/** * 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.ArrayList; import java.util.Arrays; import java.util.List; import java.util.Map; import java.util.NoSuchElementException; import java.util.Set; import java.util.TreeMap; 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.core.marketdatasnapshot.NamedSnapshot; import com.opengamma.id.UniqueId; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.tuple.Pair; import com.opengamma.util.tuple.Pairs; /** * Joda-bean holding the raw data for a SABR surface. Other areas * of config will be responsible for the interpolation to be used, * which means the same data can be used with multiple interpolators. * * The data forms a surface (i.e. we have a z-value for a pair * of x and y values). However, although the x and y values will be * regular there may be combinations that are missing. For this reason, * we store the data as a list of points (x, y, z) rather than any * form of 2D array. */ @BeanDefinition public final class SabrExpiryTenorSurface implements ImmutableBean, NamedSnapshot { /** * The unique id of the surface, null if it has not been added to a master. * Not null after insertion/retrieval from master. */ @PropertyDefinition private final UniqueId _uniqueId; /** * The name for this surface. */ @PropertyDefinition(validate = "notNull") private final String _name; /** * The points forming the surface. There must be at least one point * specified. Sorted so that viewing in a UI is straightforward and * creating analytics objects is straightforward. */ @PropertyDefinition(validate = "notNull") private final List<SabrNode> _sabrData; /** * Create the surface, ensuring that the nodes held are sorted. * Checks are done to ensure that the SabrNodes are unique * i.e. for an x/y combination there is only one z-value. * * @param name the name for the surface, not null or empty * @param sabrData the data for the surface, not null or empty. */ public SabrExpiryTenorSurface(String name, List<SabrNode> sabrData) { this(null, name, createSortedNodes(ArgumentChecker.notNull(sabrData, "sabrData"))); } /** * Create the surface. This method is used internally for * creating the surface when it is deserialized. As the * surface would have been sorted before serialization * there is no need to sort again here. * * @param name the name for the surface, not null or empty * @param sabrData the data for the surface, not null or empty. */ @ImmutableConstructor private SabrExpiryTenorSurface(UniqueId uniqueId, String name, List<SabrNode> sabrData) { _uniqueId = uniqueId; _name = ArgumentChecker.notEmpty(name, "name"); _sabrData = ArgumentChecker.notEmpty(sabrData, "sabrData"); } /** * Create a copy of this surface with the unique id set to the * supplied value. This is intended for use by masters when * inserting new items. * * @param uniqueId the new value for the unique id, not null * @return a copy of this surface, not null */ @Override public SabrExpiryTenorSurface withUniqueId(UniqueId uniqueId) { return new SabrExpiryTenorSurface(ArgumentChecker.notNull(uniqueId, "uniqueId"), _name, _sabrData); } private static ImmutableList<SabrNode> createSortedNodes(List<SabrNode> sabrData) { // By using a sorted map we can handle uniqueness of the points // and sorting the data in one place Map<Pair<Double, Double>, SabrNode> sorted = new TreeMap<>(); for (SabrNode node : sabrData) { Pair<Double, Double> key = Pairs.of(node.getX(), node.getY()); if (!sorted.containsKey(key)) { sorted.put(key, node); } else { throw new IllegalArgumentException( "Duplicate surface node with x: " + node.getX() + " and y: " + node.getY()); } } return ImmutableList.copyOf(sorted.values()); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code SabrExpiryTenorSurface}. * @return the meta-bean, not null */ public static SabrExpiryTenorSurface.Meta meta() { return SabrExpiryTenorSurface.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(SabrExpiryTenorSurface.Meta.INSTANCE); } /** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static SabrExpiryTenorSurface.Builder builder() { return new SabrExpiryTenorSurface.Builder(); } @Override public SabrExpiryTenorSurface.Meta metaBean() { return SabrExpiryTenorSurface.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 surface, null if it has not been added to a master. * Not null after insertion/retrieval from master. * @return the value of the property */ public UniqueId getUniqueId() { return _uniqueId; } //----------------------------------------------------------------------- /** * Gets the name for this surface. * @return the value of the property, not null */ public String getName() { return _name; } //----------------------------------------------------------------------- /** * Gets the points forming the surface. There must be at least one point * specified. Sorted so that viewing in a UI is straightforward and * creating analytics objects is straightforward. * @return the value of the property, not null */ public List<SabrNode> getSabrData() { return _sabrData; } //----------------------------------------------------------------------- /** * 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()) { SabrExpiryTenorSurface other = (SabrExpiryTenorSurface) obj; return JodaBeanUtils.equal(getUniqueId(), other.getUniqueId()) && JodaBeanUtils.equal(getName(), other.getName()) && JodaBeanUtils.equal(getSabrData(), other.getSabrData()); } 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(getSabrData()); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(128); buf.append("SabrExpiryTenorSurface{"); buf.append("uniqueId").append('=').append(getUniqueId()).append(',').append(' '); buf.append("name").append('=').append(getName()).append(',').append(' '); buf.append("sabrData").append('=').append(JodaBeanUtils.toString(getSabrData())); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code SabrExpiryTenorSurface}. */ 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 uniqueId} property. */ private final MetaProperty<UniqueId> _uniqueId = DirectMetaProperty.ofImmutable( this, "uniqueId", SabrExpiryTenorSurface.class, UniqueId.class); /** * The meta-property for the {@code name} property. */ private final MetaProperty<String> _name = DirectMetaProperty.ofImmutable( this, "name", SabrExpiryTenorSurface.class, String.class); /** * The meta-property for the {@code sabrData} property. */ @SuppressWarnings({"unchecked", "rawtypes" }) private final MetaProperty<List<SabrNode>> _sabrData = DirectMetaProperty.ofImmutable( this, "sabrData", SabrExpiryTenorSurface.class, (Class) List.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "uniqueId", "name", "sabrData"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case -294460212: // uniqueId return _uniqueId; case 3373707: // name return _name; case 1661297640: // sabrData return _sabrData; } return super.metaPropertyGet(propertyName); } @Override public SabrExpiryTenorSurface.Builder builder() { return new SabrExpiryTenorSurface.Builder(); } @Override public Class<? extends SabrExpiryTenorSurface> beanType() { return SabrExpiryTenorSurface.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return _metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code uniqueId} property. * @return the meta-property, not null */ public MetaProperty<UniqueId> uniqueId() { return _uniqueId; } /** * The meta-property for the {@code name} property. * @return the meta-property, not null */ public MetaProperty<String> name() { return _name; } /** * The meta-property for the {@code sabrData} property. * @return the meta-property, not null */ public MetaProperty<List<SabrNode>> sabrData() { return _sabrData; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -294460212: // uniqueId return ((SabrExpiryTenorSurface) bean).getUniqueId(); case 3373707: // name return ((SabrExpiryTenorSurface) bean).getName(); case 1661297640: // sabrData return ((SabrExpiryTenorSurface) bean).getSabrData(); } 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 SabrExpiryTenorSurface}. */ public static final class Builder extends DirectFieldsBeanBuilder<SabrExpiryTenorSurface> { private UniqueId _uniqueId; private String _name; private List<SabrNode> _sabrData = new ArrayList<SabrNode>(); /** * Restricted constructor. */ private Builder() { } /** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(SabrExpiryTenorSurface beanToCopy) { this._uniqueId = beanToCopy.getUniqueId(); this._name = beanToCopy.getName(); this._sabrData = new ArrayList<SabrNode>(beanToCopy.getSabrData()); } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case -294460212: // uniqueId return _uniqueId; case 3373707: // name return _name; case 1661297640: // sabrData return _sabrData; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @SuppressWarnings("unchecked") @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 1661297640: // sabrData this._sabrData = (List<SabrNode>) 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 SabrExpiryTenorSurface build() { return new SabrExpiryTenorSurface( _uniqueId, _name, _sabrData); } //----------------------------------------------------------------------- /** * 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 sabrData} property in the builder. * @param sabrData the new value, not null * @return this, for chaining, not null */ public Builder sabrData(List<SabrNode> sabrData) { JodaBeanUtils.notNull(sabrData, "sabrData"); this._sabrData = sabrData; return this; } /** * Sets the {@code sabrData} property in the builder * from an array of objects. * @param sabrData the new value, not null * @return this, for chaining, not null */ public Builder sabrData(SabrNode... sabrData) { return sabrData(Arrays.asList(sabrData)); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(128); buf.append("SabrExpiryTenorSurface.Builder{"); buf.append("uniqueId").append('=').append(JodaBeanUtils.toString(_uniqueId)).append(',').append(' '); buf.append("name").append('=').append(JodaBeanUtils.toString(_name)).append(',').append(' '); buf.append("sabrData").append('=').append(JodaBeanUtils.toString(_sabrData)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }