/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.sabr;
import java.util.HashMap;
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.google.common.collect.ImmutableMap;
import com.opengamma.core.config.Config;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.financial.security.option.SwaptionSecurity;
import com.opengamma.util.result.FailureStatus;
import com.opengamma.util.result.Result;
/**
* Responsible for determining what SABR data is required for
* the trade/security that is passed. Contains a map from
* security to the SABR config to be used.
*/
@BeanDefinition
@Config(group = "SABR Params", description = "SABR Config Selector")
public class SabrConfigSelector implements ImmutableBean {
@PropertyDefinition
private final Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig> _configurations;
/**
* Get the SABR config to use for a particular security.
*
* @param security the security to find the config for
* @return Result containing the configuration to use
* if available, a FailureResult otherwise
*/
public Result<SabrParametersConfiguration> getSabrConfig(FinancialSecurity security) {
if (_configurations.containsKey(security.getClass())) {
SabrSwaptionConfig config = _configurations.get(security.getClass());
return config.createSABRParametersConfig((SwaptionSecurity) security);
} else {
return Result.failure(
FailureStatus.MISSING_DATA, "Unable to get SABR config for security of type: {}", security.getClass());
}
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SabrConfigSelector}.
* @return the meta-bean, not null
*/
public static SabrConfigSelector.Meta meta() {
return SabrConfigSelector.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SabrConfigSelector.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SabrConfigSelector.Builder builder() {
return new SabrConfigSelector.Builder();
}
/**
* Restricted constructor.
* @param builder the builder to copy from, not null
*/
protected SabrConfigSelector(SabrConfigSelector.Builder builder) {
this._configurations = (builder._configurations != null ? ImmutableMap.copyOf(builder._configurations) : null);
}
@Override
public SabrConfigSelector.Meta metaBean() {
return SabrConfigSelector.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 configurations.
* @return the value of the property
*/
public Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig> getConfigurations() {
return _configurations;
}
//-----------------------------------------------------------------------
/**
* 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()) {
SabrConfigSelector other = (SabrConfigSelector) obj;
return JodaBeanUtils.equal(getConfigurations(), other.getConfigurations());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getConfigurations());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("SabrConfigSelector{");
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("configurations").append('=').append(JodaBeanUtils.toString(getConfigurations())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SabrConfigSelector}.
*/
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 configurations} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig>> _configurations = DirectMetaProperty.ofImmutable(
this, "configurations", SabrConfigSelector.class, (Class) Map.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"configurations");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -214226371: // configurations
return _configurations;
}
return super.metaPropertyGet(propertyName);
}
@Override
public SabrConfigSelector.Builder builder() {
return new SabrConfigSelector.Builder();
}
@Override
public Class<? extends SabrConfigSelector> beanType() {
return SabrConfigSelector.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code configurations} property.
* @return the meta-property, not null
*/
public final MetaProperty<Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig>> configurations() {
return _configurations;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -214226371: // configurations
return ((SabrConfigSelector) bean).getConfigurations();
}
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 SabrConfigSelector}.
*/
public static class Builder extends DirectFieldsBeanBuilder<SabrConfigSelector> {
private Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig> _configurations;
/**
* Restricted constructor.
*/
protected Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
protected Builder(SabrConfigSelector beanToCopy) {
this._configurations = (beanToCopy.getConfigurations() != null ? new HashMap<Class<? extends FinancialSecurity>, SabrSwaptionConfig>(beanToCopy.getConfigurations()) : null);
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -214226371: // configurations
return _configurations;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -214226371: // configurations
this._configurations = (Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig>) 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 SabrConfigSelector build() {
return new SabrConfigSelector(this);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code configurations} property in the builder.
* @param configurations the new value
* @return this, for chaining, not null
*/
public Builder configurations(Map<Class<? extends FinancialSecurity>, SabrSwaptionConfig> configurations) {
this._configurations = configurations;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("SabrConfigSelector.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("configurations").append('=').append(JodaBeanUtils.toString(_configurations)).append(',').append(' ');
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}