/**
* 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.util.HashMap;
import java.util.List;
import java.util.Map;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.param.ParameterMetadata;
/**
* Builder for curve metadata.
* <p>
* This is created using {@link DefaultCurveMetadata#builder()}.
*/
public final class DefaultCurveMetadataBuilder {
/**
* The curve name.
*/
private 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}.
* It defaults to {@link ValueType#UNKNOWN}.
*/
private ValueType xValueType = ValueType.UNKNOWN;
/**
* 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}.
* It defaults to {@link ValueType#UNKNOWN}.
*/
private ValueType yValueType = ValueType.UNKNOWN;
/**
* 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}.
*/
private final Map<CurveInfoType<?>, Object> info = new HashMap<>();
/**
* The metadata about the parameters.
* <p>
* If present, the parameter metadata will match the number of parameters on the curve.
*/
private List<ParameterMetadata> parameterMetadata;
/**
* Restricted constructor.
*/
DefaultCurveMetadataBuilder() {
}
/**
* Restricted copy constructor.
*
* @param beanToCopy the bean to copy from
*/
DefaultCurveMetadataBuilder(DefaultCurveMetadata beanToCopy) {
this.curveName = beanToCopy.getCurveName();
this.xValueType = beanToCopy.getXValueType();
this.yValueType = beanToCopy.getYValueType();
this.info.putAll(beanToCopy.getInfo());
this.parameterMetadata = beanToCopy.getParameterMetadata().orElse(null);
}
//-----------------------------------------------------------------------
/**
* Sets the curve name.
*
* @param curveName the curve name
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder curveName(String curveName) {
this.curveName = CurveName.of(curveName);
return this;
}
/**
* Sets the curve name.
*
* @param curveName the curve name
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder curveName(CurveName curveName) {
this.curveName = ArgChecker.notNull(curveName, "curveName");
return this;
}
//-------------------------------------------------------------------------
/**
* Sets 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}.
*
* @param xValueType the x-value type
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder xValueType(ValueType xValueType) {
this.xValueType = ArgChecker.notNull(xValueType, "xValueType");
return this;
}
//-------------------------------------------------------------------------
/**
* Sets 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}.
*
* @param yValueType the y-value type
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder yValueType(ValueType yValueType) {
this.yValueType = ArgChecker.notNull(yValueType, "yValueType");
return this;
}
//-------------------------------------------------------------------------
/**
* Sets the day count.
* <p>
* This stores the day count in the additional information map using the
* key {@link CurveInfoType#DAY_COUNT}.
* <p>
* This is stored in the additional information map using {@code Map.put} semantics,
* removing the key if the day count is null.
*
* @param dayCount the day count, may be null
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder dayCount(DayCount dayCount) {
return addInfo(CurveInfoType.DAY_COUNT, dayCount);
}
//-------------------------------------------------------------------------
/**
* Sets the calibration information.
* <p>
* This stores the calibration information in the additional information map
* using the key {@link CurveInfoType#JACOBIAN}.
* <p>
* This is stored in the additional information map using {@code Map.put} semantics,
* removing the key if the jacobian is null.
*
* @param jacobian the calibration information, may be null
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder jacobian(JacobianCalibrationMatrix jacobian) {
return addInfo(CurveInfoType.JACOBIAN, jacobian);
}
//-------------------------------------------------------------------------
/**
* Adds a single piece of additional information.
* <p>
* This is stored in the additional information map using {@code Map.put} semantics,
* removing the key if the instance is null.
*
* @param <T> the type of the info
* @param type the type to store under
* @param value the value to store, may be null
* @return this, for chaining
*/
public <T> DefaultCurveMetadataBuilder addInfo(CurveInfoType<T> type, T value) {
ArgChecker.notNull(type, "type");
if (value != null) {
this.info.put(type, value);
} else {
this.info.remove(type);
}
return this;
}
//-------------------------------------------------------------------------
/**
* Sets the parameter-level metadata.
* <p>
* The parameter metadata must match the number of parameters on the curve.
* This will replace the existing parameter-level metadata.
*
* @param parameterMetadata the parameter metadata
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) {
this.parameterMetadata = ImmutableList.copyOf(parameterMetadata);
return this;
}
/**
* Sets the parameter-level metadata.
* <p>
* The parameter metadata must match the number of parameters on the curve.
* This will replace the existing parameter-level metadata.
*
* @param parameterMetadata the parameter metadata
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder parameterMetadata(ParameterMetadata... parameterMetadata) {
this.parameterMetadata = ImmutableList.copyOf(parameterMetadata);
return this;
}
/**
* Clears the parameter-level metadata.
* <p>
* The existing parameter-level metadata will be removed.
*
* @return this, for chaining
*/
public DefaultCurveMetadataBuilder clearParameterMetadata() {
this.parameterMetadata = null;
return this;
}
//-------------------------------------------------------------------------
/**
* Builds the metadata instance.
*
* @return the instance
*/
public DefaultCurveMetadata build() {
return new DefaultCurveMetadata(curveName, xValueType, yValueType, info, parameterMetadata);
}
}