/**
* Copyright (C) 2012 - 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.HullWhiteOneFactorPiecewiseConstantParameters;
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;
/**
* Interface for Hull-White parameters provider for one currency.
*/
public class HullWhiteOneFactorProvider implements HullWhiteOneFactorProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurveProvider;
/**
* The Hull-White one factor model parameters.
*/
private final HullWhiteOneFactorPiecewiseConstantParameters _parameters;
/**
* The currency for which the Hull-White parameters are valid (Hull-White on the discounting curve).
*/
private final Currency _ccyHW;
/**
* Constructor from exiting multicurveProvider and Hull-White 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 Hull-White one factor parameters, not null
* @param ccyHW The currency for which the Hull-White parameters are valid (Hull-White on the discounting curve), not null
*/
public HullWhiteOneFactorProvider(final MulticurveProviderInterface multicurves, final HullWhiteOneFactorPiecewiseConstantParameters parameters, final Currency ccyHW) {
ArgumentChecker.notNull(multicurves, "multicurves");
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(ccyHW, "ccyHW");
_multicurveProvider = multicurves;
_parameters = parameters;
_ccyHW = ccyHW;
}
/**
* Create a new copy of the provider.
* @return The bundle.
*/
@Override
public HullWhiteOneFactorProvider copy() {
final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy();
return new HullWhiteOneFactorProvider(multicurveProvider, getHullWhiteParameters(), getHullWhiteCurrency());
}
/**
* Returns the Hull-White one factor model parameters.
* @return The parameters.
*/
@Override
public HullWhiteOneFactorPiecewiseConstantParameters getHullWhiteParameters() {
return _parameters;
}
/**
* Returns the currency for which the Hull-White parameters are valid (Hull-White on the discounting curve).
* @return The currency.
*/
@Override
public Currency getHullWhiteCurrency() {
return _ccyHW;
}
/**
* Returns the MulticurveProvider from which the HullWhiteOneFactorProvider is composed.
* @return The multi-curves provider.
*/
@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 + _ccyHW.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 HullWhiteOneFactorProvider)) {
return false;
}
final HullWhiteOneFactorProvider other = (HullWhiteOneFactorProvider) obj;
if (!ObjectUtils.equals(_ccyHW, other._ccyHW)) {
return false;
}
if (!ObjectUtils.equals(_parameters, other._parameters)) {
return false;
}
if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) {
return false;
}
return true;
}
}