/**
* 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.LiborMarketModelDisplacedDiffusionParameters;
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;
/**
* Interface for LMM parameters in one currency and multi-curves provider.
*/
public class LiborMarketModelDisplacedDiffusionProvider implements LiborMarketModelDisplacedDiffusionProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurveProvider;
/**
* The LMM model parameters.
*/
private final LiborMarketModelDisplacedDiffusionParameters _parameters;
/**
* The currency for which the LMM parameters are valid (LMM on the discounting curve).
*/
private final Currency _ccy;
/**
* Constructor from exiting multicurveProvider and LMM 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 LMM parameters, not null
* @param ccy The currency for which the LMM parameters are valid (LMM on the discounting curve), not null
*/
public LiborMarketModelDisplacedDiffusionProvider(final MulticurveProviderInterface multicurves, final LiborMarketModelDisplacedDiffusionParameters parameters,
final Currency ccy) {
ArgumentChecker.notNull(multicurves, "multicurves");
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(ccy, "ccy");
_multicurveProvider = multicurves;
_parameters = parameters;
_ccy = ccy;
}
/**
* Create a new copy of the provider.
* @return The bundle.
*/
@Override
public LiborMarketModelDisplacedDiffusionProvider copy() {
final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy();
return new LiborMarketModelDisplacedDiffusionProvider(multicurveProvider, getLMMParameters(), getLMMCurrency());
}
/**
* Returns the LMM parameters.
* @return The parameters.
*/
@Override
public LiborMarketModelDisplacedDiffusionParameters getLMMParameters() {
return _parameters;
}
/**
* Returns the currency for which the LMM parameters are valid (LMM on the discounting curve).
* @return The currency.
*/
@Override
public Currency getLMMCurrency() {
return _ccy;
}
/**
* Returns the MulticurveProvider from which the HullWhiteOneFactorProvider is composed.
* @return The multi-curves provider.
*/
@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 + _ccy.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 LiborMarketModelDisplacedDiffusionProvider)) {
return false;
}
final LiborMarketModelDisplacedDiffusionProvider other = (LiborMarketModelDisplacedDiffusionProvider) obj;
if (!ObjectUtils.equals(_ccy, other._ccy)) {
return false;
}
if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}