GeneratorSwapIborIborMaster.java

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.instrument.index;

import java.util.HashMap;
import java.util.Map;

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.financial.convention.calendar.CalendarNoHoliday;

/**
 * A list of swap generators that can be used in the tests.
 */
public final class GeneratorSwapIborIborMaster {

  /**
   * Reference for a EUR EURIBOR 3M float vs EURIBOR 6M float swap.
   */
  public static final String EUREURIBOR3MEURIBOR6M = "EUREURIBOR3MEURIBOR6M";

  /**
   * Reference for a AUD BBSW 3M float vs BBSW 6M float swap.
   */
  public static final String AUDBBSW3MBBSW6M = "AUDBBSW3MBBSW6M";
  
  /**
   * Reference for a JPY LIBOR 3M float vs LIBOR 6M float swap.
   */
  public static final String JPYLIBOR3MLIBOR6M = "JPYLIBOR3MLIBOR6M";

  /**
   * The method unique instance.
   */
  private static final GeneratorSwapIborIborMaster INSTANCE = new GeneratorSwapIborIborMaster();

  /**
   * Return the unique instance of the class.
   * @return The instance.
   */
  public static GeneratorSwapIborIborMaster getInstance() {
    return INSTANCE;
  }

  /**
   * The map with the list of names and the swap generators.
   */
  private final Map<String, GeneratorSwapIborIbor> _generatorSwap;

  /**
   * The list of Ibor indexes for test purposes.
   */
  private final IndexIborMaster _iborIndexMaster;

  /**
   * Private constructor.
   */
  private GeneratorSwapIborIborMaster() {
    _iborIndexMaster = IndexIborMaster.getInstance();
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    _generatorSwap = new HashMap<>();
    _generatorSwap.put(AUDBBSW3MBBSW6M,
                       new GeneratorSwapIborIbor(AUDBBSW3MBBSW6M,
                                                 _iborIndexMaster.getIndex(IndexIborMaster.AUDBB3M),
                                                 _iborIndexMaster.getIndex(IndexIborMaster.AUDBB6M),
                                                 baseCalendar,
                                                 baseCalendar));
    _generatorSwap.put(EUREURIBOR3MEURIBOR6M,
                       new GeneratorSwapIborIbor(EUREURIBOR3MEURIBOR6M,
                                                 _iborIndexMaster.getIndex(IndexIborMaster.EURIBOR3M),
                                                 _iborIndexMaster.getIndex(IndexIborMaster.EURIBOR6M),
                                                 baseCalendar,
                                                 baseCalendar));
    _generatorSwap.put(JPYLIBOR3MLIBOR6M,
        new GeneratorSwapIborIbor(JPYLIBOR3MLIBOR6M,
            _iborIndexMaster.getIndex(IndexIborMaster.JPYLIBOR3M),
            _iborIndexMaster.getIndex(IndexIborMaster.JPYLIBOR6M),
            baseCalendar, baseCalendar));
  }

  public GeneratorSwapIborIbor getGenerator(final String name, final Calendar cal) {
    final GeneratorSwapIborIbor generatorNoCalendar = _generatorSwap.get(name);
    if (generatorNoCalendar == null) {
      throw new OpenGammaRuntimeException("Could not get Ibor index for " + name);
    }
    return new GeneratorSwapIborIbor(generatorNoCalendar.getName(), 
        _iborIndexMaster.getIndex(generatorNoCalendar.getIborIndex1().getName()), 
        _iborIndexMaster.getIndex(generatorNoCalendar.getIborIndex2().getName()), cal, cal);
  }

}