/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.data.scenario;
import java.io.Serializable;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import java.util.function.IntFunction;
import java.util.stream.Stream;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
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.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.basics.currency.CurrencyAmountArray;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.collect.array.DoubleArray;
/**
* A currency-convertible scenario array for a single currency, holding one amount for each scenario.
* <p>
* This contains a list of amounts in a single currency, one amount for each scenario.
* The calculation runner is able to convert the currency of the values if required.
* <p>
* This class uses less memory than an instance based on a list of {@link CurrencyAmount} instances.
* Internally, it stores the data using a single currency and a {@link DoubleArray}.
*/
@BeanDefinition(builderScope = "private")
public final class CurrencyScenarioArray
implements ScenarioArray<CurrencyAmount>, ScenarioFxConvertible<CurrencyScenarioArray>, ImmutableBean, Serializable {
/**
* The currency amounts, one per scenario.
*/
@PropertyDefinition(validate = "notNull")
private final CurrencyAmountArray amounts;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the specified currency and array of values.
*
* @param amounts the amounts, one for each scenario
* @return an instance with the specified currency and values
*/
public static CurrencyScenarioArray of(CurrencyAmountArray amounts) {
return new CurrencyScenarioArray(amounts);
}
/**
* Obtains an instance from the specified currency and array of values.
*
* @param currency the currency of the values
* @param values the values, one for each scenario
* @return an instance with the specified currency and values
*/
public static CurrencyScenarioArray of(Currency currency, DoubleArray values) {
return new CurrencyScenarioArray(CurrencyAmountArray.of(currency, values));
}
/**
* Obtains an instance from the specified list of amounts.
* <p>
* All amounts must have the same currency.
*
* @param amounts the amounts, one for each scenario
* @return an instance with the specified amounts
* @throws IllegalArgumentException if multiple currencies are found
*/
public static CurrencyScenarioArray of(List<CurrencyAmount> amounts) {
return new CurrencyScenarioArray(CurrencyAmountArray.of(amounts));
}
/**
* Obtains an instance using a function to create the entries.
* <p>
* The function is passed the scenario index and returns the {@code CurrencyAmount} for that index.
* <p>
* In some cases it may be possible to specify the currency with a function providing a {@code double}.
* To do this, use {@link DoubleArray#of(int, java.util.function.IntToDoubleFunction)} and
* then call {@link #of(Currency, DoubleArray)}.
*
* @param size the number of elements, at least size one
* @param amountFunction the function used to obtain each amount
* @return an instance initialized using the function
* @throws IllegalArgumentException is size is zero or less
*/
public static CurrencyScenarioArray of(int size, IntFunction<CurrencyAmount> amountFunction) {
return new CurrencyScenarioArray(CurrencyAmountArray.of(size, amountFunction));
}
//-------------------------------------------------------------------------
/**
* Gets the currency.
*
* @return the currency
*/
public Currency getCurrency() {
return amounts.getCurrency();
}
//-------------------------------------------------------------------------
@Override
public int getScenarioCount() {
return amounts.size();
}
@Override
public CurrencyAmount get(int index) {
return amounts.get(index);
}
@Override
public Stream<CurrencyAmount> stream() {
return amounts.stream();
}
@Override
public CurrencyScenarioArray convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider) {
if (getCurrency().equals(reportingCurrency)) {
return this;
}
if (fxRateProvider.getScenarioCount() != amounts.size()) {
throw new IllegalArgumentException(Messages.format(
"Expected {} FX rates but received {}", amounts.size(), fxRateProvider.getScenarioCount()));
}
DoubleArray convertedValues =
amounts.getValues().mapWithIndex((i, v) -> v * fxRateProvider.fxRate(getCurrency(), reportingCurrency, i));
return of(reportingCurrency, convertedValues);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code CurrencyScenarioArray}.
* @return the meta-bean, not null
*/
public static CurrencyScenarioArray.Meta meta() {
return CurrencyScenarioArray.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(CurrencyScenarioArray.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private CurrencyScenarioArray(
CurrencyAmountArray amounts) {
JodaBeanUtils.notNull(amounts, "amounts");
this.amounts = amounts;
}
@Override
public CurrencyScenarioArray.Meta metaBean() {
return CurrencyScenarioArray.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 currency amounts, one per scenario.
* @return the value of the property, not null
*/
public CurrencyAmountArray getAmounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CurrencyScenarioArray other = (CurrencyScenarioArray) obj;
return JodaBeanUtils.equal(amounts, other.amounts);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(amounts);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("CurrencyScenarioArray{");
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CurrencyScenarioArray}.
*/
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 amounts} property.
*/
private final MetaProperty<CurrencyAmountArray> amounts = DirectMetaProperty.ofImmutable(
this, "amounts", CurrencyScenarioArray.class, CurrencyAmountArray.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"amounts");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return amounts;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends CurrencyScenarioArray> builder() {
return new CurrencyScenarioArray.Builder();
}
@Override
public Class<? extends CurrencyScenarioArray> beanType() {
return CurrencyScenarioArray.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code amounts} property.
* @return the meta-property, not null
*/
public MetaProperty<CurrencyAmountArray> amounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return ((CurrencyScenarioArray) bean).getAmounts();
}
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 CurrencyScenarioArray}.
*/
private static final class Builder extends DirectFieldsBeanBuilder<CurrencyScenarioArray> {
private CurrencyAmountArray amounts;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return amounts;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
this.amounts = (CurrencyAmountArray) 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 CurrencyScenarioArray build() {
return new CurrencyScenarioArray(
amounts);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("CurrencyScenarioArray.Builder{");
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}