/**
* Copyright (C) 2012 - 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.BlackFlatSwaptionParameters;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.tuple.DoublesPair;
/**
* Class containing curve and volatility data sufficient to price swaptions using the Black method.
* The forward rates are computed using discount factors.
*/
public class BlackSwaptionFlatProvider implements BlackSwaptionFlatProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multiCurveProvider;
/**
* The Black volatility surface for swaption.
*/
private final BlackFlatSwaptionParameters _blackParameters;
/**
* Constructor.
* @param multicurves The multi-curves provider, not null
* @param blackParameters The Black parameters, not null
*/
public BlackSwaptionFlatProvider(final MulticurveProviderInterface multicurves, final BlackFlatSwaptionParameters blackParameters) {
ArgumentChecker.notNull(multicurves, "multicurves");
ArgumentChecker.notNull(blackParameters, "blackParameters");
_multiCurveProvider = multicurves;
_blackParameters = blackParameters;
}
@Override
public BlackSwaptionFlatProviderInterface copy() {
final MulticurveProviderInterface curves = _multiCurveProvider.copy();
final BlackFlatSwaptionParameters black = _blackParameters; //TODO copy these parameters
return new BlackSwaptionFlatProvider(curves, black);
}
@Override
public BlackFlatSwaptionParameters getBlackParameters() {
return _blackParameters;
}
@Override
public MulticurveProviderInterface getMulticurveProvider() {
return _multiCurveProvider;
}
@Override
public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) {
return _multiCurveProvider.parameterSensitivity(name, pointSensitivity);
}
@Override
public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) {
return _multiCurveProvider.parameterForwardSensitivity(name, pointSensitivity);
}
@Override
public Set<String> getAllCurveNames() {
return _multiCurveProvider.getAllCurveNames();
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _blackParameters.hashCode();
result = prime * result + _multiCurveProvider.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof BlackSwaptionFlatProvider)) {
return false;
}
final BlackSwaptionFlatProvider other = (BlackSwaptionFlatProvider) obj;
if (!ObjectUtils.equals(_blackParameters, other._blackParameters)) {
return false;
}
if (!ObjectUtils.equals(_multiCurveProvider, other._multiCurveProvider)) {
return false;
}
return true;
}
}