/**
* 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.BlackFlatCapFloorParameters;
import com.opengamma.analytics.financial.model.option.parameters.BlackSmileCapInflationZeroCouponParameters;
import com.opengamma.analytics.financial.model.option.parameters.InflationConvexityAdjustmentParameters;
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;
/**
*
*/
public class BlackSmileCapInflationZeroCouponWithConvexityProvider implements BlackSmileCapInflationZeroCouponWithConvexityProviderInterface {
/**
* The inflation provider.
*/
private final InflationProviderInterface _inflation;
/**
* The Black parameters.
*/
private final BlackSmileCapInflationZeroCouponParameters _parameters;
/**
* The inflation convexity adjustment parameters.
*/
private final InflationConvexityAdjustmentParameters _inflationConvexityAdjustmentsParameters;
/**
* The Black volatility surface used in cap/floor ibor modeling.
*/
private final BlackFlatCapFloorParameters _blackSmileIborCapParameters;
/**
* Constructor.
* @param inflation The inflation provider, not null
* @param parameters The Black parameters, not null
* @param inflationConvexityAdjustmentsParameters The inflation convexity adjustment parameters, not null
* @param blackSmileIborCapParameters The Black volatility cap/floor (ibor) parameters, not null
*/
public BlackSmileCapInflationZeroCouponWithConvexityProvider(final InflationProviderInterface inflation, final BlackSmileCapInflationZeroCouponParameters parameters,
final InflationConvexityAdjustmentParameters inflationConvexityAdjustmentsParameters, final BlackFlatCapFloorParameters blackSmileIborCapParameters) {
ArgumentChecker.notNull(inflation, "inflation");
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(inflationConvexityAdjustmentsParameters, "inflationConvexityAdjustmentsParameters");
ArgumentChecker.notNull(blackSmileIborCapParameters, "blackSmileIborCapParameters");
_inflation = inflation;
_parameters = parameters;
_inflationConvexityAdjustmentsParameters = inflationConvexityAdjustmentsParameters;
_blackSmileIborCapParameters = blackSmileIborCapParameters;
}
@Override
public MulticurveProviderInterface getMulticurveProvider() {
return _inflation.getMulticurveProvider();
}
@Override
public InflationProviderInterface getInflationProvider() {
return _inflation;
}
@Override
public BlackSmileCapInflationZeroCouponWithConvexityProvider copy() {
final InflationProviderInterface inflation = _inflation.copy();
return new BlackSmileCapInflationZeroCouponWithConvexityProvider(inflation, _parameters, _inflationConvexityAdjustmentsParameters, _blackSmileIborCapParameters);
}
@Override
public BlackSmileCapInflationZeroCouponParameters getBlackParameters() {
return _parameters;
}
@Override
public InflationConvexityAdjustmentParameters getInflationConvexityAdjustmentParameters() {
return _inflationConvexityAdjustmentsParameters;
}
@Override
public BlackFlatCapFloorParameters getBlackSmileIborCapParameters() {
return _blackSmileIborCapParameters;
}
@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 + _blackSmileIborCapParameters.hashCode();
result = prime * result + _inflation.hashCode();
result = prime * result + _inflationConvexityAdjustmentsParameters.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 BlackSmileCapInflationZeroCouponWithConvexityProvider)) {
return false;
}
final BlackSmileCapInflationZeroCouponWithConvexityProvider other = (BlackSmileCapInflationZeroCouponWithConvexityProvider) obj;
if (!ObjectUtils.equals(_inflation, other._inflation)) {
return false;
}
if (!ObjectUtils.equals(_blackSmileIborCapParameters, other._blackSmileIborCapParameters)) {
return false;
}
if (!ObjectUtils.equals(_inflationConvexityAdjustmentsParameters, other._inflationConvexityAdjustmentsParameters)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}