/** * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.measure.bond; import java.io.Serializable; import java.util.Set; 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.Property; import org.joda.beans.PropertyDefinition; import org.joda.beans.impl.light.LightMetaBean; import com.opengamma.strata.collect.ArgChecker; import com.opengamma.strata.data.MarketData; import com.opengamma.strata.pricer.bond.BondFutureVolatilities; import com.opengamma.strata.product.SecurityId; /** * The default market data for bond future options. * <p> * This uses a {@link BondFutureOptionMarketDataLookup} to provide a view on {@link MarketData}. */ @BeanDefinition(style = "light") final class DefaultBondFutureOptionMarketData implements BondFutureOptionMarketData, ImmutableBean, Serializable { /** * The lookup. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final BondFutureOptionMarketDataLookup lookup; /** * The market data. */ @PropertyDefinition(validate = "notNull", overrideGet = true) private final MarketData marketData; //------------------------------------------------------------------------- /** * Obtains an instance based on a lookup and market data. * <p> * The lookup knows how to obtain the volatilities from the market data. * This might involve accessing a surface or a cube. * * @param lookup the lookup * @param marketData the market data * @return the rates market view */ public static DefaultBondFutureOptionMarketData of( BondFutureOptionMarketDataLookup lookup, MarketData marketData) { return new DefaultBondFutureOptionMarketData(lookup, marketData); } @ImmutableConstructor private DefaultBondFutureOptionMarketData( BondFutureOptionMarketDataLookup lookup, MarketData marketData) { this.lookup = ArgChecker.notNull(lookup, "lookup"); this.marketData = ArgChecker.notNull(marketData, "marketData"); } //------------------------------------------------------------------------- @Override public BondFutureOptionMarketData withMarketData(MarketData marketData) { return DefaultBondFutureOptionMarketData.of(lookup, marketData); } //------------------------------------------------------------------------- @Override public BondFutureVolatilities volatilities(SecurityId securityId) { return lookup.volatilities(securityId, marketData); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code DefaultBondFutureOptionMarketData}. */ private static MetaBean META_BEAN = LightMetaBean.of(DefaultBondFutureOptionMarketData.class); /** * The meta-bean for {@code DefaultBondFutureOptionMarketData}. * @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; @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 lookup. * @return the value of the property, not null */ @Override public BondFutureOptionMarketDataLookup getLookup() { return lookup; } //----------------------------------------------------------------------- /** * Gets the market data. * @return the value of the property, not null */ @Override public MarketData getMarketData() { return marketData; } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { DefaultBondFutureOptionMarketData other = (DefaultBondFutureOptionMarketData) obj; return JodaBeanUtils.equal(lookup, other.lookup) && JodaBeanUtils.equal(marketData, other.marketData); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(lookup); hash = hash * 31 + JodaBeanUtils.hashCode(marketData); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(96); buf.append("DefaultBondFutureOptionMarketData{"); buf.append("lookup").append('=').append(lookup).append(',').append(' '); buf.append("marketData").append('=').append(JodaBeanUtils.toString(marketData)); buf.append('}'); return buf.toString(); } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }