/** * 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.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.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.collect.ArgChecker; import com.opengamma.strata.collect.array.DoubleArray; import com.opengamma.strata.market.ShiftType; /** * Provides the definition of seasonality for a price index curve. * <p> * The seasonality is describe by a adjustment type and the month on month adjustments. * The adjustment type is usually {@link ShiftType#SCALED} (multiplicative) or {@link ShiftType#ABSOLUTE} (additive). * The month on month adjustment is an array of length 12 with the first element being the * adjustment from January to February, the second element being the adjustment from February to March, * and so on to the 12th element being the adjustment from December to January. */ @BeanDefinition(builderScope = "private") public final class SeasonalityDefinition implements ImmutableBean, Serializable { /** * The month on month adjustment. * <p> * This is an array of length 12, with the first element being the adjustment from * January to February, the second element being the adjustment from February to March, * and so on to the 12th element being the adjustment from December to January. */ @PropertyDefinition(validate = "notNull") private final DoubleArray seasonalityMonthOnMonth; /** * The shift type applied to the unadjusted value and the adjustment. * (value, seasonality) -> adjustmentType.applyShift(value, seasonality). */ @PropertyDefinition(validate = "notNull") private final ShiftType adjustmentType; //------------------------------------------------------------------------- /** * Obtains an instance of the seasonality. * * @param seasonalityMonthOnMonth the month-on-month seasonality * @param adjustmentType the adjustment type * @return the instance */ public static SeasonalityDefinition of(DoubleArray seasonalityMonthOnMonth, ShiftType adjustmentType) { ArgChecker.isTrue(seasonalityMonthOnMonth.size() == 12, "seasonality must be of length 12"); return new SeasonalityDefinition(seasonalityMonthOnMonth, adjustmentType); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code SeasonalityDefinition}. * @return the meta-bean, not null */ public static SeasonalityDefinition.Meta meta() { return SeasonalityDefinition.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(SeasonalityDefinition.Meta.INSTANCE); } /** * The serialization version id. */ private static final long serialVersionUID = 1L; private SeasonalityDefinition( DoubleArray seasonalityMonthOnMonth, ShiftType adjustmentType) { JodaBeanUtils.notNull(seasonalityMonthOnMonth, "seasonalityMonthOnMonth"); JodaBeanUtils.notNull(adjustmentType, "adjustmentType"); this.seasonalityMonthOnMonth = seasonalityMonthOnMonth; this.adjustmentType = adjustmentType; } @Override public SeasonalityDefinition.Meta metaBean() { return SeasonalityDefinition.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 month on month adjustment. * <p> * This is an array of length 12, with the first element being the adjustment from * January to February, the second element being the adjustment from February to March, * and so on to the 12th element being the adjustment from December to January. * @return the value of the property, not null */ public DoubleArray getSeasonalityMonthOnMonth() { return seasonalityMonthOnMonth; } //----------------------------------------------------------------------- /** * Gets the shift type applied to the unadjusted value and the adjustment. * (value, seasonality) -> adjustmentType.applyShift(value, seasonality). * @return the value of the property, not null */ public ShiftType getAdjustmentType() { return adjustmentType; } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { SeasonalityDefinition other = (SeasonalityDefinition) obj; return JodaBeanUtils.equal(seasonalityMonthOnMonth, other.seasonalityMonthOnMonth) && JodaBeanUtils.equal(adjustmentType, other.adjustmentType); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(seasonalityMonthOnMonth); hash = hash * 31 + JodaBeanUtils.hashCode(adjustmentType); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(96); buf.append("SeasonalityDefinition{"); buf.append("seasonalityMonthOnMonth").append('=').append(seasonalityMonthOnMonth).append(',').append(' '); buf.append("adjustmentType").append('=').append(JodaBeanUtils.toString(adjustmentType)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code SeasonalityDefinition}. */ 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 seasonalityMonthOnMonth} property. */ private final MetaProperty<DoubleArray> seasonalityMonthOnMonth = DirectMetaProperty.ofImmutable( this, "seasonalityMonthOnMonth", SeasonalityDefinition.class, DoubleArray.class); /** * The meta-property for the {@code adjustmentType} property. */ private final MetaProperty<ShiftType> adjustmentType = DirectMetaProperty.ofImmutable( this, "adjustmentType", SeasonalityDefinition.class, ShiftType.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "seasonalityMonthOnMonth", "adjustmentType"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case -731183871: // seasonalityMonthOnMonth return seasonalityMonthOnMonth; case -1002343865: // adjustmentType return adjustmentType; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder<? extends SeasonalityDefinition> builder() { return new SeasonalityDefinition.Builder(); } @Override public Class<? extends SeasonalityDefinition> beanType() { return SeasonalityDefinition.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code seasonalityMonthOnMonth} property. * @return the meta-property, not null */ public MetaProperty<DoubleArray> seasonalityMonthOnMonth() { return seasonalityMonthOnMonth; } /** * The meta-property for the {@code adjustmentType} property. * @return the meta-property, not null */ public MetaProperty<ShiftType> adjustmentType() { return adjustmentType; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -731183871: // seasonalityMonthOnMonth return ((SeasonalityDefinition) bean).getSeasonalityMonthOnMonth(); case -1002343865: // adjustmentType return ((SeasonalityDefinition) bean).getAdjustmentType(); } 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 SeasonalityDefinition}. */ private static final class Builder extends DirectFieldsBeanBuilder<SeasonalityDefinition> { private DoubleArray seasonalityMonthOnMonth; private ShiftType adjustmentType; /** * Restricted constructor. */ private Builder() { } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case -731183871: // seasonalityMonthOnMonth return seasonalityMonthOnMonth; case -1002343865: // adjustmentType return adjustmentType; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case -731183871: // seasonalityMonthOnMonth this.seasonalityMonthOnMonth = (DoubleArray) newValue; break; case -1002343865: // adjustmentType this.adjustmentType = (ShiftType) 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 SeasonalityDefinition build() { return new SeasonalityDefinition( seasonalityMonthOnMonth, adjustmentType); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(96); buf.append("SeasonalityDefinition.Builder{"); buf.append("seasonalityMonthOnMonth").append('=').append(JodaBeanUtils.toString(seasonalityMonthOnMonth)).append(',').append(' '); buf.append("adjustmentType").append('=').append(JodaBeanUtils.toString(adjustmentType)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }