/**
* 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.legalentity.LegalEntity;
import com.opengamma.analytics.financial.legalentity.LegalEntityFilter;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.tuple.DoublesPair;
import com.opengamma.util.tuple.Pair;
/**
* Class describing a issuer provider created from a issuer provider where the discounting curve for one issuer is
* shifted (decorated) by a a parallel spread (in the zero-coupon continuously compounded rate).
*/
public class IssuerProviderIssuerDecoratedSpreadContinuous implements IssuerProviderInterface {
/**
* The underlying issuer provider on which the multi-curves provider is based.
*/
private final IssuerProviderInterface _issuerProvider;
/**
* The issuer/currency pair to be shifted.
*/
private final LegalEntity _issuer;
/**
* The spread (shift).
*/
private final double _spread;
/**
* Constructor.
* @param issuerProvider The underlying issuer provider on which the multi-curves provider is based, not null
* @param issuer The issuer, not null
* @param spread The spread
*/
public IssuerProviderIssuerDecoratedSpreadContinuous(final IssuerProviderInterface issuerProvider,
final LegalEntity issuer, final double spread) {
ArgumentChecker.notNull(issuerProvider, "issuerProvider");
ArgumentChecker.notNull(issuer, "issuer");
_issuerProvider = issuerProvider;
_issuer = issuer;
_spread = spread;
}
@Override
public MulticurveProviderInterface getMulticurveProvider() {
return _issuerProvider.getMulticurveProvider();
}
@Override
public IssuerProviderIssuerDecoratedSpreadContinuous getIssuerProvider() {
return this;
}
@Override
public IssuerProviderInterface copy() {
throw new UnsupportedOperationException("Copy not supported for decorated providers");
}
@Override
public double getDiscountFactor(final LegalEntity issuer, final Double time) {
final double df = _issuerProvider.getDiscountFactor(issuer, time);
if (issuer.equals(_issuer)) {
return df * Math.exp(-time * _spread);
}
return df;
}
@Override
public String getName(final Pair<Object, LegalEntityFilter<LegalEntity>> issuerCcy) {
return _issuerProvider.getName(issuerCcy);
}
@Override
public String getName(final LegalEntity issuerCcy) {
return _issuerProvider.getName(issuerCcy);
}
@Override
public Set<String> getAllNames() {
return _issuerProvider.getAllNames();
}
@Override
public double[] parameterSensitivity(final String name, final List<DoublesPair> pointSensitivity) {
throw new UnsupportedOperationException("parameterSensitivity not supported for decorated providers");
}
@Override
public double[] parameterForwardSensitivity(final String name, final List<ForwardSensitivity> pointSensitivity) {
return _issuerProvider.parameterForwardSensitivity(name, pointSensitivity);
}
@Override
public Integer getNumberOfParameters(final String name) {
return _issuerProvider.getNumberOfParameters(name);
}
@Override
public List<String> getUnderlyingCurvesNames(final String name) {
return _issuerProvider.getUnderlyingCurvesNames(name);
}
@Override
public Set<Pair<Object, LegalEntityFilter<LegalEntity>>> getIssuers() {
return _issuerProvider.getIssuers();
}
@Override
public Set<String> getAllCurveNames() {
return _issuerProvider.getAllCurveNames();
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _issuer.hashCode();
result = prime * result + _issuerProvider.hashCode();
long temp;
temp = Double.doubleToLongBits(_spread);
result = prime * result + (int) (temp ^ (temp >>> 32));
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof IssuerProviderIssuerDecoratedSpreadContinuous)) {
return false;
}
final IssuerProviderIssuerDecoratedSpreadContinuous other = (IssuerProviderIssuerDecoratedSpreadContinuous) obj;
if (Double.compare(_spread, other._spread) != 0) {
return false;
}
if (!ObjectUtils.equals(_issuer, other._issuer)) {
return false;
}
if (!ObjectUtils.equals(_issuerProvider, other._issuerProvider)) {
return false;
}
return true;
}
}