/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.parameters;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.core.marketdatasnapshot.NamedSnapshot;
import com.opengamma.financial.convention.businessday.BusinessDayConvention;
import com.opengamma.id.ExternalId;
import com.opengamma.id.UniqueId;
import com.opengamma.util.money.Currency;
/**
* Snapshot that contains parameters for the Hull-White one factor model.
*/
@BeanDefinition
public class HullWhiteOneFactorParametersSnapshot implements NamedSnapshot, ImmutableBean {
/**
* The unique id of the snapshot. Null if no id has
* been generated.
*/
@PropertyDefinition(overrideGet = true)
private final UniqueId _uniqueId;
/**
* The name of the snapshot.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final String _name;
/**
* The currency the parameters are defined for.
*/
@PropertyDefinition(validate = "notNull")
private final Currency _currency;
/**
* The mean reversion speed.
*/
@PropertyDefinition
private final double _meanReversion;
/**
* The business day convention to use when interpreting the tenors
* in the volatility table.
*/
@PropertyDefinition(validate = "notNull")
private final BusinessDayConvention _businessDayConvention;
/**
* Whether to use the end of month rule when interpreting the tenors
* in the volatility table.
*/
@PropertyDefinition
private final boolean _endOfMonth;
/**
* The region to be used when interpreting the tenors in the
* volatility table.
*/
@PropertyDefinition(validate = "notNull")
private final ExternalId _region;
/**
* Term structure of volatilities to be used.
*/
@PropertyDefinition(validate = "notNull")
private final HullWhiteOneFactorVolatilityTable _volatilityTable;
@Override
public NamedSnapshot withUniqueId(UniqueId uniqueId) {
return toBuilder().uniqueId(uniqueId).build();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code HullWhiteOneFactorParametersSnapshot}.
* @return the meta-bean, not null
*/
public static HullWhiteOneFactorParametersSnapshot.Meta meta() {
return HullWhiteOneFactorParametersSnapshot.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(HullWhiteOneFactorParametersSnapshot.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static HullWhiteOneFactorParametersSnapshot.Builder builder() {
return new HullWhiteOneFactorParametersSnapshot.Builder();
}
/**
* Restricted constructor.
* @param builder the builder to copy from, not null
*/
protected HullWhiteOneFactorParametersSnapshot(HullWhiteOneFactorParametersSnapshot.Builder builder) {
JodaBeanUtils.notNull(builder._name, "name");
JodaBeanUtils.notNull(builder._currency, "currency");
JodaBeanUtils.notNull(builder._businessDayConvention, "businessDayConvention");
JodaBeanUtils.notNull(builder._region, "region");
JodaBeanUtils.notNull(builder._volatilityTable, "volatilityTable");
this._uniqueId = builder._uniqueId;
this._name = builder._name;
this._currency = builder._currency;
this._meanReversion = builder._meanReversion;
this._businessDayConvention = builder._businessDayConvention;
this._endOfMonth = builder._endOfMonth;
this._region = builder._region;
this._volatilityTable = builder._volatilityTable;
}
@Override
public HullWhiteOneFactorParametersSnapshot.Meta metaBean() {
return HullWhiteOneFactorParametersSnapshot.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the unique id of the snapshot. Null if no id has
* been generated.
* @return the value of the property
*/
@Override
public UniqueId getUniqueId() {
return _uniqueId;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the snapshot.
* @return the value of the property, not null
*/
@Override
public String getName() {
return _name;
}
//-----------------------------------------------------------------------
/**
* Gets the currency the parameters are defined for.
* @return the value of the property, not null
*/
public Currency getCurrency() {
return _currency;
}
//-----------------------------------------------------------------------
/**
* Gets the mean reversion speed.
* @return the value of the property
*/
public double getMeanReversion() {
return _meanReversion;
}
//-----------------------------------------------------------------------
/**
* Gets the business day convention to use when interpreting the tenors
* in the volatility table.
* @return the value of the property, not null
*/
public BusinessDayConvention getBusinessDayConvention() {
return _businessDayConvention;
}
//-----------------------------------------------------------------------
/**
* Gets whether to use the end of month rule when interpreting the tenors
* in the volatility table.
* @return the value of the property
*/
public boolean isEndOfMonth() {
return _endOfMonth;
}
//-----------------------------------------------------------------------
/**
* Gets the region to be used when interpreting the tenors in the
* volatility table.
* @return the value of the property, not null
*/
public ExternalId getRegion() {
return _region;
}
//-----------------------------------------------------------------------
/**
* Gets term structure of volatilities to be used.
* @return the value of the property, not null
*/
public HullWhiteOneFactorVolatilityTable getVolatilityTable() {
return _volatilityTable;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
HullWhiteOneFactorParametersSnapshot other = (HullWhiteOneFactorParametersSnapshot) obj;
return JodaBeanUtils.equal(getUniqueId(), other.getUniqueId()) &&
JodaBeanUtils.equal(getName(), other.getName()) &&
JodaBeanUtils.equal(getCurrency(), other.getCurrency()) &&
JodaBeanUtils.equal(getMeanReversion(), other.getMeanReversion()) &&
JodaBeanUtils.equal(getBusinessDayConvention(), other.getBusinessDayConvention()) &&
(isEndOfMonth() == other.isEndOfMonth()) &&
JodaBeanUtils.equal(getRegion(), other.getRegion()) &&
JodaBeanUtils.equal(getVolatilityTable(), other.getVolatilityTable());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getUniqueId());
hash = hash * 31 + JodaBeanUtils.hashCode(getName());
hash = hash * 31 + JodaBeanUtils.hashCode(getCurrency());
hash = hash * 31 + JodaBeanUtils.hashCode(getMeanReversion());
hash = hash * 31 + JodaBeanUtils.hashCode(getBusinessDayConvention());
hash = hash * 31 + JodaBeanUtils.hashCode(isEndOfMonth());
hash = hash * 31 + JodaBeanUtils.hashCode(getRegion());
hash = hash * 31 + JodaBeanUtils.hashCode(getVolatilityTable());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("HullWhiteOneFactorParametersSnapshot{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("uniqueId").append('=').append(JodaBeanUtils.toString(getUniqueId())).append(',').append(' ');
buf.append("name").append('=').append(JodaBeanUtils.toString(getName())).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(getCurrency())).append(',').append(' ');
buf.append("meanReversion").append('=').append(JodaBeanUtils.toString(getMeanReversion())).append(',').append(' ');
buf.append("businessDayConvention").append('=').append(JodaBeanUtils.toString(getBusinessDayConvention())).append(',').append(' ');
buf.append("endOfMonth").append('=').append(JodaBeanUtils.toString(isEndOfMonth())).append(',').append(' ');
buf.append("region").append('=').append(JodaBeanUtils.toString(getRegion())).append(',').append(' ');
buf.append("volatilityTable").append('=').append(JodaBeanUtils.toString(getVolatilityTable())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code HullWhiteOneFactorParametersSnapshot}.
*/
public static class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code uniqueId} property.
*/
private final MetaProperty<UniqueId> _uniqueId = DirectMetaProperty.ofImmutable(
this, "uniqueId", HullWhiteOneFactorParametersSnapshot.class, UniqueId.class);
/**
* The meta-property for the {@code name} property.
*/
private final MetaProperty<String> _name = DirectMetaProperty.ofImmutable(
this, "name", HullWhiteOneFactorParametersSnapshot.class, String.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> _currency = DirectMetaProperty.ofImmutable(
this, "currency", HullWhiteOneFactorParametersSnapshot.class, Currency.class);
/**
* The meta-property for the {@code meanReversion} property.
*/
private final MetaProperty<Double> _meanReversion = DirectMetaProperty.ofImmutable(
this, "meanReversion", HullWhiteOneFactorParametersSnapshot.class, Double.TYPE);
/**
* The meta-property for the {@code businessDayConvention} property.
*/
private final MetaProperty<BusinessDayConvention> _businessDayConvention = DirectMetaProperty.ofImmutable(
this, "businessDayConvention", HullWhiteOneFactorParametersSnapshot.class, BusinessDayConvention.class);
/**
* The meta-property for the {@code endOfMonth} property.
*/
private final MetaProperty<Boolean> _endOfMonth = DirectMetaProperty.ofImmutable(
this, "endOfMonth", HullWhiteOneFactorParametersSnapshot.class, Boolean.TYPE);
/**
* The meta-property for the {@code region} property.
*/
private final MetaProperty<ExternalId> _region = DirectMetaProperty.ofImmutable(
this, "region", HullWhiteOneFactorParametersSnapshot.class, ExternalId.class);
/**
* The meta-property for the {@code volatilityTable} property.
*/
private final MetaProperty<HullWhiteOneFactorVolatilityTable> _volatilityTable = DirectMetaProperty.ofImmutable(
this, "volatilityTable", HullWhiteOneFactorParametersSnapshot.class, HullWhiteOneFactorVolatilityTable.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"uniqueId",
"name",
"currency",
"meanReversion",
"businessDayConvention",
"endOfMonth",
"region",
"volatilityTable");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -294460212: // uniqueId
return _uniqueId;
case 3373707: // name
return _name;
case 575402001: // currency
return _currency;
case -2016560896: // meanReversion
return _meanReversion;
case -1002835891: // businessDayConvention
return _businessDayConvention;
case -1344100978: // endOfMonth
return _endOfMonth;
case -934795532: // region
return _region;
case -2122778967: // volatilityTable
return _volatilityTable;
}
return super.metaPropertyGet(propertyName);
}
@Override
public HullWhiteOneFactorParametersSnapshot.Builder builder() {
return new HullWhiteOneFactorParametersSnapshot.Builder();
}
@Override
public Class<? extends HullWhiteOneFactorParametersSnapshot> beanType() {
return HullWhiteOneFactorParametersSnapshot.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code uniqueId} property.
* @return the meta-property, not null
*/
public final MetaProperty<UniqueId> uniqueId() {
return _uniqueId;
}
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> name() {
return _name;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public final MetaProperty<Currency> currency() {
return _currency;
}
/**
* The meta-property for the {@code meanReversion} property.
* @return the meta-property, not null
*/
public final MetaProperty<Double> meanReversion() {
return _meanReversion;
}
/**
* The meta-property for the {@code businessDayConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<BusinessDayConvention> businessDayConvention() {
return _businessDayConvention;
}
/**
* The meta-property for the {@code endOfMonth} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> endOfMonth() {
return _endOfMonth;
}
/**
* The meta-property for the {@code region} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> region() {
return _region;
}
/**
* The meta-property for the {@code volatilityTable} property.
* @return the meta-property, not null
*/
public final MetaProperty<HullWhiteOneFactorVolatilityTable> volatilityTable() {
return _volatilityTable;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -294460212: // uniqueId
return ((HullWhiteOneFactorParametersSnapshot) bean).getUniqueId();
case 3373707: // name
return ((HullWhiteOneFactorParametersSnapshot) bean).getName();
case 575402001: // currency
return ((HullWhiteOneFactorParametersSnapshot) bean).getCurrency();
case -2016560896: // meanReversion
return ((HullWhiteOneFactorParametersSnapshot) bean).getMeanReversion();
case -1002835891: // businessDayConvention
return ((HullWhiteOneFactorParametersSnapshot) bean).getBusinessDayConvention();
case -1344100978: // endOfMonth
return ((HullWhiteOneFactorParametersSnapshot) bean).isEndOfMonth();
case -934795532: // region
return ((HullWhiteOneFactorParametersSnapshot) bean).getRegion();
case -2122778967: // volatilityTable
return ((HullWhiteOneFactorParametersSnapshot) bean).getVolatilityTable();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code HullWhiteOneFactorParametersSnapshot}.
*/
public static class Builder extends DirectFieldsBeanBuilder<HullWhiteOneFactorParametersSnapshot> {
private UniqueId _uniqueId;
private String _name;
private Currency _currency;
private double _meanReversion;
private BusinessDayConvention _businessDayConvention;
private boolean _endOfMonth;
private ExternalId _region;
private HullWhiteOneFactorVolatilityTable _volatilityTable;
/**
* Restricted constructor.
