/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.description.interestrate; import java.util.List; import java.util.Set; import org.apache.commons.lang.ObjectUtils; import com.opengamma.analytics.financial.model.option.parameters.BlackSmileCapParameters; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.tuple.DoublesPair; /** * Class describing a provider with discounting, forward and Black cap/floor parameters. */ public class BlackSmileCapProvider implements BlackSmileCapProviderInterface { /** * The multicurve provider. */ private final MulticurveProviderInterface _multicurves; /** * The Black parameters. */ private final BlackSmileCapParameters _parameters; /** * Constructor. * @param multicurves The multi-curves provider, not null * @param parameters The Black parameters, not null */ public BlackSmileCapProvider(final MulticurveProviderInterface multicurves, final BlackSmileCapParameters parameters) { ArgumentChecker.notNull(multicurves, "multicurvesProvider"); ArgumentChecker.notNull(parameters, "parameters"); _multicurves = multicurves; _parameters = parameters; } @Override public MulticurveProviderInterface getMulticurveProvider() { return _multicurves; } @Override public BlackSmileCapProviderInterface copy() { final MulticurveProviderInterface multicurves = _multicurves.copy(); return new BlackSmileCapProvider(multicurves, _parameters); } @Override public BlackSmileCapParameters getBlackParameters() { return _parameters; } @Override public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) { return _multicurves.parameterSensitivity(name, pointSensitivity); } @Override public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) { return _multicurves.parameterForwardSensitivity(name, pointSensitivity); } @Override public Set<String> getAllCurveNames() { return _multicurves.getAllCurveNames(); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _multicurves.hashCode(); result = prime * result + _parameters.hashCode(); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (!(obj instanceof BlackSmileCapProvider)) { return false; } final BlackSmileCapProvider other = (BlackSmileCapProvider) obj; if (!ObjectUtils.equals(_multicurves, other._multicurves)) { return false; } if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }