/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.market.sensitivity;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Set;
import java.util.function.DoubleUnaryOperator;
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.google.common.collect.ComparisonChain;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.FxRateProvider;
/**
* Dummy point sensitivity implementation.
* Based on zero-rate sensitivity.
*/
@BeanDefinition(style = "light")
public final class DummyPointSensitivity
implements PointSensitivity, PointSensitivityBuilder, ImmutableBean, Serializable {
/**
* The currency of the curve for which the sensitivity is computed.
*/
@PropertyDefinition(validate = "notNull")
private final Currency curveCurrency;
/**
* The date that was looked up on the curve.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate date;
/**
* The currency of the sensitivity.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The value of the sensitivity.
*/
@PropertyDefinition(overrideGet = true)
private final double sensitivity;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the curve currency, date and value.
* <p>
* The currency representing the curve is used also for the sensitivity currency.
*
* @param currency the currency of the curve and sensitivity
* @param date the date that was looked up on the curve
* @param sensitivity the value of the sensitivity
* @return the point sensitivity object
*/
public static DummyPointSensitivity of(Currency currency, LocalDate date, double sensitivity) {
return new DummyPointSensitivity(currency, date, currency, sensitivity);
}
/**
* Obtains an instance from the curve currency, date, sensitivity currency and value.
* <p>
* The currency representing the curve is used also for the sensitivity currency.
*
* @param curveCurrency the currency of the curve
* @param date the date that was looked up on the curve
* @param sensitivityCurrency the currency of the sensitivity
* @param sensitivity the value of the sensitivity
* @return the point sensitivity object
*/
public static DummyPointSensitivity of(
Currency curveCurrency,
LocalDate date,
Currency sensitivityCurrency,
double sensitivity) {
return new DummyPointSensitivity(curveCurrency, date, sensitivityCurrency, sensitivity);
}
//-------------------------------------------------------------------------
@Override
public DummyPointSensitivity withCurrency(Currency currency) {
if (this.currency.equals(currency)) {
return this;
}
return new DummyPointSensitivity(curveCurrency, date, currency, sensitivity);
}
@Override
public DummyPointSensitivity withSensitivity(double sensitivity) {
return new DummyPointSensitivity(curveCurrency, date, currency, sensitivity);
}
@Override
public int compareKey(PointSensitivity other) {
if (other instanceof DummyPointSensitivity) {
DummyPointSensitivity otherZero = (DummyPointSensitivity) other;
return ComparisonChain.start()
.compare(curveCurrency, otherZero.curveCurrency)
.compare(currency, otherZero.currency)
.compare(date, otherZero.date)
.result();
}
return getClass().getSimpleName().compareTo(other.getClass().getSimpleName());
}
@Override
public DummyPointSensitivity convertedTo(Currency resultCurrency, FxRateProvider rateProvider) {
return (DummyPointSensitivity) PointSensitivity.super.convertedTo(resultCurrency, rateProvider);
}
//-------------------------------------------------------------------------
@Override
public DummyPointSensitivity multipliedBy(double factor) {
return new DummyPointSensitivity(curveCurrency, date, currency, sensitivity * factor);
}
@Override
public DummyPointSensitivity mapSensitivity(DoubleUnaryOperator operator) {
return new DummyPointSensitivity(curveCurrency, date, currency, operator.applyAsDouble(sensitivity));
}
@Override
public DummyPointSensitivity normalize() {
return this;
}
@Override
public MutablePointSensitivities buildInto(MutablePointSensitivities combination) {
return combination.add(this);
}
@Override
public DummyPointSensitivity cloned() {
return this;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code DummyPointSensitivity}.
*/
private static MetaBean META_BEAN = LightMetaBean.of(DummyPointSensitivity.class);
/**
* The meta-bean for {@code DummyPointSensitivity}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return META_BEAN;
}
static {
JodaBeanUtils.registerMetaBean(META_BEAN);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private DummyPointSensitivity(
Currency curveCurrency,
LocalDate date,
Currency currency,
double sensitivity) {
JodaBeanUtils.notNull(curveCurrency, "curveCurrency");
JodaBeanUtils.notNull(date, "date");
JodaBeanUtils.notNull(currency, "currency");
this.curveCurrency = curveCurrency;
this.date = date;
this.currency = currency;
this.sensitivity = sensitivity;
}
@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 currency of the curve for which the sensitivity is computed.
* @return the value of the property, not null
*/
public Currency getCurveCurrency() {
return curveCurrency;
}
//-----------------------------------------------------------------------
/**
* Gets the date that was looked up on the curve.
* @return the value of the property, not null
*/
public LocalDate getDate() {
return date;
}
//-----------------------------------------------------------------------
/**
* Gets the currency of the sensitivity.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the value of the sensitivity.
* @return the value of the property
*/
@Override
public double getSensitivity() {
return sensitivity;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
DummyPointSensitivity other = (DummyPointSensitivity) obj;
return JodaBeanUtils.equal(curveCurrency, other.curveCurrency) &&
JodaBeanUtils.equal(date, other.date) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(sensitivity, other.sensitivity);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(curveCurrency);
hash = hash * 31 + JodaBeanUtils.hashCode(date);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(sensitivity);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("DummyPointSensitivity{");
buf.append("curveCurrency").append('=').append(curveCurrency).append(',').append(' ');
buf.append("date").append('=').append(date).append(',').append(' ');
buf.append("currency").append('=').append(currency).append(',').append(' ');
buf.append("sensitivity").append('=').append(JodaBeanUtils.toString(sensitivity));
buf.append('}');
return buf.toString();
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}