/** * 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.provider.sensitivity.multicurve.ForwardSensitivity; import com.opengamma.analytics.math.curve.DoublesCurve; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; import com.opengamma.util.tuple.DoublesPair; import com.opengamma.util.tuple.Pair; /** * Interface for a curve provider for FX instruments where the market data is quoted * as forward points. */ public class MulticurveForwardPointsProvider implements MulticurveForwardPointsProviderInterface { /** * The multicurve provider. */ private final MulticurveProviderInterface _multicurveProvider; /** * The forward points curve. */ private final DoublesCurve _forwardPoints; /** * The currency pair for which the points are valid. */ private final Pair<Currency, Currency> _ccyPair; /** * Constructor. * @param multicurves The multi-curve provider, not null * @param forwardPoints The forward points curve, not null * @param ccyPair The currency pair for which the points are valid, not null */ public MulticurveForwardPointsProvider(final MulticurveProviderInterface multicurves, final DoublesCurve forwardPoints, final Pair<Currency, Currency> ccyPair) { ArgumentChecker.notNull(multicurves, "multicurves"); ArgumentChecker.notNull(forwardPoints, "forwardPoints"); ArgumentChecker.notNull(ccyPair, "ccyPair"); _multicurveProvider = multicurves; _forwardPoints = forwardPoints; _ccyPair = ccyPair; } /** * Create a new copy of the provider. * @return The bundle. */ @Override public MulticurveForwardPointsProvider copy() { final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy(); return new MulticurveForwardPointsProvider(multicurveProvider, _forwardPoints, _ccyPair); } /** * Returns the forward points curve. * @return The curve. */ @Override public DoublesCurve getForwardPointsCurve() { return _forwardPoints; } /** * Returns the currency pair for which the points are valid. * @return the ccyPair */ @Override public Pair<Currency, Currency> getCurrencyPair() { return _ccyPair; } /** * 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 + _ccyPair.hashCode(); result = prime * result + _forwardPoints.hashCode(); result = prime * result + _multicurveProvider.hashCode(); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (!(obj instanceof MulticurveForwardPointsProvider)) { return false; } final MulticurveForwardPointsProvider other = (MulticurveForwardPointsProvider) obj; if (!ObjectUtils.equals(_ccyPair, other._ccyPair)) { return false; } if (!ObjectUtils.equals(_forwardPoints, other._forwardPoints)) { return false; } if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) { return false; } return true; } }