/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.loader.csv;
import java.time.LocalDate;
import java.util.ArrayList;
import java.util.Comparator;
import java.util.List;
import java.util.Set;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.light.LightMetaBean;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.curve.CurveMetadata;
import com.opengamma.strata.market.curve.CurveName;
import com.opengamma.strata.market.curve.CurveNode;
import com.opengamma.strata.market.curve.DefaultCurveMetadata;
import com.opengamma.strata.market.curve.InterpolatedNodalCurve;
import com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition;
import com.opengamma.strata.market.curve.interpolator.CurveExtrapolator;
import com.opengamma.strata.market.curve.interpolator.CurveInterpolator;
import com.opengamma.strata.market.param.LabelDateParameterMetadata;
import com.opengamma.strata.market.param.ParameterMetadata;
/**
* Represents curve settings, used when loading curves.
* <p>
* This contains settings that apply across all instances of a particular curve.
*/
@BeanDefinition(style = "light")
final class LoadedCurveSettings
implements ImmutableBean {
/**
* The curve name.
*/
@PropertyDefinition(validate = "notNull")
private final CurveName curveName;
/**
* The x-value type.
*/
@PropertyDefinition(validate = "notNull")
private final ValueType xValueType;
/**
* The y-value type.
*/
@PropertyDefinition(validate = "notNull")
private final ValueType yValueType;
/**
* The day count convention.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The interpolator.
*/
@PropertyDefinition(validate = "notNull")
private final CurveInterpolator interpolator;
/**
* The extrapolator used to find points to the left of the leftmost point on the curve.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator extrapolatorLeft;
/**
* The extrapolator used to find points to the right of the rightmost point on the curve.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator extrapolatorRight;
//-------------------------------------------------------------------------
/**
* Obtains an instance.
*
* @param curveName the curve name
* @param yValueType the value type
* @param dayCount the day count
* @param interpolator the interpolator
* @param extrapolatorLeft the left extrapolator
* @param extrapolatorRight the right extrapolator
* @return the curve settings
*/
static LoadedCurveSettings of(
CurveName curveName,
ValueType xValueType,
ValueType yValueType,
DayCount dayCount,
CurveInterpolator interpolator,
CurveExtrapolator extrapolatorLeft,
CurveExtrapolator extrapolatorRight) {
return new LoadedCurveSettings(
curveName, xValueType, yValueType, dayCount, interpolator, extrapolatorLeft, extrapolatorRight);
}
//-------------------------------------------------------------------------
// constructs an interpolated nodal curve
InterpolatedNodalCurve createCurve(LocalDate date, List<LoadedCurveNode> curveNodes) {
// copy and sort
List<LoadedCurveNode> nodes = new ArrayList<>(curveNodes);
nodes.sort(Comparator.naturalOrder());
// build each node
double[] xValues = new double[nodes.size()];
double[] yValues = new double[nodes.size()];
List<ParameterMetadata> pointsMetadata = new ArrayList<>(nodes.size());
for (int i = 0; i < nodes.size(); i++) {
LoadedCurveNode point = nodes.get(i);
double yearFraction = dayCount.yearFraction(date, point.getDate());
xValues[i] = yearFraction;
yValues[i] = point.getValue();
ParameterMetadata pointMetadata = LabelDateParameterMetadata.of(point.getDate(), point.getLabel());
pointsMetadata.add(pointMetadata);
}
// create metadata
CurveMetadata curveMetadata = DefaultCurveMetadata.builder()
.curveName(curveName)
.xValueType(xValueType)
.yValueType(yValueType)
.dayCount(dayCount)
.parameterMetadata(pointsMetadata)
.build();
return InterpolatedNodalCurve.builder()
.metadata(curveMetadata)
.xValues(DoubleArray.copyOf(xValues))
.yValues(DoubleArray.copyOf(yValues))
.interpolator(interpolator)
.extrapolatorLeft(extrapolatorLeft)
.extrapolatorRight(extrapolatorRight)
.build();
}
// constructs an interpolated nodal curve definition
InterpolatedNodalCurveDefinition createCurveDefinition(List<CurveNode> nodes) {
return InterpolatedNodalCurveDefinition.builder()
.name(curveName)
.xValueType(xValueType)
.yValueType(yValueType)
.dayCount(dayCount)
.nodes(nodes)
.interpolator(interpolator)
.extrapolatorLeft(extrapolatorLeft)
.extrapolatorRight(extrapolatorRight)
.build();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code LoadedCurveSettings}.
*/
private static MetaBean META_BEAN = LightMetaBean.of(LoadedCurveSettings.class);
/**
* The meta-bean for {@code LoadedCurveSettings}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return META_BEAN;
}
static {
JodaBeanUtils.registerMetaBean(META_BEAN);
}
private LoadedCurveSettings(
CurveName curveName,
ValueType xValueType,
ValueType yValueType,
DayCount dayCount,
CurveInterpolator interpolator,
CurveExtrapolator extrapolatorLeft,
CurveExtrapolator extrapolatorRight) {
JodaBeanUtils.notNull(curveName, "curveName");
JodaBeanUtils.notNull(xValueType, "xValueType");
JodaBeanUtils.notNull(yValueType, "yValueType");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(interpolator, "interpolator");
JodaBeanUtils.notNull(extrapolatorLeft, "extrapolatorLeft");
JodaBeanUtils.notNull(extrapolatorRight, "extrapolatorRight");
this.curveName = curveName;
this.xValueType = xValueType;
this.yValueType = yValueType;
this.dayCount = dayCount;
this.interpolator = interpolator;
this.extrapolatorLeft = extrapolatorLeft;
this.extrapolatorRight = extrapolatorRight;
}
@Override
public MetaBean metaBean() {
return META_BEAN;
}
@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 curve name.
* @return the value of the property, not null
*/
public CurveName getCurveName() {
return curveName;
}
//-----------------------------------------------------------------------
/**
* Gets the x-value type.
* @return the value of the property, not null
*/
public ValueType getXValueType() {
return xValueType;
}
//-----------------------------------------------------------------------
/**
* Gets the y-value type.
* @return the value of the property, not null
*/
public ValueType getYValueType() {
return yValueType;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the interpolator.
* @return the value of the property, not null
*/
public CurveInterpolator getInterpolator() {
return interpolator;
}
//-----------------------------------------------------------------------
/**
* Gets the extrapolator used to find points to the left of the leftmost point on the curve.
* @return the value of the property, not null
*/
public CurveExtrapolator getExtrapolatorLeft() {
return extrapolatorLeft;
}
//-----------------------------------------------------------------------
/**
* Gets the extrapolator used to find points to the right of the rightmost point on the curve.
* @return the value of the property, not null
*/
public CurveExtrapolator getExtrapolatorRight() {
return extrapolatorRight;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
LoadedCurveSettings other = (LoadedCurveSettings) obj;
return JodaBeanUtils.equal(curveName, other.curveName) &&
JodaBeanUtils.equal(xValueType, other.xValueType) &&
JodaBeanUtils.equal(yValueType, other.yValueType) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(interpolator, other.interpolator) &&
JodaBeanUtils.equal(extrapolatorLeft, other.extrapolatorLeft) &&
JodaBeanUtils.equal(extrapolatorRight, other.extrapolatorRight);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(curveName);
hash = hash * 31 + JodaBeanUtils.hashCode(xValueType);
hash = hash * 31 + JodaBeanUtils.hashCode(yValueType);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(interpolator);
hash = hash * 31 + JodaBeanUtils.hashCode(extrapolatorLeft);
hash = hash * 31 + JodaBeanUtils.hashCode(extrapolatorRight);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("LoadedCurveSettings{");
buf.append("curveName").append('=').append(curveName).append(',').append(' ');
buf.append("xValueType").append('=').append(xValueType).append(',').append(' ');
buf.append("yValueType").append('=').append(yValueType).append(',').append(' ');
buf.append("dayCount").append('=').append(dayCount).append(',').append(' ');
buf.append("interpolator").append('=').append(interpolator).append(',').append(' ');
buf.append("extrapolatorLeft").append('=').append(extrapolatorLeft).append(',').append(' ');
buf.append("extrapolatorRight").append('=').append(JodaBeanUtils.toString(extrapolatorRight));
buf.append('}');
return buf.toString();
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}