/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.market.curve; import java.io.Serializable; import java.util.List; import java.util.Map; import java.util.NoSuchElementException; import java.util.Optional; import java.util.Set; import org.joda.beans.Bean; import org.joda.beans.BeanBuilder; import org.joda.beans.BeanDefinition; import org.joda.beans.ImmutableBean; import org.joda.beans.ImmutableDefaults; 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.google.common.collect.ImmutableMap; import com.opengamma.strata.collect.Messages; import com.opengamma.strata.market.ValueType; import com.opengamma.strata.market.param.ParameterMetadata; /** * Default metadata for a curve. * <p> * This implementation of {@link CurveMetadata} provides the curve name and nodes. */ @BeanDefinition(builderScope = "private", constructorScope = "package") public final class DefaultCurveMetadata implements CurveMetadata, ImmutableBean, Serializable { /** * The curve name. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final CurveName curveName; /** * The x-value type, providing meaning to the x-values of the curve. * <p> * This type provides meaning to the x-values. For example, the x-value might * represent a year fraction, as represented using {@link ValueType#YEAR_FRACTION}. * <p> * If using the builder, this defaults to {@link ValueType#UNKNOWN}. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final ValueType xValueType; /** * The y-value type, providing meaning to the y-values of the curve. * <p> * This type provides meaning to the y-values. For example, the y-value might * represent a zero rate, as represented using {@link ValueType#ZERO_RATE}. * <p> * If using the builder, this defaults to {@link ValueType#UNKNOWN}. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final ValueType yValueType; /** * The additional curve information. * <p> * This stores additional information for the curve. * <p> * The most common information is the {@linkplain CurveInfoType#DAY_COUNT day count} * and {@linkplain CurveInfoType#JACOBIAN curve calibration Jacobian}. */ @PropertyDefinition(validate = "notNull") private final ImmutableMap<CurveInfoType<?>, Object> info; /** * The metadata about the parameters. * <p> * If present, the parameter metadata will match the number of parameters on the curve. */ @PropertyDefinition(get = "optional", overrideGet = true, type = "List<>", builderType = "List<? extends ParameterMetadata>") private final ImmutableList<ParameterMetadata> parameterMetadata; //------------------------------------------------------------------------- /** * Creates the metadata. * <p> * No information will be available for the x-values, y-values or parameters. * * @param name the curve name * @return the metadata */ public static DefaultCurveMetadata of(String name) { return of(CurveName.of(name)); } /** * Creates the metadata. * <p> * No information will be available for the x-values, y-values or parameters. * * @param name the curve name * @return the metadata */ public static DefaultCurveMetadata of(CurveName name) { return new DefaultCurveMetadata(name, ValueType.UNKNOWN, ValueType.UNKNOWN, ImmutableMap.of(), null); } /** * Returns a builder used to create an instance of the bean. * * @return the builder, not null */ public static DefaultCurveMetadataBuilder builder() { return new DefaultCurveMetadataBuilder(); } //------------------------------------------------------------------------- @ImmutableDefaults private static void applyDefaults(Builder builder) { builder.xValueType = ValueType.UNKNOWN; builder.yValueType = ValueType.UNKNOWN; } //------------------------------------------------------------------------- @Override public <T> T getInfo(CurveInfoType<T> type) { // overridden for performance @SuppressWarnings("unchecked") T value = (T) info.get(type); if (value == null) { throw new IllegalArgumentException(Messages.format("Curve info not found for type '{}'", type)); } return value; } @SuppressWarnings("unchecked") @Override public <T> Optional<T> findInfo(CurveInfoType<T> type) { return Optional.ofNullable((T) info.get(type)); } //------------------------------------------------------------------------- @Override public <T> DefaultCurveMetadata withInfo(CurveInfoType<T> type, T value) { return toBuilder().addInfo(type, value).build(); } @Override public DefaultCurveMetadata withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) { if (parameterMetadata == null) { return this.parameterMetadata != null ? toBuilder().clearParameterMetadata().build() : this; } return toBuilder().parameterMetadata(parameterMetadata).build(); } //------------------------------------------------------------------------- /** * Returns a mutable builder initialized with the state of this bean. * * @return the mutable builder, not null */ public DefaultCurveMetadataBuilder toBuilder() { return new DefaultCurveMetadataBuilder(this); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code DefaultCurveMetadata}. * @return the meta-bean, not null */ public static DefaultCurveMetadata.Meta meta() { return DefaultCurveMetadata.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(DefaultCurveMetadata.Meta.INSTANCE); } /** * The serialization version id. */ private static final long serialVersionUID = 1L; /** * Creates an instance. * @param curveName the value of the property, not null * @param xValueType the value of the property, not null * @param yValueType the value of the property, not null * @param info the value of the property, not null * @param parameterMetadata the value of the property */ DefaultCurveMetadata( CurveName curveName, ValueType xValueType, ValueType yValueType, Map<CurveInfoType<?>, Object> info, List<? extends ParameterMetadata> parameterMetadata) { JodaBeanUtils.notNull(curveName, "curveName"); JodaBeanUtils.notNull(xValueType, "xValueType"); JodaBeanUtils.notNull(yValueType, "yValueType"); JodaBeanUtils.notNull(info, "info"); this.curveName = curveName; this.xValueType = xValueType; this.yValueType = yValueType; this.info = ImmutableMap.copyOf(info); this.parameterMetadata = (parameterMetadata != null ? ImmutableList.copyOf(parameterMetadata) : null); } @Override public DefaultCurveMetadata.Meta metaBean() { return DefaultCurveMetadata.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 curve name. * @return the value of the property, not null */ @Override public CurveName getCurveName() { return curveName; } //----------------------------------------------------------------------- /** * Gets the x-value type, providing meaning to the x-values of the curve. * <p> * This type provides meaning to the x-values. For example, the x-value might * represent a year fraction, as represented using {@link ValueType#YEAR_FRACTION}. * <p> * If using the builder, this defaults to {@link ValueType#UNKNOWN}. * @return the value of the property, not null */ @Override public ValueType getXValueType() { return xValueType; } //----------------------------------------------------------------------- /** * Gets the y-value type, providing meaning to the y-values of the curve. * <p> * This type provides meaning to the y-values. For example, the y-value might * represent a zero rate, as represented using {@link ValueType#ZERO_RATE}. * <p> * If using the builder, this defaults to {@link ValueType#UNKNOWN}. * @return the value of the property, not null */ @Override public ValueType getYValueType() { return yValueType; } //----------------------------------------------------------------------- /** * Gets the additional curve information. * <p> * This stores additional information for the curve. * <p> * The most common information is the {@linkplain CurveInfoType#DAY_COUNT day count} * and {@linkplain CurveInfoType#JACOBIAN curve calibration Jacobian}. * @return the value of the property, not null */ public ImmutableMap<CurveInfoType<?>, Object> getInfo() { return info; } //----------------------------------------------------------------------- /** * Gets the metadata about the parameters. * <p> * If present, the parameter metadata will match the number of parameters on the curve. * @return the optional value of the property, not null */ @Override public Optional<List<ParameterMetadata>> getParameterMetadata() { return Optional.ofNullable(parameterMetadata); } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { DefaultCurveMetadata other = (DefaultCurveMetadata) obj; return JodaBeanUtils.equal(curveName, other.curveName) && JodaBeanUtils.equal(xValueType, other.xValueType) && JodaBeanUtils.equal(yValueType, other.yValueType) && JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(parameterMetadata, other.parameterMetadata); } 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(info); hash = hash * 31 + JodaBeanUtils.hashCode(parameterMetadata); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(192); buf.append("DefaultCurveMetadata{"); 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("info").append('=').append(info).append(',').append(' '); buf.append("parameterMetadata").append('=').append(JodaBeanUtils.toString(parameterMetadata)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code DefaultCurveMetadata}. */ 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 curveName} property. */ private final MetaProperty<CurveName> curveName = DirectMetaProperty.ofImmutable( this, "curveName", DefaultCurveMetadata.class, CurveName.class); /** * The meta-property for the {@code xValueType} property. */ private final MetaProperty<ValueType> xValueType = DirectMetaProperty.ofImmutable( this, "xValueType", DefaultCurveMetadata.class, ValueType.class); /** * The meta-property for the {@code yValueType} property. */ private final MetaProperty<ValueType> yValueType = DirectMetaProperty.ofImmutable( this, "yValueType", DefaultCurveMetadata.class, ValueType.class); /** * The meta-property for the {@code info} property. */ @SuppressWarnings({"unchecked", "rawtypes" }) private final MetaProperty<ImmutableMap<CurveInfoType<?>, Object>> info = DirectMetaProperty.ofImmutable( this, "info", DefaultCurveMetadata.class, (Class) ImmutableMap.class); /** * The meta-property for the {@code parameterMetadata} property. */ @SuppressWarnings({"unchecked", "rawtypes" }) private final MetaProperty<List<ParameterMetadata>> parameterMetadata = DirectMetaProperty.ofImmutable( this, "parameterMetadata", DefaultCurveMetadata.class, (Class) List.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "curveName", "xValueType", "yValueType", "info", "parameterMetadata"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case 771153946: // curveName return curveName; case -868509005: // xValueType return xValueType; case -1065022510: // yValueType return yValueType; case 3237038: // info return info; case -1169106440: // parameterMetadata return parameterMetadata; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder<? extends DefaultCurveMetadata> builder() { return new DefaultCurveMetadata.Builder(); } @Override public Class<? extends DefaultCurveMetadata> beanType() { return DefaultCurveMetadata.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code curveName} property. * @return the meta-property, not null */ public MetaProperty<CurveName> curveName() { return curveName; } /** * The meta-property for the {@code xValueType} property. * @return the meta-property, not null */ public MetaProperty<ValueType> xValueType() { return xValueType; } /** * The meta-property for the {@code yValueType} property. * @return the meta-property, not null */ public MetaProperty<ValueType> yValueType() { return yValueType; } /** * The meta-property for the {@code info} property. * @return the meta-property, not null */ public MetaProperty<ImmutableMap<CurveInfoType<?>, Object>> info() { return info; } /** * The meta-property for the {@code parameterMetadata} property. * @return the meta-property, not null */ public MetaProperty<List<ParameterMetadata>> parameterMetadata() { return parameterMetadata; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 771153946: // curveName return ((DefaultCurveMetadata) bean).getCurveName(); case -868509005: // xValueType return ((DefaultCurveMetadata) bean).getXValueType(); case -1065022510: // yValueType return ((DefaultCurveMetadata) bean).getYValueType(); case 3237038: // info return ((DefaultCurveMetadata) bean).getInfo(); case -1169106440: // parameterMetadata return ((DefaultCurveMetadata) bean).parameterMetadata; } 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 DefaultCurveMetadata}. */ private static final class Builder extends DirectFieldsBeanBuilder<DefaultCurveMetadata> { private CurveName curveName; private ValueType xValueType; private ValueType yValueType; private Map<CurveInfoType<?>, Object> info = ImmutableMap.of(); private List<? extends ParameterMetadata> parameterMetadata; /** * Restricted constructor. */ private Builder() { applyDefaults(this); } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case 771153946: // curveName return curveName; case -868509005: // xValueType return xValueType; case -1065022510: // yValueType return yValueType; case 3237038: // info return info; case -1169106440: // parameterMetadata return parameterMetadata; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @SuppressWarnings("unchecked") @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case 771153946: // curveName this.curveName = (CurveName) newValue; break; case -868509005: // xValueType this.xValueType = (ValueType) newValue; break; case -1065022510: // yValueType this.yValueType = (ValueType) newValue; break; case 3237038: // info this.info = (Map<CurveInfoType<?>, Object>) newValue; break; case -1169106440: // parameterMetadata this.parameterMetadata = (List<? extends ParameterMetadata>) 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 DefaultCurveMetadata build() { return new DefaultCurveMetadata( curveName, xValueType, yValueType, info, parameterMetadata); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(192); buf.append("DefaultCurveMetadata.Builder{"); buf.append("curveName").append('=').append(JodaBeanUtils.toString(curveName)).append(',').append(' '); buf.append("xValueType").append('=').append(JodaBeanUtils.toString(xValueType)).append(',').append(' '); buf.append("yValueType").append('=').append(JodaBeanUtils.toString(yValueType)).append(',').append(' '); buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' '); buf.append("parameterMetadata").append('=').append(JodaBeanUtils.toString(parameterMetadata)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }