/** * 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; } }