/**
* 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.interestrate.definition.HullWhiteOneFactorPiecewiseConstantParameters;
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, credit curves and Hull-White parameters on one issuer curve.
* The forward rate are computed as the ratio of discount factors stored in YieldAndDiscountCurve.
*/
public class HullWhiteIssuerProvider implements HullWhiteIssuerProviderInterface {
/**
* The issuer provider.
*/
private final IssuerProviderInterface _issuerProvider;
/**
* The Hull-White one factor model parameters.
*/
private final HullWhiteOneFactorPiecewiseConstantParameters _parameters;
/**
* Constructor from exiting multicurveProvider and Hull-White parameters. The given provider and parameters are used for the new provider (the same maps are used, not copied).
* @param issuer The issuer provider, not null
* @param parameters The Hull-White one factor parameters, not null
*/
public HullWhiteIssuerProvider(final IssuerProviderInterface issuer, final HullWhiteOneFactorPiecewiseConstantParameters parameters) {
ArgumentChecker.notNull(issuer, "issuer");
ArgumentChecker.notNull(parameters, "parameters");
_issuerProvider = issuer;
_parameters = parameters;
}
@Override
public MulticurveProviderInterface getMulticurveProvider() {
return _issuerProvider.getMulticurveProvider();
}
@Override
public IssuerProviderInterface getIssuerProvider() {
return _issuerProvider;
}
@Override
public HullWhiteIssuerProviderInterface copy() {
final IssuerProviderInterface issuer = _issuerProvider.copy();
return new HullWhiteIssuerProvider(issuer, getHullWhiteParameters());
}
@Override
public HullWhiteOneFactorPiecewiseConstantParameters getHullWhiteParameters() {
return _parameters;
}
@Override
public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) {
return _issuerProvider.parameterSensitivity(name, pointSensitivity);
}
@Override
public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) {
return _issuerProvider.parameterForwardSensitivity(name, pointSensitivity);
}
@Override
public Set<String> getAllCurveNames() {
return _issuerProvider.getAllCurveNames();
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _issuerProvider.hashCode();
result = prime * result + _parameters.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof HullWhiteIssuerProvider)) {
return false;
}
final HullWhiteIssuerProvider other = (HullWhiteIssuerProvider) obj;
if (!ObjectUtils.equals(_issuerProvider, other._issuerProvider)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}