/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.description.inflation; import java.util.List; import java.util.Set; import org.apache.commons.lang.ObjectUtils; import com.opengamma.analytics.financial.model.option.parameters.BlackSmileCapInflationYearOnYearParameters; import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderInterface; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.tuple.DoublesPair; /** * Implementation of a provider of Black smile for year on year inflation options. The volatility is time to expiration/strike/delay dependent. * The "delay" is the time between expiration of the option and last trading date of the underlying. */ public class BlackSmileCapInflationYearOnYearProvider implements BlackSmileCapInflationYearOnYearProviderInterface { /** * The inflation provider. */ private final InflationProviderInterface _inflation; /** * The Black parameters. */ private final BlackSmileCapInflationYearOnYearParameters _parameters; /** * Constructor. * @param inflation The inflation provider. * @param parameters The Black parameters. */ public BlackSmileCapInflationYearOnYearProvider(final InflationProviderInterface inflation, final BlackSmileCapInflationYearOnYearParameters parameters) { ArgumentChecker.notNull(inflation, "inflation"); ArgumentChecker.notNull(parameters, "parameters"); _inflation = inflation; _parameters = parameters; } @Override public MulticurveProviderInterface getMulticurveProvider() { return _inflation.getMulticurveProvider(); } @Override public InflationProviderInterface getInflationProvider() { return _inflation; } @Override public BlackSmileCapInflationYearOnYearProviderInterface copy() { final InflationProviderInterface inflation = _inflation.copy(); return new BlackSmileCapInflationYearOnYearProvider(inflation, _parameters); } @Override public BlackSmileCapInflationYearOnYearParameters getBlackParameters() { return _parameters; } @Override public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) { return _inflation.parameterSensitivity(name, pointSensitivity); } @Override public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) { return _inflation.parameterForwardSensitivity(name, pointSensitivity); } @Override public double[] parameterInflationSensitivity(final String name, final List<DoublesPair> pointSensitivity) { return _inflation.parameterInflationSensitivity(name, pointSensitivity); } @Override public Set<String> getAllCurveNames() { return _inflation.getAllCurveNames(); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _inflation.hashCode(); result = prime * result + _parameters.hashCode(); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (obj == null) { return false; } if (!(obj instanceof BlackSmileCapInflationYearOnYearProvider)) { return false; } final BlackSmileCapInflationYearOnYearProvider other = (BlackSmileCapInflationYearOnYearProvider) obj; if (!ObjectUtils.equals(_inflation, other._inflation)) { return false; } if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }