/**
* 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.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.opengamma.analytics.math.interpolation.CombinedInterpolatorExtrapolator;
import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.analytics.math.interpolation.Interpolator1DFactory;
import com.opengamma.core.config.Config;
/**
* Joda bean config object that defines the interpolation
* to be used with SABR surfaces when pricing a swaption.
*/
@BeanDefinition
@Config(description = "SABR Swaption Interpolation", group = "SABR Params")
public class SabrSwaptionInterpolationConfig implements ImmutableBean {
/**
* The name of the interpolator for tenor.
*/
@PropertyDefinition(validate = "notNull")
private final String _tenorInterpolatorName;
/**
* The name of the left extrapolator for tenor.
*/
@PropertyDefinition(validate = "notNull")
private final String _leftTenorExtrapolatorName;
/**
* The name of the right extrapolator for tenor.
*/
@PropertyDefinition(validate = "notNull")
private final String _rightTenorExtrapolatorName;
/**
* The name of the interpolator for expiry.
*/
@PropertyDefinition(validate = "notNull")
private final String _expiryInterpolatorName;
/**
* The name of the left extrapolator for expiry.
*/
@PropertyDefinition(validate = "notNull")
private final String _leftExpiryExtrapolatorName;
/**
* The name of the right extrapolator for expiry.
*/
@PropertyDefinition(validate = "notNull")
private final String _rightExpiryExtrapolatorName;
/**
* Creates a combined interpolator combining the requested interpolators
* and extrapolators for Expiry.
*
* @return a combined interpolator, not null
*/
public Interpolator1D createCombinedExpiryInterpolator() {
return new CombinedInterpolatorExtrapolator(
Interpolator1DFactory.getInterpolator(_expiryInterpolatorName),
Interpolator1DFactory.getInterpolator(_leftExpiryExtrapolatorName),
Interpolator1DFactory.getInterpolator(_rightExpiryExtrapolatorName));
}
/**
* Creates a combined interpolator combining the requested interpolators
* and extrapolators for Tenor.
*
* @return a combined interpolator, not null
*/
public Interpolator1D createCombinedTenorInterpolator() {
return new CombinedInterpolatorExtrapolator(
Interpolator1DFactory.getInterpolator(_tenorInterpolatorName),
Interpolator1DFactory.getInterpolator(_leftTenorExtrapolatorName),
Interpolator1DFactory.getInterpolator(_rightTenorExtrapolatorName));
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SabrSwaptionInterpolationConfig}.
* @return the meta-bean, not null
*/
public static SabrSwaptionInterpolationConfig.Meta meta() {
return SabrSwaptionInterpolationConfig.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SabrSwaptionInterpolationConfig.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SabrSwaptionInterpolationConfig.Builder builder() {
return new SabrSwaptionInterpolationConfig.Builder();
}
/**
* Restricted constructor.
* @param builder the builder to copy from, not null
*/
protected SabrSwaptionInterpolationConfig(SabrSwaptionInterpolationConfig.Builder builder) {
JodaBeanUtils.notNull(builder._tenorInterpolatorName, "tenorInterpolatorName");
JodaBeanUtils.notNull(builder._leftTenorExtrapolatorName, "leftTenorExtrapolatorName");
JodaBeanUtils.notNull(builder._rightTenorExtrapolatorName, "rightTenorExtrapolatorName");
JodaBeanUtils.notNull(builder._expiryInterpolatorName, "expiryInterpolatorName");
JodaBeanUtils.notNull(builder._leftExpiryExtrapolatorName, "leftExpiryExtrapolatorName");
JodaBeanUtils.notNull(builder._rightExpiryExtrapolatorName, "rightExpiryExtrapolatorName");
this._tenorInterpolatorName = builder._tenorInterpolatorName;
this._leftTenorExtrapolatorName = builder._leftTenorExtrapolatorName;
this._rightTenorExtrapolatorName = builder._rightTenorExtrapolatorName;
this._expiryInterpolatorName = builder._expiryInterpolatorName;
this._leftExpiryExtrapolatorName = builder._leftExpiryExtrapolatorName;
this._rightExpiryExtrapolatorName = builder._rightExpiryExtrapolatorName;
}
@Override
public SabrSwaptionInterpolationConfig.Meta metaBean() {
return SabrSwaptionInterpolationConfig.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 name of the interpolator for tenor.
* @return the value of the property, not null
*/
public String getTenorInterpolatorName() {
return _tenorInterpolatorName;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the left extrapolator for tenor.
* @return the value of the property, not null
*/
public String getLeftTenorExtrapolatorName() {
return _leftTenorExtrapolatorName;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the right extrapolator for tenor.
* @return the value of the property, not null
*/
public String getRightTenorExtrapolatorName() {
return _rightTenorExtrapolatorName;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the interpolator for expiry.
* @return the value of the property, not null
*/
public String getExpiryInterpolatorName() {
return _expiryInterpolatorName;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the left extrapolator for expiry.
* @return the value of the property, not null
*/
public String getLeftExpiryExtrapolatorName() {
return _leftExpiryExtrapolatorName;
}
//-----------------------------------------------------------------------
/**
* Gets the name of the right extrapolator for expiry.
* @return the value of the property, not null
*/
public String getRightExpiryExtrapolatorName() {
return _rightExpiryExtrapolatorName;
}
//-----------------------------------------------------------------------
/**
* 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()) {
SabrSwaptionInterpolationConfig other = (SabrSwaptionInterpolationConfig) obj;
return JodaBeanUtils.equal(getTenorInterpolatorName(), other.getTenorInterpolatorName()) &&
JodaBeanUtils.equal(getLeftTenorExtrapolatorName(), other.getLeftTenorExtrapolatorName()) &&
JodaBeanUtils.equal(getRightTenorExtrapolatorName(), other.getRightTenorExtrapolatorName()) &&
JodaBeanUtils.equal(getExpiryInterpolatorName(), other.getExpiryInterpolatorName()) &&
JodaBeanUtils.equal(getLeftExpiryExtrapolatorName(), other.getLeftExpiryExtrapolatorName()) &&
JodaBeanUtils.equal(getRightExpiryExtrapolatorName(), other.getRightExpiryExtrapolatorName());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getTenorInterpolatorName());
hash = hash * 31 + JodaBeanUtils.hashCode(getLeftTenorExtrapolatorName());
hash = hash * 31 + JodaBeanUtils.hashCode(getRightTenorExtrapolatorName());
hash = hash * 31 + JodaBeanUtils.hashCode(getExpiryInterpolatorName());
hash = hash * 31 + JodaBeanUtils.hashCode(getLeftExpiryExtrapolatorName());
hash = hash * 31 + JodaBeanUtils.hashCode(getRightExpiryExtrapolatorName());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("SabrSwaptionInterpolationConfig{");
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("tenorInterpolatorName").append('=').append(JodaBeanUtils.toString(getTenorInterpolatorName())).append(',').append(' ');
buf.append("leftTenorExtrapolatorName").append('=').append(JodaBeanUtils.toString(getLeftTenorExtrapolatorName())).append(',').append(' ');
buf.append("rightTenorExtrapolatorName").append('=').append(JodaBeanUtils.toString(getRightTenorExtrapolatorName())).append(',').append(' ');
buf.append("expiryInterpolatorName").append('=').append(JodaBeanUtils.toString(getExpiryInterpolatorName())).append(',').append(' ');
buf.append("leftExpiryExtrapolatorName").append('=').append(JodaBeanUtils.toString(getLeftExpiryExtrapolatorName())).append(',').append(' ');
buf.append("rightExpiryExtrapolatorName").append('=').append(JodaBeanUtils.toString(getRightExpiryExtrapolatorName())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SabrSwaptionInterpolationConfig}.
*/
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 tenorInterpolatorName} property.
*/
private final MetaProperty<String> _tenorInterpolatorName = DirectMetaProperty.ofImmutable(
this, "tenorInterpolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-property for the {@code leftTenorExtrapolatorName} property.
*/
private final MetaProperty<String> _leftTenorExtrapolatorName = DirectMetaProperty.ofImmutable(
this, "leftTenorExtrapolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-property for the {@code rightTenorExtrapolatorName} property.
*/
private final MetaProperty<String> _rightTenorExtrapolatorName = DirectMetaProperty.ofImmutable(
this, "rightTenorExtrapolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-property for the {@code expiryInterpolatorName} property.
*/
private final MetaProperty<String> _expiryInterpolatorName = DirectMetaProperty.ofImmutable(
this, "expiryInterpolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-property for the {@code leftExpiryExtrapolatorName} property.
*/
private final MetaProperty<String> _leftExpiryExtrapolatorName = DirectMetaProperty.ofImmutable(
this, "leftExpiryExtrapolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-property for the {@code rightExpiryExtrapolatorName} property.
*/
private final MetaProperty<String> _rightExpiryExtrapolatorName = DirectMetaProperty.ofImmutable(
this, "rightExpiryExtrapolatorName", SabrSwaptionInterpolationConfig.class, String.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"tenorInterpolatorName",
"leftTenorExtrapolatorName",
"rightTenorExtrapolatorName",
"expiryInterpolatorName",
"leftExpiryExtrapolatorName",
"rightExpiryExtrapolatorName");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 565213906: // tenorInterpolatorName
return _tenorInterpolatorName;
case -636400297: // leftTenorExtrapolatorName
return _leftTenorExtrapolatorName;
case -1397900702: // rightTenorExtrapolatorName
return _rightTenorExtrapolatorName;
case -657328315: // expiryInterpolatorName
return _expiryInterpolatorName;
case -1810465672: // leftExpiryExtrapolatorName
return _leftExpiryExtrapolatorName;
case 352825549: // rightExpiryExtrapolatorName
return _rightExpiryExtrapolatorName;
}
return super.metaPropertyGet(propertyName);
}
@Override
public SabrSwaptionInterpolationConfig.Builder builder() {
return new SabrSwaptionInterpolationConfig.Builder();
}
@Override
public Class<? extends SabrSwaptionInterpolationConfig> beanType() {
return SabrSwaptionInterpolationConfig.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code tenorInterpolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> tenorInterpolatorName() {
return _tenorInterpolatorName;
}
/**
* The meta-property for the {@code leftTenorExtrapolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> leftTenorExtrapolatorName() {
return _leftTenorExtrapolatorName;
}
/**
* The meta-property for the {@code rightTenorExtrapolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> rightTenorExtrapolatorName() {
return _rightTenorExtrapolatorName;
}
/**
* The meta-property for the {@code expiryInterpolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> expiryInterpolatorName() {
return _expiryInterpolatorName;
}
/**
* The meta-property for the {@code leftExpiryExtrapolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> leftExpiryExtrapolatorName() {
return _leftExpiryExtrapolatorName;
}
/**
* The meta-property for the {@code rightExpiryExtrapolatorName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> rightExpiryExtrapolatorName() {
return _rightExpiryExtrapolatorName;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 565213906: // tenorInterpolatorName
return ((SabrSwaptionInterpolationConfig) bean).getTenorInterpolatorName();
case -636400297: // leftTenorExtrapolatorName
return ((SabrSwaptionInterpolationConfig) bean).getLeftTenorExtrapolatorName();
case -1397900702: // rightTenorExtrapolatorName
return ((SabrSwaptionInterpolationConfig) bean).getRightTenorExtrapolatorName();
case -657328315: // expiryInterpolatorName
return ((SabrSwaptionInterpolationConfig) bean).getExpiryInterpolatorName();
case -1810465672: // leftExpiryExtrapolatorName
return ((SabrSwaptionInterpolationConfig) bean).getLeftExpiryExtrapolatorName();
case 352825549: // rightExpiryExtrapolatorName
return ((SabrSwaptionInterpolationConfig) bean).getRightExpiryExtrapolatorName();
}
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 SabrSwaptionInterpolationConfig}.
*/
public static class Builder extends DirectFieldsBeanBuilder<SabrSwaptionInterpolationConfig> {
private String _tenorInterpolatorName;
private String _leftTenorExtrapolatorName;
private String _rightTenorExtrapolatorName;
private String _expiryInterpolatorName;
private String _leftExpiryExtrapolatorName;
private String _rightExpiryExtrapolatorName;
/**
* Restricted constructor.
*/
protected Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
protected Builder(SabrSwaptionInterpolationConfig beanToCopy) {
this._tenorInterpolatorName = beanToCopy.getTenorInterpolatorName();
this._leftTenorExtrapolatorName = beanToCopy.getLeftTenorExtrapolatorName();
this._rightTenorExtrapolatorName = beanToCopy.getRightTenorExtrapolatorName();
this._expiryInterpolatorName = beanToCopy.getExpiryInterpolatorName();
this._leftExpiryExtrapolatorName = beanToCopy.getLeftExpiryExtrapolatorName();
this._rightExpiryExtrapolatorName = beanToCopy.getRightExpiryExtrapolatorName();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 565213906: // tenorInterpolatorName
return _tenorInterpolatorName;
case -636400297: // leftTenorExtrapolatorName
return _leftTenorExtrapolatorName;
case -1397900702: // rightTenorExtrapolatorName
return _rightTenorExtrapolatorName;
case -657328315: // expiryInterpolatorName
return _expiryInterpolatorName;
case -1810465672: // leftExpiryExtrapolatorName
return _leftExpiryExtrapolatorName;
case 352825549: // rightExpiryExtrapolatorName
return _rightExpiryExtrapolatorName;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 565213906: // tenorInterpolatorName
this._tenorInterpolatorName = (String) newValue;
break;
case -636400297: // leftTenorExtrapolatorName
this._leftTenorExtrapolatorName = (String) newValue;
break;
case -1397900702: // rightTenorExtrapolatorName
this._rightTenorExtrapolatorName = (String) newValue;
break;
case -657328315: // expiryInterpolatorName
this._expiryInterpolatorName = (String) newValue;
break;
case -1810465672: // leftExpiryExtrapolatorName
this._leftExpiryExtrapolatorName = (String) newValue;
break;
case 352825549: // rightExpiryExtrapolatorName
this._rightExpiryExtrapolatorName = (String) 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 SabrSwaptionInterpolationConfig build() {
return new SabrSwaptionInterpolationConfig(this);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code tenorInterpolatorName} property in the builder.
* @param tenorInterpolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder tenorInterpolatorName(String tenorInterpolatorName) {
JodaBeanUtils.notNull(tenorInterpolatorName, "tenorInterpolatorName");
this._tenorInterpolatorName = tenorInterpolatorName;
return this;
}
/**
* Sets the {@code leftTenorExtrapolatorName} property in the builder.
* @param leftTenorExtrapolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder leftTenorExtrapolatorName(String leftTenorExtrapolatorName) {
JodaBeanUtils.notNull(leftTenorExtrapolatorName, "leftTenorExtrapolatorName");
this._leftTenorExtrapolatorName = leftTenorExtrapolatorName;
return this;
}
/**
* Sets the {@code rightTenorExtrapolatorName} property in the builder.
* @param rightTenorExtrapolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder rightTenorExtrapolatorName(String rightTenorExtrapolatorName) {
JodaBeanUtils.notNull(rightTenorExtrapolatorName, "rightTenorExtrapolatorName");
this._rightTenorExtrapolatorName = rightTenorExtrapolatorName;
return this;
}
/**
* Sets the {@code expiryInterpolatorName} property in the builder.
* @param expiryInterpolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder expiryInterpolatorName(String expiryInterpolatorName) {
JodaBeanUtils.notNull(expiryInterpolatorName, "expiryInterpolatorName");
this._expiryInterpolatorName = expiryInterpolatorName;
return this;
}
/**
* Sets the {@code leftExpiryExtrapolatorName} property in the builder.
* @param leftExpiryExtrapolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder leftExpiryExtrapolatorName(String leftExpiryExtrapolatorName) {
JodaBeanUtils.notNull(leftExpiryExtrapolatorName, "leftExpiryExtrapolatorName");
this._leftExpiryExtrapolatorName = leftExpiryExtrapolatorName;
return this;
}
/**
* Sets the {@code rightExpiryExtrapolatorName} property in the builder.
* @param rightExpiryExtrapolatorName the new value, not null
* @return this, for chaining, not null
*/
public Builder rightExpiryExtrapolatorName(String rightExpiryExtrapolatorName) {
JodaBeanUtils.notNull(rightExpiryExtrapolatorName, "rightExpiryExtrapolatorName");
this._rightExpiryExtrapolatorName = rightExpiryExtrapolatorName;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("SabrSwaptionInterpolationConfig.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("tenorInterpolatorName").append('=').append(JodaBeanUtils.toString(_tenorInterpolatorName)).append(',').append(' ');
buf.append("leftTenorExtrapolatorName").append('=').append(JodaBeanUtils.toString(_leftTenorExtrapolatorName)).append(',').append(' ');
buf.append("rightTenorExtrapolatorName").append('=').append(JodaBeanUtils.toString(_rightTenorExtrapolatorName)).append(',').append(' ');
buf.append("expiryInterpolatorName").append('=').append(JodaBeanUtils.toString(_expiryInterpolatorName)).append(',').append(' ');
buf.append("leftExpiryExtrapolatorName").append('=').append(JodaBeanUtils.toString(_leftExpiryExtrapolatorName)).append(',').append(' ');
buf.append("rightExpiryExtrapolatorName").append('=').append(JodaBeanUtils.toString(_rightExpiryExtrapolatorName)).append(',').append(' ');
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}