*/
protected Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
protected Builder(HullWhiteOneFactorParametersSnapshot beanToCopy) {
this._uniqueId = beanToCopy.getUniqueId();
this._name = beanToCopy.getName();
this._currency = beanToCopy.getCurrency();
this._meanReversion = beanToCopy.getMeanReversion();
this._businessDayConvention = beanToCopy.getBusinessDayConvention();
this._endOfMonth = beanToCopy.isEndOfMonth();
this._region = beanToCopy.getRegion();
this._volatilityTable = beanToCopy.getVolatilityTable();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -294460212: // uniqueId
return _uniqueId;
case 3373707: // name
return _name;
case 575402001: // currency
return _currency;
case -2016560896: // meanReversion
return _meanReversion;
case -1002835891: // businessDayConvention
return _businessDayConvention;
case -1344100978: // endOfMonth
return _endOfMonth;
case -934795532: // region
return _region;
case -2122778967: // volatilityTable
return _volatilityTable;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -294460212: // uniqueId
this._uniqueId = (UniqueId) newValue;
break;
case 3373707: // name
this._name = (String) newValue;
break;
case 575402001: // currency
this._currency = (Currency) newValue;
break;
case -2016560896: // meanReversion
this._meanReversion = (Double) newValue;
break;
case -1002835891: // businessDayConvention
this._businessDayConvention = (BusinessDayConvention) newValue;
break;
case -1344100978: // endOfMonth
this._endOfMonth = (Boolean) newValue;
break;
case -934795532: // region
this._region = (ExternalId) newValue;
break;
case -2122778967: // volatilityTable
this._volatilityTable = (HullWhiteOneFactorVolatilityTable) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty<?> property, Object value) {
super.set(property, value);
return this;
}
@Override
public Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public HullWhiteOneFactorParametersSnapshot build() {
return new HullWhiteOneFactorParametersSnapshot(this);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code uniqueId} property in the builder.
* @param uniqueId the new value
* @return this, for chaining, not null
*/
public Builder uniqueId(UniqueId uniqueId) {
this._uniqueId = uniqueId;
return this;
}
/**
* Sets the {@code name} property in the builder.
* @param name the new value, not null
* @return this, for chaining, not null
*/
public Builder name(String name) {
JodaBeanUtils.notNull(name, "name");
this._name = name;
return this;
}
/**
* Sets the {@code currency} property in the builder.
* @param currency the new value, not null
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this._currency = currency;
return this;
}
/**
* Sets the {@code meanReversion} property in the builder.
* @param meanReversion the new value
* @return this, for chaining, not null
*/
public Builder meanReversion(double meanReversion) {
this._meanReversion = meanReversion;
return this;
}
/**
* Sets the {@code businessDayConvention} property in the builder.
* @param businessDayConvention the new value, not null
* @return this, for chaining, not null
*/
public Builder businessDayConvention(BusinessDayConvention businessDayConvention) {
JodaBeanUtils.notNull(businessDayConvention, "businessDayConvention");
this._businessDayConvention = businessDayConvention;
return this;
}
/**
* Sets the {@code endOfMonth} property in the builder.
* @param endOfMonth the new value
* @return this, for chaining, not null
*/
public Builder endOfMonth(boolean endOfMonth) {
this._endOfMonth = endOfMonth;
return this;
}
/**
* Sets the {@code region} property in the builder.
* @param region the new value, not null
* @return this, for chaining, not null
*/
public Builder region(ExternalId region) {
JodaBeanUtils.notNull(region, "region");
this._region = region;
return this;
}
/**
* Sets the {@code volatilityTable} property in the builder.
* @param volatilityTable the new value, not null
* @return this, for chaining, not null
*/
public Builder volatilityTable(HullWhiteOneFactorVolatilityTable volatilityTable) {
JodaBeanUtils.notNull(volatilityTable, "volatilityTable");
this._volatilityTable = volatilityTable;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("HullWhiteOneFactorParametersSnapshot.Builder{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("uniqueId").append('=').append(JodaBeanUtils.toString(_uniqueId)).append(',').append(' ');
buf.append("name").append('=').append(JodaBeanUtils.toString(_name)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(_currency)).append(',').append(' ');
buf.append("meanReversion").append('=').append(JodaBeanUtils.toString(_meanReversion)).append(',').append(' ');
buf.append("businessDayConvention").append('=').append(JodaBeanUtils.toString(_businessDayConvention)).append(',').append(' ');
buf.append("endOfMonth").append('=').append(JodaBeanUtils.toString(_endOfMonth)).append(',').append(' ');
buf.append("region").append('=').append(JodaBeanUtils.toString(_region)).append(',').append(' ');
buf.append("volatilityTable").append('=').append(JodaBeanUtils.toString(_volatilityTable)).append(',').append(' ');
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}