/** * Copyright (C) 2011 - 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.interestrate.definition.G2ppPiecewiseConstantParameters; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; import com.opengamma.util.tuple.DoublesPair; /** * Class describing a provider with discounting, forward and G2++ parameters. */ public class G2ppProvider implements G2ppProviderInterface { /** * The multicurve provider. */ private final MulticurveProviderInterface _multicurveProvider; /** * The G2++ one factor model parameters. */ private final G2ppPiecewiseConstantParameters _parameters; /** * The currency for which the G2++ parameters are valid (G2++ on the discounting curve). */ private final Currency _ccyG2pp; /** * Constructor from exiting multicurveProvider and G2++ parameters. The given provider and parameters are used for the new provider (the same maps are used, not copied). * @param multicurves The multi-curves provider, not null * @param parameters The G2++ parameters, not null * @param ccyG2pp The currency for which the G2++ arameters are valid (G2++ on the discounting curve), not null */ public G2ppProvider(final MulticurveProviderInterface multicurves, final G2ppPiecewiseConstantParameters parameters, final Currency ccyG2pp) { ArgumentChecker.notNull(multicurves, "multicurves"); ArgumentChecker.notNull(parameters, "parameters"); ArgumentChecker.notNull(ccyG2pp, "ccyG2pp"); _multicurveProvider = multicurves; _parameters = parameters; _ccyG2pp = ccyG2pp; } @Override public G2ppProvider copy() { final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy(); return new G2ppProvider(multicurveProvider, _parameters, _ccyG2pp); } @Override public G2ppPiecewiseConstantParameters getG2ppParameters() { return _parameters; } @Override public Currency getG2ppCurrency() { return _ccyG2pp; } @Override public MulticurveProviderInterface getMulticurveProvider() { return _multicurveProvider; } @Override public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) { return _multicurveProvider.parameterSensitivity(name, pointSensitivity); } @Override public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) { return _multicurveProvider.parameterForwardSensitivity(name, pointSensitivity); } @Override public Set<String> getAllCurveNames() { return _multicurveProvider.getAllCurveNames(); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _ccyG2pp.hashCode(); result = prime * result + _multicurveProvider.hashCode(); result = prime * result + _parameters.hashCode(); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (!(obj instanceof G2ppProvider)) { return false; } final G2ppProvider other = (G2ppProvider) obj; if (!ObjectUtils.equals(_ccyG2pp, other._ccyG2pp)) { return false; } if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) { return false; } if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }