/** * 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.BlackSmileCapInflationZeroCouponParameters; 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; /** * Class describing a provider with inflation (which contain multicurve) and Black inflation zero-coupon cap/floor parameters. */ public class BlackSmileCapInflationZeroCouponProvider implements BlackSmileCapInflationZeroCouponProviderInterface { /** * The inflation provider. */ private final InflationProviderInterface _inflation; /** * The Black parameters. */ private final BlackSmileCapInflationZeroCouponParameters _parameters; /** * Constructor. * @param inflation The inflation provider, not null * @param parameters The Black parameters, not null */ public BlackSmileCapInflationZeroCouponProvider(final InflationProviderInterface inflation, final BlackSmileCapInflationZeroCouponParameters 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 BlackSmileCapInflationZeroCouponProviderInterface copy() { final InflationProviderInterface inflation = _inflation.copy(); return new BlackSmileCapInflationZeroCouponProvider(inflation, _parameters); } @Override public BlackSmileCapInflationZeroCouponParameters getBlackParameters() { return _parameters; } @Override public double[] parameterInflationSensitivity(final String name, final List<DoublesPair> pointSensitivity) { return _inflation.parameterInflationSensitivity(name, pointSensitivity); } @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 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 instanceof BlackSmileCapInflationZeroCouponProvider)) { return false; } final BlackSmileCapInflationZeroCouponProvider other = (BlackSmileCapInflationZeroCouponProvider) obj; if (!ObjectUtils.equals(_inflation, other._inflation)) { return false; } if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }