/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.integration.marketdata.manipulator.dsl;
import java.util.ArrayList;
import java.util.List;
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.ImmutableConstructor;
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.google.common.collect.ImmutableList;
import com.opengamma.analytics.ShiftType;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldCurveUtils;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.marketdata.manipulator.function.StructureManipulator;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.util.ArgumentChecker;
import java.util.Arrays;
/**
* A manipulator which applies a list of point shifts.
*/
@BeanDefinition
public final class YieldCurvePointShiftManipulator implements ImmutableBean, StructureManipulator<YieldCurve> {
/**
* Shift type
*/
@PropertyDefinition(validate = "notNull")
private final ScenarioShiftType _shiftType;
/**
* The list of point shifts to apply
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableList<YieldCurvePointShift> _pointShifts;
@ImmutableConstructor
/* package */ YieldCurvePointShiftManipulator(ScenarioShiftType shiftType, List<YieldCurvePointShift> pointShifts) {
_shiftType = ArgumentChecker.notNull(shiftType, "shiftType");
_pointShifts = ImmutableList.copyOf(ArgumentChecker.notNull(pointShifts, "pointShifts"));
}
@Override
public YieldCurve execute(YieldCurve curve, ValueSpecification valueSpec, FunctionExecutionContext executionContext) {
final List<Double> points = new ArrayList<>();
final List<Double> shifts = new ArrayList<>();
ShiftType shiftType = _shiftType.toAnalyticsType();
Double[] xData = curve.getCurve().getXData();
for (YieldCurvePointShift shift : _pointShifts) {
int index = shift.getPointIndex();
if (index >= xData.length) {
throw new IllegalArgumentException("Shift index " + index + " is out of bounds, curve has " + xData.length + " points");
}
points.add(xData[index]);
if (shiftType == ShiftType.RELATIVE) {
// add shifts to 1. i.e. 10.pc actually means 'value * 1.1' and -10.pc means 'value * 0.9'
shifts.add(shift.getShift() + 1);
} else {
shifts.add(shift.getShift());
}
}
return YieldCurveUtils.withPointShifts(curve, points, shifts, shiftType);
}
@Override
public Class<YieldCurve> getExpectedType() {
return YieldCurve.class;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code YieldCurvePointShiftManipulator}.
* @return the meta-bean, not null
*/
public static YieldCurvePointShiftManipulator.Meta meta() {
return YieldCurvePointShiftManipulator.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(YieldCurvePointShiftManipulator.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static YieldCurvePointShiftManipulator.Builder builder() {
return new YieldCurvePointShiftManipulator.Builder();
}
@Override
public YieldCurvePointShiftManipulator.Meta metaBean() {
return YieldCurvePointShiftManipulator.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 shift type
* @return the value of the property, not null
*/
public ScenarioShiftType getShiftType() {
return _shiftType;
}
//-----------------------------------------------------------------------
/**
* Gets the list of point shifts to apply
* @return the value of the property, not null
*/
public ImmutableList<YieldCurvePointShift> getPointShifts() {
return _pointShifts;
}
//-----------------------------------------------------------------------
/**
* 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()) {
YieldCurvePointShiftManipulator other = (YieldCurvePointShiftManipulator) obj;
return JodaBeanUtils.equal(getShiftType(), other.getShiftType()) &&
JodaBeanUtils.equal(getPointShifts(), other.getPointShifts());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getShiftType());
hash = hash * 31 + JodaBeanUtils.hashCode(getPointShifts());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("YieldCurvePointShiftManipulator{");
buf.append("shiftType").append('=').append(getShiftType()).append(',').append(' ');
buf.append("pointShifts").append('=').append(JodaBeanUtils.toString(getPointShifts()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code YieldCurvePointShiftManipulator}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code shiftType} property.
*/
private final MetaProperty<ScenarioShiftType> _shiftType = DirectMetaProperty.ofImmutable(
this, "shiftType", YieldCurvePointShiftManipulator.class, ScenarioShiftType.class);
/**
* The meta-property for the {@code pointShifts} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<ImmutableList<YieldCurvePointShift>> _pointShifts = DirectMetaProperty.ofImmutable(
this, "pointShifts", YieldCurvePointShiftManipulator.class, (Class) ImmutableList.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"shiftType",
"pointShifts");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case 244906465: // pointShifts
return _pointShifts;
}
return super.metaPropertyGet(propertyName);
}
@Override
public YieldCurvePointShiftManipulator.Builder builder() {
return new YieldCurvePointShiftManipulator.Builder();
}
@Override
public Class<? extends YieldCurvePointShiftManipulator> beanType() {
return YieldCurvePointShiftManipulator.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code shiftType} property.
* @return the meta-property, not null
*/
public MetaProperty<ScenarioShiftType> shiftType() {
return _shiftType;
}
/**
* The meta-property for the {@code pointShifts} property.
* @return the meta-property, not null
*/
public MetaProperty<ImmutableList<YieldCurvePointShift>> pointShifts() {
return _pointShifts;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return ((YieldCurvePointShiftManipulator) bean).getShiftType();
case 244906465: // pointShifts
return ((YieldCurvePointShiftManipulator) bean).getPointShifts();
}
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 YieldCurvePointShiftManipulator}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<YieldCurvePointShiftManipulator> {
private ScenarioShiftType _shiftType;
private List<YieldCurvePointShift> _pointShifts = new ArrayList<YieldCurvePointShift>();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(YieldCurvePointShiftManipulator beanToCopy) {
this._shiftType = beanToCopy.getShiftType();
this._pointShifts = new ArrayList<YieldCurvePointShift>(beanToCopy.getPointShifts());
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case 244906465: // pointShifts
return _pointShifts;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
this._shiftType = (ScenarioShiftType) newValue;
break;
case 244906465: // pointShifts
this._pointShifts = (List<YieldCurvePointShift>) 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 YieldCurvePointShiftManipulator build() {
return new YieldCurvePointShiftManipulator(
_shiftType,
_pointShifts);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code shiftType} property in the builder.
* @param shiftType the new value, not null
* @return this, for chaining, not null
*/
public Builder shiftType(ScenarioShiftType shiftType) {
JodaBeanUtils.notNull(shiftType, "shiftType");
this._shiftType = shiftType;
return this;
}
/**
* Sets the {@code pointShifts} property in the builder.
* @param pointShifts the new value, not null
* @return this, for chaining, not null
*/
public Builder pointShifts(List<YieldCurvePointShift> pointShifts) {
JodaBeanUtils.notNull(pointShifts, "pointShifts");
this._pointShifts = pointShifts;
return this;
}
/**
* Sets the {@code pointShifts} property in the builder
* from an array of objects.
* @param pointShifts the new value, not null
* @return this, for chaining, not null
*/
public Builder pointShifts(YieldCurvePointShift... pointShifts) {
return pointShifts(Arrays.asList(pointShifts));
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("YieldCurvePointShiftManipulator.Builder{");
buf.append("shiftType").append('=').append(JodaBeanUtils.toString(_shiftType)).append(',').append(' ');
buf.append("pointShifts").append('=').append(JodaBeanUtils.toString(_pointShifts));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}