SeasonalCurve.java

/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.interestrate.curve;

import java.util.Map;

import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.impl.direct.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;

import com.opengamma.analytics.math.curve.FunctionalDoublesCurve;

/**
 * Class describing a monthly seasonal adjustment curve.
 * The curve is piecewise constant on intervals defined by a set of times. 
 * Those times should be calculated using first of month dates and the
 * act/act day counter (the one used for derivatives file).
 */
@BeanDefinition
public final class SeasonalCurve extends FunctionalDoublesCurve {

  /**
   * Constructor for Joda-Beans.
   */
  protected SeasonalCurve() {
  }

  /**
   * Construct a seasonal curve from a reference time and the monthly factors.
   * 
   * @param steps  the steps, not null
   * @param monthlyFactors  the monthly seasonal factors from one month to the next.
   *  The size of the array is 11 (the 12th factor is deduced from the 11 other.
   * @param isAdditive  as the cumulative yearly adjustment is 1). The factors represent
   *  the multiplicative factor from one month to the next. The reference time represent
   *  the initial month for which there is no adjustment.
   */
  public SeasonalCurve(double[] steps, double[] monthlyFactors, boolean isAdditive) {
    super(new SeasonalMonthlyFunction(steps, monthlyFactors, isAdditive));
  }

  //------------------------- AUTOGENERATED START -------------------------
  ///CLOVER:OFF
  /**
   * The meta-bean for {@code SeasonalCurve}.
   * @return the meta-bean, not null
   */
  public static SeasonalCurve.Meta meta() {
    return SeasonalCurve.Meta.INSTANCE;
  }

  static {
    JodaBeanUtils.registerMetaBean(SeasonalCurve.Meta.INSTANCE);
  }

  @Override
  public SeasonalCurve.Meta metaBean() {
    return SeasonalCurve.Meta.INSTANCE;
  }

  //-----------------------------------------------------------------------
  @Override
  public SeasonalCurve clone() {
    return JodaBeanUtils.cloneAlways(this);
  }

  @Override
  public boolean equals(Object obj) {
    if (obj == this) {
      return true;
    }
    if (obj != null && obj.getClass() == this.getClass()) {
      return super.equals(obj);
    }
    return false;
  }

  @Override
  public int hashCode() {
    int hash = 7;
    return hash ^ super.hashCode();
  }

  @Override
  public String toString() {
    StringBuilder buf = new StringBuilder(32);
    buf.append("SeasonalCurve{");
    int len = buf.length();
    toString(buf);
    if (buf.length() > len) {
      buf.setLength(buf.length() - 2);
    }
    buf.append('}');
    return buf.toString();
  }

  @Override
  protected void toString(StringBuilder buf) {
    super.toString(buf);
  }

  //-----------------------------------------------------------------------
  /**
   * The meta-bean for {@code SeasonalCurve}.
   */
  public static final class Meta extends FunctionalDoublesCurve.Meta {
    /**
     * The singleton instance of the meta-bean.
     */
    static final Meta INSTANCE = new Meta();

    /**
     * The meta-properties.
     */
    private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
        this, (DirectMetaPropertyMap) super.metaPropertyMap());

    /**
     * Restricted constructor.
     */
    private Meta() {
    }

    @Override
    public BeanBuilder<? extends SeasonalCurve> builder() {
      return new DirectBeanBuilder<SeasonalCurve>(new SeasonalCurve());
    }

    @Override
    public Class<? extends SeasonalCurve> beanType() {
      return SeasonalCurve.class;
    }

    @Override
    public Map<String, MetaProperty<?>> metaPropertyMap() {
      return _metaPropertyMap$;
    }

    //-----------------------------------------------------------------------
  }

  ///CLOVER:ON
  //-------------------------- AUTOGENERATED END --------------------------
}