/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.marketdata.scenarios;
/**
* <p/>
* Please see distribution for license.
*/
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Sets;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount;
import com.opengamma.sesame.MulticurveBundle;
import com.opengamma.sesame.marketdata.MarketDataId;
import com.opengamma.sesame.marketdata.MulticurveId;
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.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
/**
* Filter that matches curves in a {@link MulticurveBundle} based on whether they are curves used for forecasting.
*/
@BeanDefinition
public final class AllForecastingCurvesFilter implements MarketDataFilter, ImmutableBean {
@ImmutableConstructor
public AllForecastingCurvesFilter() {
}
@Override
public Set<MulticurveMatchDetails> apply(MarketDataId<?> marketDataId) {
MulticurveId id = (MulticurveId) marketDataId;
MulticurveMetadata metadata = MulticurveMetadata.forConfiguration(id.resolveConfig());
Set<MulticurveMatchDetails> filter = Sets.newHashSet();
Set<String> curves = metadata.getForecastingCurveNames();
for (String curveName : curves) {
filter.add(StandardMatchDetails.multicurve(curveName));
}
return ImmutableSet.copyOf(filter);
}
@Override
public Set<MulticurveMatchDetails> apply(MarketDataId<?> marketDataId, Object marketData) {
final Set<MulticurveMatchDetails> result = Sets.newHashSet();
MulticurveBundle multicurve = (MulticurveBundle) marketData;
MulticurveProviderDiscount provider = multicurve.getMulticurveProvider();
for (YieldAndDiscountCurve curve : provider.getForwardIborCurves().values()) {
result.add(StandardMatchDetails.multicurve(curve.getName()));
}
for (YieldAndDiscountCurve curve : provider.getForwardONCurves().values()) {
result.add(StandardMatchDetails.multicurve(curve.getName()));
}
return result;
}
@Override
public Class<?> getMarketDataType() {
return MulticurveBundle.class;
}
@Override
public Class<MulticurveId> getMarketDataIdType() {
return MulticurveId.class;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code AllForecastingCurvesFilter}.
* @return the meta-bean, not null
*/
public static AllForecastingCurvesFilter.Meta meta() {
return AllForecastingCurvesFilter.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(AllForecastingCurvesFilter.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static AllForecastingCurvesFilter.Builder builder() {
return new AllForecastingCurvesFilter.Builder();
}
@Override
public AllForecastingCurvesFilter.Meta metaBean() {
return AllForecastingCurvesFilter.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();
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
return true;
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(32);
buf.append("AllForecastingCurvesFilter{");
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code AllForecastingCurvesFilter}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null);
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
public AllForecastingCurvesFilter.Builder builder() {
return new AllForecastingCurvesFilter.Builder();
}
@Override
public Class<? extends AllForecastingCurvesFilter> beanType() {
return AllForecastingCurvesFilter.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code AllForecastingCurvesFilter}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<AllForecastingCurvesFilter> {
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
throw new NoSuchElementException("Unknown property: " + propertyName);
}
@Override
public Builder set(String propertyName, Object newValue) {
throw new NoSuchElementException("Unknown property: " + propertyName);
}
@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 AllForecastingCurvesFilter build() {
return new AllForecastingCurvesFilter();
}
//-----------------------------------------------------------------------
@Override
public String toString() {
return "AllForecastingCurvesFilter.Builder{}";
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}