/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame;
import java.io.Serializable;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import javax.annotation.Nullable;
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.google.common.collect.ImmutableMap;
import com.google.common.collect.ImmutableSet;
import com.opengamma.analytics.financial.provider.curve.CurveBuildingBlockBundle;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount;
import com.opengamma.util.ArgumentChecker;
/**
* Simple wrapper class holding the results of a multicurve calibration.
*/
@BeanDefinition
public final class MulticurveBundle implements ImmutableBean, Serializable {
/** The calibrated multicurves. */
@PropertyDefinition(validate = "notNull")
private final MulticurveProviderDiscount _multicurveProvider;
/** The curve building blocks used to calibrate the curves. */
@PropertyDefinition(validate = "notNull")
private final CurveBuildingBlockBundle _curveBuildingBlockBundle;
/**
* Curve node index maps keyed by curve name. This isn't guaranteed to contain an entry for every curve.
* The values are maps of curve node ID to curve node index.
*/
@PropertyDefinition(validate = "notNull")
private final Map<String, Map<CurveNodeId, Integer>> _curveNodeIndices;
/**
* @param multicurveProvider the calibrated multicurve
* @param curveBuildingBlockBundle data about the multicurve
*/
public MulticurveBundle(MulticurveProviderDiscount multicurveProvider,
CurveBuildingBlockBundle curveBuildingBlockBundle) {
this(multicurveProvider, ImmutableMap.<String, List<? extends CurveNodeId>>of(), curveBuildingBlockBundle);
}
/**
* Creates a new instance which includes the IDs of the nodes in the curves.
* <p>
* The first element in the list is the ID of the first node, the second element is the ID of the second node
* and so on. There can be fewer IDs in the list than nodes in the curve.
* <p>
* Node IDs are used by the scenario framework to select curve nodes when applying perturbations.
* If node IDs aren't provided for a curve it isn't possible to apply scenario perturbations that apply
* to individual points on the curve.
*
* @param multicurveProvider the multicurve
* @param curveNodeIds objects identifying the nodes in each curve, keyed by curve name. Nodes IDs are optional
* @param curveBuildingBlockBundle data about the multicurve
*/
public MulticurveBundle(MulticurveProviderDiscount multicurveProvider,
Map<String, List<? extends CurveNodeId>> curveNodeIds,
CurveBuildingBlockBundle curveBuildingBlockBundle) {
_multicurveProvider = ArgumentChecker.notNull(multicurveProvider, "multicurveProvider");
_curveBuildingBlockBundle = ArgumentChecker.notNull(curveBuildingBlockBundle, "curveBuildingBlockBundle");
ArgumentChecker.notNull(curveNodeIds, "curveNodeIds");
ImmutableMap.Builder<String, Map<CurveNodeId, Integer>> curvesBuilder = ImmutableMap.builder();
for (Map.Entry<String, List<? extends CurveNodeId>> entry : curveNodeIds.entrySet()) {
ImmutableMap.Builder<CurveNodeId, Integer> indexBuilder = ImmutableMap.builder();
List<? extends CurveNodeId> ids = entry.getValue();
ImmutableSet<? extends CurveNodeId> idSet = ImmutableSet.copyOf(ids);
String curveName = entry.getKey();
// If we silently convert to a set and there are duplicate IDs it could have unexpected results.
// The scenario perturbations could be applied to the wrong nodes.
if (ids.size() != idSet.size()) {
throw new IllegalArgumentException("Curve node IDs for curve " + curveName + " contains duplicates " + ids);
}
for (int i = 0; i < ids.size(); i++) {
indexBuilder.put(ids.get(i), i);
}
curvesBuilder.put(curveName, indexBuilder.build());
}
_curveNodeIndices = curvesBuilder.build();
}
// TODO Java 8 - use Optional
/**
* Returns the index of a node in a named curve or null if the curve name or node ID isn't known.
* <p>
* The node ID must correspond to one of the IDs in the {@code curveNodeIds} constructor arguments.
*
* @param curveName the name of a curve in the curve bundle
* @return the index of the curve node with the specified ID, null if there is no curve in the bundle
* with the specified name or there is no node in the named curve with the specified ID
*/
@Nullable
public Integer curveNodeIndex(String curveName, CurveNodeId nodeId) {
ArgumentChecker.notEmpty(curveName, "curveName");
ArgumentChecker.notNull(nodeId, "nodeId");
Map<CurveNodeId, Integer> indices = _curveNodeIndices.get(curveName);
if (indices == null) {
return null;
}
return indices.get(nodeId);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code MulticurveBundle}.
* @return the meta-bean, not null
*/
public static MulticurveBundle.Meta meta() {
return MulticurveBundle.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(MulticurveBundle.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static MulticurveBundle.Builder builder() {
return new MulticurveBundle.Builder();
}
private MulticurveBundle(
MulticurveProviderDiscount multicurveProvider,
CurveBuildingBlockBundle curveBuildingBlockBundle,
Map<String, Map<CurveNodeId, Integer>> curveNodeIndices) {
JodaBeanUtils.notNull(multicurveProvider, "multicurveProvider");
JodaBeanUtils.notNull(curveBuildingBlockBundle, "curveBuildingBlockBundle");
JodaBeanUtils.notNull(curveNodeIndices, "curveNodeIndices");
this._multicurveProvider = multicurveProvider;
this._curveBuildingBlockBundle = curveBuildingBlockBundle;
this._curveNodeIndices = ImmutableMap.copyOf(curveNodeIndices);
}
@Override
public MulticurveBundle.Meta metaBean() {
return MulticurveBundle.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 calibrated multicurves.
* @return the value of the property, not null
*/
public MulticurveProviderDiscount getMulticurveProvider() {
return _multicurveProvider;
}
//-----------------------------------------------------------------------
/**
* Gets the curve building blocks used to calibrate the curves.
* @return the value of the property, not null
*/
public CurveBuildingBlockBundle getCurveBuildingBlockBundle() {
return _curveBuildingBlockBundle;
}
//-----------------------------------------------------------------------
/**
* Gets curve node index maps keyed by curve name. This isn't guaranteed to contain an entry for every curve.
* The values are maps of curve node ID to curve node index.
* @return the value of the property, not null
*/
public Map<String, Map<CurveNodeId, Integer>> getCurveNodeIndices() {
return _curveNodeIndices;
}
//-----------------------------------------------------------------------
/**
* 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()) {
MulticurveBundle other = (MulticurveBundle) obj;
return JodaBeanUtils.equal(getMulticurveProvider(), other.getMulticurveProvider()) &&
JodaBeanUtils.equal(getCurveBuildingBlockBundle(), other.getCurveBuildingBlockBundle()) &&
JodaBeanUtils.equal(getCurveNodeIndices(), other.getCurveNodeIndices());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getMulticurveProvider());
hash = hash * 31 + JodaBeanUtils.hashCode(getCurveBuildingBlockBundle());
hash = hash * 31 + JodaBeanUtils.hashCode(getCurveNodeIndices());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("MulticurveBundle{");
buf.append("multicurveProvider").append('=').append(getMulticurveProvider()).append(',').append(' ');
buf.append("curveBuildingBlockBundle").append('=').append(getCurveBuildingBlockBundle()).append(',').append(' ');
buf.append("curveNodeIndices").append('=').append(JodaBeanUtils.toString(getCurveNodeIndices()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code MulticurveBundle}.
*/
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 multicurveProvider} property.
*/
private final MetaProperty<MulticurveProviderDiscount> _multicurveProvider = DirectMetaProperty.ofImmutable(
this, "multicurveProvider", MulticurveBundle.class, MulticurveProviderDiscount.class);
/**
* The meta-property for the {@code curveBuildingBlockBundle} property.
*/
private final MetaProperty<CurveBuildingBlockBundle> _curveBuildingBlockBundle = DirectMetaProperty.ofImmutable(
this, "curveBuildingBlockBundle", MulticurveBundle.class, CurveBuildingBlockBundle.class);
/**
* The meta-property for the {@code curveNodeIndices} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Map<String, Map<CurveNodeId, Integer>>> _curveNodeIndices = DirectMetaProperty.ofImmutable(
this, "curveNodeIndices", MulticurveBundle.class, (Class) Map.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"multicurveProvider",
"curveBuildingBlockBundle",
"curveNodeIndices");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 87636839: // multicurveProvider
return _multicurveProvider;
case 1604389548: // curveBuildingBlockBundle
return _curveBuildingBlockBundle;
case -501851434: // curveNodeIndices
return _curveNodeIndices;
}
return super.metaPropertyGet(propertyName);
}
@Override
public MulticurveBundle.Builder builder() {
return new MulticurveBundle.Builder();
}
@Override
public Class<? extends MulticurveBundle> beanType() {
return MulticurveBundle.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code multicurveProvider} property.
* @return the meta-property, not null
*/
public MetaProperty<MulticurveProviderDiscount> multicurveProvider() {
return _multicurveProvider;
}
/**
* The meta-property for the {@code curveBuildingBlockBundle} property.
* @return the meta-property, not null
*/
public MetaProperty<CurveBuildingBlockBundle> curveBuildingBlockBundle() {
return _curveBuildingBlockBundle;
}
/**
* The meta-property for the {@code curveNodeIndices} property.
* @return the meta-property, not null
*/
public MetaProperty<Map<String, Map<CurveNodeId, Integer>>> curveNodeIndices() {
return _curveNodeIndices;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 87636839: // multicurveProvider
return ((MulticurveBundle) bean).getMulticurveProvider();
case 1604389548: // curveBuildingBlockBundle
return ((MulticurveBundle) bean).getCurveBuildingBlockBundle();
case -501851434: // curveNodeIndices
return ((MulticurveBundle) bean).getCurveNodeIndices();
}
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 MulticurveBundle}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<MulticurveBundle> {
private MulticurveProviderDiscount _multicurveProvider;
private CurveBuildingBlockBundle _curveBuildingBlockBundle;
private Map<String, Map<CurveNodeId, Integer>> _curveNodeIndices = new HashMap<String, Map<CurveNodeId, Integer>>();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(MulticurveBundle beanToCopy) {
this._multicurveProvider = beanToCopy.getMulticurveProvider();
this._curveBuildingBlockBundle = beanToCopy.getCurveBuildingBlockBundle();
this._curveNodeIndices = new HashMap<String, Map<CurveNodeId, Integer>>(beanToCopy.getCurveNodeIndices());
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 87636839: // multicurveProvider
return _multicurveProvider;
case 1604389548: // curveBuildingBlockBundle
return _curveBuildingBlockBundle;
case -501851434: // curveNodeIndices
return _curveNodeIndices;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 87636839: // multicurveProvider
this._multicurveProvider = (MulticurveProviderDiscount) newValue;
break;
case 1604389548: // curveBuildingBlockBundle
this._curveBuildingBlockBundle = (CurveBuildingBlockBundle) newValue;
break;
case -501851434: // curveNodeIndices
this._curveNodeIndices = (Map<String, Map<CurveNodeId, Integer>>) 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 MulticurveBundle build() {
return new MulticurveBundle(
_multicurveProvider,
_curveBuildingBlockBundle,
_curveNodeIndices);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code multicurveProvider} property in the builder.
* @param multicurveProvider the new value, not null
* @return this, for chaining, not null
*/
public Builder multicurveProvider(MulticurveProviderDiscount multicurveProvider) {
JodaBeanUtils.notNull(multicurveProvider, "multicurveProvider");
this._multicurveProvider = multicurveProvider;
return this;
}
/**
* Sets the {@code curveBuildingBlockBundle} property in the builder.
* @param curveBuildingBlockBundle the new value, not null
* @return this, for chaining, not null
*/
public Builder curveBuildingBlockBundle(CurveBuildingBlockBundle curveBuildingBlockBundle) {
JodaBeanUtils.notNull(curveBuildingBlockBundle, "curveBuildingBlockBundle");
this._curveBuildingBlockBundle = curveBuildingBlockBundle;
return this;
}
/**
* Sets the {@code curveNodeIndices} property in the builder.
* @param curveNodeIndices the new value, not null
* @return this, for chaining, not null
*/
public Builder curveNodeIndices(Map<String, Map<CurveNodeId, Integer>> curveNodeIndices) {
JodaBeanUtils.notNull(curveNodeIndices, "curveNodeIndices");
this._curveNodeIndices = curveNodeIndices;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("MulticurveBundle.Builder{");
buf.append("multicurveProvider").append('=').append(JodaBeanUtils.toString(_multicurveProvider)).append(',').append(' ');
buf.append("curveBuildingBlockBundle").append('=').append(JodaBeanUtils.toString(_curveBuildingBlockBundle)).append(',').append(' ');
buf.append("curveNodeIndices").append('=').append(JodaBeanUtils.toString(_curveNodeIndices));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}