/**
* 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.instrument.index.IborIndex;
import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.tuple.DoublesPair;
/**
* Implementation for STIR futures SABR parameters provider for one underlying when multi-curves are described by a MulticurveProviderDiscount.
*/
public class SABRSTIRFuturesProvider implements SABRSTIRFuturesProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurveProvider;
/**
* The SABR parameters.
*/
private final SABRInterestRateParameters _parameters;
/**
* The underlying swaps generators.
*/
private final IborIndex _index;
/**
* @param multicurveProvider The multicurve provider, not null
* @param parameters The SABR parameters, not null
* @param index The underlying index, not null
*/
public SABRSTIRFuturesProvider(final MulticurveProviderInterface multicurveProvider, final SABRInterestRateParameters parameters, final IborIndex index) {
ArgumentChecker.notNull(multicurveProvider, "multicurveProvider");
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(index, "index");
_multicurveProvider = multicurveProvider;
_parameters = parameters;
_index = index;
}
@Override
public SABRSTIRFuturesProvider copy() {
final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy();
return new SABRSTIRFuturesProvider(multicurveProvider, _parameters, _index);
}
@Override
public SABRInterestRateParameters getSABRParameters() {
return _parameters;
}
@Override
public IborIndex getSABRIndex() {
return _index;
}
@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 + _index.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 SABRSTIRFuturesProvider)) {
return false;
}
final SABRSTIRFuturesProvider other = (SABRSTIRFuturesProvider) obj;
if (!ObjectUtils.equals(_index, other._index)) {
return false;
}
if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
return true;
}
}