright (C) 2012 - 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.math.surface.Surface; /** * Class describing the data required to price instruments by using a Black volatility cube and curves. * @deprecated The parent class is deprecated */ @Deprecated public class YieldCurveWithBlackCubeBundle extends YieldCurveBundle { /** * The Black volatility cube. Not null. */ private final Surface<Double, Double, Double> _parameters; /** * Constructor from Black volatility curve and curve bundle. * @param parameters The Black volatility cube. * @param curves Curve bundle. */ public YieldCurveWithBlackCubeBundle(final Surface<Double, Double, Double> parameters, final YieldCurveBundle curves) { super(curves); Validate.notNull(parameters, "Volatility surface"); _parameters = parameters; } @Override /** * Create a new copy of the bundle using a new map and the same curve and curve names. The same BlackSwaptionParameters is used. * @return The bundle. */ public YieldCurveWithBlackCubeBundle copy() { return new YieldCurveWithBlackCubeBundle(_parameters, this); } /** * Gets the Black volatility surface. * @return The surface. */ public Surface<Double, Double, Double> getBlackParameters() { return _parameters; } /** * Gets the Black volatility at a given expiry-strike-other point. The meaning of "other' with depend on the underlying. * @param expiry The time to expiration. * @param strike The strike. * @return The volatility. */ public double getVolatility(final double expiry, final double strike) { return _parameters.getZValue(expiry, strike); } @Override public int hashCode() { final int prime = 31; int result = super.hashCode(); result = prime * result + _parameters.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 YieldCurveWithBlackCubeBundle other = (YieldCurveWithBlackCubeBundle) obj; if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }