/**
* Copyright (C) 2013 - 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 java.util.Set;
import org.apache.commons.lang.Validate;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
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.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.interpolation.CombinedInterpolatorExtrapolatorFactory;
import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.analytics.math.interpolation.Interpolator1DFactory;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
/**
* Monthly seasonal adjustments (used in particular for inflation curves).
*/
class SeasonalMonthlyFunction extends Function1D<Double, Double> implements Bean {
/**
* The cumulative multiplicative seasonal factors from the reference time to the next.
* Array of size multiple of 12.
*/
@PropertyDefinition(get = "private")
private final double[] _monthlyCumulativeFactors;
/**
* The steps in the monthly seasonal adjustments.
*/
@PropertyDefinition(get = "private")
private final double[] _steps;
/**
* The number of month in a year.
*/
private static final int NB_MONTH = 12;
private static final Interpolator1D INTERPOLATOR_STEP_FLAT =
CombinedInterpolatorExtrapolatorFactory.getInterpolator(Interpolator1DFactory.STEP,
Interpolator1DFactory.FLAT_EXTRAPOLATOR, Interpolator1DFactory.FLAT_EXTRAPOLATOR);
/**
* Constructor for the monthly seasonal adjustments.
* @param steps
* @param monthlyFactors
* @param isAdditive
*/
public SeasonalMonthlyFunction(double[] steps, double[] monthlyFactors, boolean isAdditive) {
Validate.notNull(monthlyFactors, "Monthly factors");
Validate.notNull(steps, "steps");
Validate.isTrue(monthlyFactors.length == NB_MONTH - 1, "Monthly factors with incorrect length; should be 11");
Validate.notNull(isAdditive, "isAdditive");
_steps = steps;
double[] cumulativeFactors = new double[NB_MONTH]; // monthly factors
if (isAdditive) {
cumulativeFactors[0] = 0.0;
for (int loopmonth = 1; loopmonth < NB_MONTH; loopmonth++) {
cumulativeFactors[loopmonth] = cumulativeFactors[loopmonth - 1] + monthlyFactors[loopmonth - 1];
}
} else {
cumulativeFactors[0] = 1.0;
for (int loopmonth = 1; loopmonth < NB_MONTH; loopmonth++) {
cumulativeFactors[loopmonth] = cumulativeFactors[loopmonth - 1] * monthlyFactors[loopmonth - 1];
}
}
//Constructing a 12-periodic vector of the same size of the step vector, and using the vector cumulative.
final int numberOfSteps = steps.length;
_monthlyCumulativeFactors = new double[numberOfSteps];
for (int loopmonth = 0; loopmonth < numberOfSteps; loopmonth++) {
_monthlyCumulativeFactors[loopmonth] = cumulativeFactors[loopmonth % 12];
}
}
@Override
public Double evaluate(Double x) {
Interpolator1DDataBundle dataBundle = INTERPOLATOR_STEP_FLAT.getDataBundleFromSortedArrays(_steps, _monthlyCumulativeFactors);
return INTERPOLATOR_STEP_FLAT.interpolate(dataBundle, x);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SeasonalFunction}.
* @return the meta-bean, not null
*/
public static SeasonalMonthlyFunction.Meta meta() {
return SeasonalMonthlyFunction.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SeasonalMonthlyFunction.Meta.INSTANCE);
}
@Override
public SeasonalMonthlyFunction.Meta metaBean() {
return SeasonalMonthlyFunction.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 cumulative multiplicative seasonal factors from the reference time to the next. Array of size 12 (the 1st is 1.0, it is added to simplify the implementation).
* @return the value of the property
*/
private double[] getMonthlyCumulativeFactors() {
return (_monthlyCumulativeFactors != null ? _monthlyCumulativeFactors.clone() : null);
}
/**
* Gets the the {@code monthlyCumulativeFactors} property.
* @return the property, not null
*/
public final Property<double[]> monthlyCumulativeFactors() {
return metaBean().monthlyCumulativeFactors().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the cumulative multiplicative seasonal factors from the reference time to the next. Array of size 12 (the 1st is 1.0, it is added to simplify the implementation).
* @return the value of the property
*/
private double[] getSteps() {
return (_steps != null ? _steps.clone() : null);
}
/**
* Gets the the {@code steps} property.
* @return the property, not null
*/
public final Property<double[]> steps() {
return metaBean().steps().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public SeasonalMonthlyFunction clone() {
BeanBuilder<? extends SeasonalMonthlyFunction> builder = metaBean().builder();
for (MetaProperty<?> mp : metaBean().metaPropertyIterable()) {
if (mp.style().isBuildable()) {
Object value = mp.get(this);
if (value instanceof Bean) {
value = JodaBeanUtils.clone((Bean) value);
}
builder.set(mp.name(), value);
}
}
return builder.build();
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SeasonalMonthlyFunction other = (SeasonalMonthlyFunction) obj;
return JodaBeanUtils.equal(getMonthlyCumulativeFactors(), other.getMonthlyCumulativeFactors()) &&
JodaBeanUtils.equal(getSteps(), other.getSteps());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash += hash * 31 + JodaBeanUtils.hashCode(getMonthlyCumulativeFactors());
hash += hash * 31 + JodaBeanUtils.hashCode(getSteps());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("SeasonalFunction{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("monthlyCumulativeFactors").append('=').append(getMonthlyCumulativeFactors()).append(',').append(' ');
buf.append("steps").append('=').append(getSteps()).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SeasonalFunction}.
*/
public static class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code monthlyCumulativeFactors} property.
*/
private final MetaProperty<double[]> _monthlyCumulativeFactors = DirectMetaProperty.ofReadOnly(
this, "monthlyCumulativeFactors", SeasonalMonthlyFunction.class, double[].class);
/**
* The meta-property for the {@code steps} property.
*/
private final MetaProperty<double[]> _steps = DirectMetaProperty.ofReadOnly(
this, "steps", SeasonalMonthlyFunction.class, double[].class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"monthlyCumulativeFactors",
"steps");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 457851908: // monthlyCumulativeFactors
return _monthlyCumulativeFactors;
case 109761319: // steps
return _steps;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends SeasonalMonthlyFunction> builder() {
throw new UnsupportedOperationException();
}
@Override
public Class<? extends SeasonalMonthlyFunction> beanType() {
return SeasonalMonthlyFunction.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code monthlyCumulativeFactors} property.
* @return the meta-property, not null
*/
public final MetaProperty<double[]> monthlyCumulativeFactors() {
return _monthlyCumulativeFactors;
}
/**
* The meta-property for the {@code steps} property.
* @return the meta-property, not null
*/
public final MetaProperty<double[]> steps() {
return _steps;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 457851908: // monthlyCumulativeFactors
return ((SeasonalMonthlyFunction) bean).getMonthlyCumulativeFactors();
case 109761319: // steps
return ((SeasonalMonthlyFunction) bean).getSteps();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 457851908: // monthlyCumulativeFactors
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: monthlyCumulativeFactors");
case 109761319: // steps
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: steps");
}
super.propertySet(bean, propertyName, newValue, quiet);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}