/**
* 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.interestrate;
import java.util.List;
import java.util.Set;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.analytics.financial.model.option.parameters.BlackSmileShiftCapParameters;
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 discounting, forward and Black cap/floor parameters.
*/
public class BlackSmileShiftCapProvider implements BlackSmileShiftCapProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurves;
/**
* The Black parameters.
*/
private final BlackSmileShiftCapParameters _parameters;
/**
* Constructor.
* @param multicurves The multi-curves provider, not null
* @param parameters The Black parameters, not null
*/
public BlackSmileShiftCapProvider(final MulticurveProviderInterface multicurves, final BlackSmileShiftCapParameters parameters) {
ArgumentChecker.notNull(multicurves, "multicurvesProvider");
ArgumentChecker.notNull(parameters, "parameters");
_multicurves = multicurves;
_parameters = parameters;
}
@Override
public MulticurveProviderInterface getMulticurveProvider() {
return _multicurves;
}
@Override
public BlackSmileShiftCapProviderInterface copy() {
final MulticurveProviderInterface multicurves = _multicurves.copy();
return new BlackSmileShiftCapProvider(multicurves, _parameters);
}
@Override
public BlackSmileShiftCapParameters getBlackShiftParameters() {
return _parameters;
}
@Override
public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) {
return _multicurves.parameterSensitivity(name, pointSensitivity);
}
@Override
public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) {
return _multicurves.parameterForwardSensitivity(name, pointSensitivity);
}
@Override
public Set<String> getAllCurveNames() {
return _multicurves.getAllCurveNames();
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _multicurves.hashCode();
result = prime * result + _parameters.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof BlackSmileShiftCapProvider)) {
return false;
}
final BlackSmileShiftCapProvider other = (BlackSmileShiftCapProvider) obj;
if (!ObjectUtils.equals(_multicurves, other._multicurves)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}