/**
* Copyright (C) 2011 - 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.interestrate.definition.G2ppPiecewiseConstantParameters;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.DoublesPair;
/**
* Class describing a provider with discounting, forward and G2++ parameters.
*/
public class G2ppProvider implements G2ppProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurveProvider;
/**
* The G2++ one factor model parameters.
*/
private final G2ppPiecewiseConstantParameters _parameters;
/**
* The currency for which the G2++ parameters are valid (G2++ on the discounting curve).
*/
private final Currency _ccyG2pp;
/**
* Constructor from exiting multicurveProvider and G2++ parameters. The given provider and parameters are used for the new provider (the same maps are used, not copied).
* @param multicurves The multi-curves provider, not null
* @param parameters The G2++ parameters, not null
* @param ccyG2pp The currency for which the G2++ arameters are valid (G2++ on the discounting curve), not null
*/
public G2ppProvider(final MulticurveProviderInterface multicurves, final G2ppPiecewiseConstantParameters parameters, final Currency ccyG2pp) {
ArgumentChecker.notNull(multicurves, "multicurves");
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(ccyG2pp, "ccyG2pp");
_multicurveProvider = multicurves;
_parameters = parameters;
_ccyG2pp = ccyG2pp;
}
@Override
public G2ppProvider copy() {
final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy();
return new G2ppProvider(multicurveProvider, _parameters, _ccyG2pp);
}
@Override
public G2ppPiecewiseConstantParameters getG2ppParameters() {
return _parameters;
}
@Override
public Currency getG2ppCurrency() {
return _ccyG2pp;
}
@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 + _ccyG2pp.hashCode();
result = prime * result + _multicurveProvider.hashCode();
result = prime * result + _parameters.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof G2ppProvider)) {
return false;
}
final G2ppProvider other = (G2ppProvider) obj;
if (!ObjectUtils.equals(_ccyG2pp, other._ccyG2pp)) {
return false;
}
if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}