/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.pnl;
import java.util.List;
import java.util.Map;
import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.financial.greeks.Underlying;
import com.opengamma.analytics.financial.sensitivity.Sensitivity;
import com.opengamma.timeseries.DoubleTimeSeries;
/**
*
*/
public class SensitivityAndReturnDataBundle {
private final Sensitivity<?> _sensitivity;
private final double _value;
private final Map<UnderlyingType, DoubleTimeSeries<?>> _underlyingReturnTS;
private final List<UnderlyingType> _underlyings;
public SensitivityAndReturnDataBundle(final Sensitivity<?> sensitivity, final double value, final Map<UnderlyingType, DoubleTimeSeries<?>> underlyingReturnTS) {
Validate.notNull(sensitivity, "sensitivity");
Validate.notNull(underlyingReturnTS, "underlying returns");
Validate.notEmpty(underlyingReturnTS, "underlying returns");
Validate.noNullElements(underlyingReturnTS.keySet(), "underlying return key set");
Validate.noNullElements(underlyingReturnTS.values(), "underlying return values");
_underlyings = sensitivity.getUnderlyingTypes();
Validate.isTrue(_underlyings.size() == underlyingReturnTS.size());
Validate.isTrue(_underlyings.containsAll(underlyingReturnTS.keySet()));
_sensitivity = sensitivity;
_value = value;
_underlyingReturnTS = underlyingReturnTS;
}
public Sensitivity<?> getSensitivity() {
return _sensitivity;
}
public double getValue() {
return _value;
}
public Map<UnderlyingType, DoubleTimeSeries<?>> getUnderlyingReturnTS() {
return _underlyingReturnTS;
}
public List<UnderlyingType> getUnderlyingTypes() {
return _underlyings;
}
public Underlying getUnderlying() {
return _sensitivity.getUnderlying();
}
public DoubleTimeSeries<?> getReturnTimeSeriesForUnderlying(final UnderlyingType type) {
Validate.notNull(type, "underlying");
final DoubleTimeSeries<?> result = _underlyingReturnTS.get(type);
Validate.notNull(result, "underlying return time series for " + type);
return result;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + ((_sensitivity == null) ? 0 : _sensitivity.hashCode());
result = prime * result + ((_underlyingReturnTS == null) ? 0 : _underlyingReturnTS.hashCode());
long temp;
temp = Double.doubleToLongBits(_value);
result = prime * result + (int) (temp ^ (temp >>> 32));
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 SensitivityAndReturnDataBundle other = (SensitivityAndReturnDataBundle) obj;
return ObjectUtils.equals(_sensitivity, other._sensitivity) && ObjectUtils.equals(_underlyingReturnTS, other._underlyingReturnTS) && ObjectUtils.equals(_value, other._value);
}
}