/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.fxopt;
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.array.DoubleMatrix;
/**
* Combines information about a volatility and its sensitivities.
* <p>
* This contains a volatility calculated at a particular x and y and the bucketed sensitivities
* of this value to the volatility data points that were used to construct the surface.
*/
@BeanDefinition(builderScope = "private")
public final class VolatilityAndBucketedSensitivities
implements ImmutableBean, Serializable {
/**
* The volatility.
*/
@PropertyDefinition
private final double volatility;
/**
* The sensitivities.
*/
@PropertyDefinition(validate = "notNull")
private final DoubleMatrix sensitivities;
//-------------------------------------------------------------------------
/**
* Obtains an instance.
*
* @param volatility the volatility
* @param sensitivities the bucketed sensitivities
* @return the volatility and sensitivities
*/
public static VolatilityAndBucketedSensitivities of(double volatility, DoubleMatrix sensitivities) {
return new VolatilityAndBucketedSensitivities(volatility, sensitivities);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code VolatilityAndBucketedSensitivities}.
* @return the meta-bean, not null
*/
public static VolatilityAndBucketedSensitivities.Meta meta() {
return VolatilityAndBucketedSensitivities.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(VolatilityAndBucketedSensitivities.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private VolatilityAndBucketedSensitivities(
double volatility,
DoubleMatrix sensitivities) {
JodaBeanUtils.notNull(sensitivities, "sensitivities");
this.volatility = volatility;
this.sensitivities = sensitivities;
}
@Override
public VolatilityAndBucketedSensitivities.Meta metaBean() {
return VolatilityAndBucketedSensitivities.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 volatility.
* @return the value of the property
*/
public double getVolatility() {
return volatility;
}
//-----------------------------------------------------------------------
/**
* Gets the sensitivities.
* @return the value of the property, not null
*/
public DoubleMatrix getSensitivities() {
return sensitivities;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
VolatilityAndBucketedSensitivities other = (VolatilityAndBucketedSensitivities) obj;
return JodaBeanUtils.equal(volatility, other.volatility) &&
JodaBeanUtils.equal(sensitivities, other.sensitivities);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(volatility);
hash = hash * 31 + JodaBeanUtils.hashCode(sensitivities);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("VolatilityAndBucketedSensitivities{");
buf.append("volatility").append('=').append(volatility).append(',').append(' ');
buf.append("sensitivities").append('=').append(JodaBeanUtils.toString(sensitivities));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code VolatilityAndBucketedSensitivities}.
*/
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 volatility} property.
*/
private final MetaProperty<Double> volatility = DirectMetaProperty.ofImmutable(
this, "volatility", VolatilityAndBucketedSensitivities.class, Double.TYPE);
/**
* The meta-property for the {@code sensitivities} property.
*/
private final MetaProperty<DoubleMatrix> sensitivities = DirectMetaProperty.ofImmutable(
this, "sensitivities", VolatilityAndBucketedSensitivities.class, DoubleMatrix.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"volatility",
"sensitivities");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1917967323: // volatility
return volatility;
case 1226228605: // sensitivities
return sensitivities;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends VolatilityAndBucketedSensitivities> builder() {
return new VolatilityAndBucketedSensitivities.Builder();
}
@Override
public Class<? extends VolatilityAndBucketedSensitivities> beanType() {
return VolatilityAndBucketedSensitivities.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code volatility} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> volatility() {
return volatility;
}
/**
* The meta-property for the {@code sensitivities} property.
* @return the meta-property, not null
*/
public MetaProperty<DoubleMatrix> sensitivities() {
return sensitivities;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1917967323: // volatility
return ((VolatilityAndBucketedSensitivities) bean).getVolatility();
case 1226228605: // sensitivities
return ((VolatilityAndBucketedSensitivities) bean).getSensitivities();
}
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 VolatilityAndBucketedSensitivities}.
*/
private static final class Builder extends DirectFieldsBeanBuilder<VolatilityAndBucketedSensitivities> {
private double volatility;
private DoubleMatrix sensitivities;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1917967323: // volatility
return volatility;
case 1226228605: // sensitivities
return sensitivities;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1917967323: // volatility
this.volatility = (Double) newValue;
break;
case 1226228605: // sensitivities
this.sensitivities = (DoubleMatrix) 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 VolatilityAndBucketedSensitivities build() {
return new VolatilityAndBucketedSensitivities(
volatility,
sensitivities);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("VolatilityAndBucketedSensitivities.Builder{");
buf.append("volatility").append('=').append(JodaBeanUtils.toString(volatility)).append(',').append(' ');
buf.append("sensitivities").append('=').append(JodaBeanUtils.toString(sensitivities));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}