/** * Copyright (C) 2016 - 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.time.LocalDate; import java.time.YearMonth; import java.util.Map; import java.util.NoSuchElementException; 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.ImmutableConstructor; import org.joda.beans.JodaBeanUtils; import org.joda.beans.MetaBean; 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.opengamma.strata.basics.ReferenceData; import com.opengamma.strata.collect.array.DoubleArray; import com.opengamma.strata.market.ShiftType; import com.opengamma.strata.market.ValueType; /** * Provides the definition of how to calibrate a curve for inflation, optionally including seasonality. * <p> * This allows a "normal" curve definition to be combined with the last fixing, * optionally adding seasonality. */ @BeanDefinition(builderScope = "private", metaScope = "private") final class InflationNodalCurveDefinition implements NodalCurveDefinition, ImmutableBean, Serializable { /** * The no seasonality definition. */ private static final SeasonalityDefinition NO_SEASONALITY_DEFINITION = SeasonalityDefinition.of(DoubleArray.filled(12, 1d), ShiftType.SCALED); /** * The curve name. */ @PropertyDefinition(validate = "notNull") private final NodalCurveDefinition curveWithoutFixingDefinition; /** * Last fixing date. */ @PropertyDefinition(validate = "notNull") private final YearMonth lastFixingMonth; /** * Last fixing value. */ @PropertyDefinition private final double lastFixingValue; /** * The seasonality definition associated to the curve. */ @PropertyDefinition(validate = "notNull") private final SeasonalityDefinition seasonalityDefinition; //------------------------------------------------------------------------- // restricted constructor @ImmutableConstructor InflationNodalCurveDefinition( NodalCurveDefinition curveWithoutFixing, YearMonth lastFixingMonth, double lastFixingValue, SeasonalityDefinition seasonalityDefinition) { this.curveWithoutFixingDefinition = curveWithoutFixing; this.lastFixingMonth = lastFixingMonth; this.lastFixingValue = lastFixingValue; if (seasonalityDefinition == null) { this.seasonalityDefinition = NO_SEASONALITY_DEFINITION; } else { this.seasonalityDefinition = seasonalityDefinition; } } @Override public CurveName getName() { return curveWithoutFixingDefinition.getName(); } @Override public ValueType getYValueType() { return curveWithoutFixingDefinition.getYValueType(); } @Override public ImmutableList<CurveNode> getNodes() { return curveWithoutFixingDefinition.getNodes(); } @Override public NodalCurveDefinition filtered(LocalDate valuationDate, ReferenceData refData) { return curveWithoutFixingDefinition.filtered(valuationDate, refData); } @Override public CurveMetadata metadata(LocalDate valuationDate, ReferenceData refData) { return curveWithoutFixingDefinition.metadata(valuationDate, refData); } @Override public NodalCurve curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters) { NodalCurve curveWithoutFixing = curveWithoutFixingDefinition.curve(valuationDate, metadata, parameters); return InflationNodalCurve.of( curveWithoutFixing, valuationDate, lastFixingMonth, lastFixingValue, seasonalityDefinition); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code InflationNodalCurveDefinition}. * @return the meta-bean, not null */ public static MetaBean meta() { return InflationNodalCurveDefinition.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(InflationNodalCurveDefinition.Meta.INSTANCE); } /** * The serialization version id. */ private static final long serialVersionUID = 1L; @Override public MetaBean metaBean() { return InflationNodalCurveDefinition.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 */ public NodalCurveDefinition getCurveWithoutFixingDefinition() { return curveWithoutFixingDefinition; } //----------------------------------------------------------------------- /** * Gets last fixing date. * @return the value of the property, not null */ public YearMonth getLastFixingMonth() { return lastFixingMonth; } //----------------------------------------------------------------------- /** * Gets last fixing value. * @return the value of the property */ public double getLastFixingValue() { return lastFixingValue; } //----------------------------------------------------------------------- /** * Gets the seasonality definition associated to the curve. * @return the value of the property, not null */ public SeasonalityDefinition getSeasonalityDefinition() { return seasonalityDefinition; } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { InflationNodalCurveDefinition other = (InflationNodalCurveDefinition) obj; return JodaBeanUtils.equal(curveWithoutFixingDefinition, other.curveWithoutFixingDefinition) && JodaBeanUtils.equal(lastFixingMonth, other.lastFixingMonth) && JodaBeanUtils.equal(lastFixingValue, other.lastFixingValue) && JodaBeanUtils.equal(seasonalityDefinition, other.seasonalityDefinition); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(curveWithoutFixingDefinition); hash = hash * 31 + JodaBeanUtils.hashCode(lastFixingMonth); hash = hash * 31 + JodaBeanUtils.hashCode(lastFixingValue); hash = hash * 31 + JodaBeanUtils.hashCode(seasonalityDefinition); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("InflationNodalCurveDefinition{"); buf.append("curveWithoutFixingDefinition").append('=').append(curveWithoutFixingDefinition).append(',').append(' '); buf.append("lastFixingMonth").append('=').append(lastFixingMonth).append(',').append(' '); buf.append("lastFixingValue").append('=').append(lastFixingValue).append(',').append(' '); buf.append("seasonalityDefinition").append('=').append(JodaBeanUtils.toString(seasonalityDefinition)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code InflationNodalCurveDefinition}. */ private 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 curveWithoutFixingDefinition} property. */ private final MetaProperty<NodalCurveDefinition> curveWithoutFixingDefinition = DirectMetaProperty.ofImmutable( this, "curveWithoutFixingDefinition", InflationNodalCurveDefinition.class, NodalCurveDefinition.class); /** * The meta-property for the {@code lastFixingMonth} property. */ private final MetaProperty<YearMonth> lastFixingMonth = DirectMetaProperty.ofImmutable( this, "lastFixingMonth", InflationNodalCurveDefinition.class, YearMonth.class); /** * The meta-property for the {@code lastFixingValue} property. */ private final MetaProperty<Double> lastFixingValue = DirectMetaProperty.ofImmutable( this, "lastFixingValue", InflationNodalCurveDefinition.class, Double.TYPE); /** * The meta-property for the {@code seasonalityDefinition} property. */ private final MetaProperty<SeasonalityDefinition> seasonalityDefinition = DirectMetaProperty.ofImmutable( this, "seasonalityDefinition", InflationNodalCurveDefinition.class, SeasonalityDefinition.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "curveWithoutFixingDefinition", "lastFixingMonth", "lastFixingValue", "seasonalityDefinition"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case -249814055: // curveWithoutFixingDefinition return curveWithoutFixingDefinition; case -1842439587: // lastFixingMonth return lastFixingMonth; case -1834546866: // lastFixingValue return lastFixingValue; case 1835044115: // seasonalityDefinition return seasonalityDefinition; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder<? extends InflationNodalCurveDefinition> builder() { return new InflationNodalCurveDefinition.Builder(); } @Override public Class<? extends InflationNodalCurveDefinition> beanType() { return InflationNodalCurveDefinition.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -249814055: // curveWithoutFixingDefinition return ((InflationNodalCurveDefinition) bean).getCurveWithoutFixingDefinition(); case -1842439587: // lastFixingMonth return ((InflationNodalCurveDefinition) bean).getLastFixingMonth(); case -1834546866: // lastFixingValue return ((InflationNodalCurveDefinition) bean).getLastFixingValue(); case 1835044115: // seasonalityDefinition return ((InflationNodalCurveDefinition) bean).getSeasonalityDefinition(); } 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 InflationNodalCurveDefinition}. */ private static final class Builder extends DirectFieldsBeanBuilder<InflationNodalCurveDefinition> { private NodalCurveDefinition curveWithoutFixingDefinition; private YearMonth lastFixingMonth; private double lastFixingValue; private SeasonalityDefinition seasonalityDefinition; /** * Restricted constructor. */ private Builder() { } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case -249814055: // curveWithoutFixingDefinition return curveWithoutFixingDefinition; case -1842439587: // lastFixingMonth return lastFixingMonth; case -1834546866: // lastFixingValue return lastFixingValue; case 1835044115: // seasonalityDefinition return seasonalityDefinition; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case -249814055: // curveWithoutFixingDefinition this.curveWithoutFixingDefinition = (NodalCurveDefinition) newValue; break; case -1842439587: // lastFixingMonth this.lastFixingMonth = (YearMonth) newValue; break; case -1834546866: // lastFixingValue this.lastFixingValue = (Double) newValue; break; case 1835044115: // seasonalityDefinition this.seasonalityDefinition = (SeasonalityDefinition) 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(InflationNodalCurveDefinition.Meta.INSTANCE.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 InflationNodalCurveDefinition build() { return new InflationNodalCurveDefinition( curveWithoutFixingDefinition, lastFixingMonth, lastFixingValue, seasonalityDefinition); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("InflationNodalCurveDefinition.Builder{"); buf.append("curveWithoutFixingDefinition").append('=').append(JodaBeanUtils.toString(curveWithoutFixingDefinition)).append(',').append(' '); buf.append("lastFixingMonth").append('=').append(JodaBeanUtils.toString(lastFixingMonth)).append(',').append(' '); buf.append("lastFixingValue").append('=').append(JodaBeanUtils.toString(lastFixingValue)).append(',').append(' '); buf.append("seasonalityDefinition").append('=').append(JodaBeanUtils.toString(seasonalityDefinition)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }