/** * 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; } }