/** * 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.financial.model.option.parameters.BlackFlatSwaptionParameters; import com.opengamma.analytics.financial.provider.description.interestrate.BlackSwaptionFlatProviderDiscount; /** * Class describing the data required to price swaptions with Black (curves and volatility). * @deprecated Use {@link BlackSwaptionFlatProviderDiscount} */ @Deprecated public class YieldCurveWithBlackSwaptionBundle extends YieldCurveBundle { /** * The Black volatility surface. Not null. */ private final BlackFlatSwaptionParameters _parameters; /** * Constructor from Black volatility surface and curve bundle. * @param parameters The Black volatility surface. * @param curves Curve bundle. */ public YieldCurveWithBlackSwaptionBundle(final BlackFlatSwaptionParameters 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 YieldCurveWithBlackSwaptionBundle copy() { return new YieldCurveWithBlackSwaptionBundle(_parameters, this); } /** * Gets the Black volatility surface. * @return The surface. */ public BlackFlatSwaptionParameters getBlackParameters() { return _parameters; } @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 YieldCurveWithBlackSwaptionBundle other = (YieldCurveWithBlackSwaptionBundle) obj; if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }