/**
* 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.provider.sensitivity.multicurve.ForwardSensitivity;
import com.opengamma.analytics.math.curve.DoublesCurve;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.DoublesPair;
import com.opengamma.util.tuple.Pair;
/**
* Interface for a curve provider for FX instruments where the market data is quoted
* as forward points.
*/
public class MulticurveForwardPointsProvider implements MulticurveForwardPointsProviderInterface {
/**
* The multicurve provider.
*/
private final MulticurveProviderInterface _multicurveProvider;
/**
* The forward points curve.
*/
private final DoublesCurve _forwardPoints;
/**
* The currency pair for which the points are valid.
*/
private final Pair<Currency, Currency> _ccyPair;
/**
* Constructor.
* @param multicurves The multi-curve provider, not null
* @param forwardPoints The forward points curve, not null
* @param ccyPair The currency pair for which the points are valid, not null
*/
public MulticurveForwardPointsProvider(final MulticurveProviderInterface multicurves, final DoublesCurve forwardPoints, final Pair<Currency, Currency> ccyPair) {
ArgumentChecker.notNull(multicurves, "multicurves");
ArgumentChecker.notNull(forwardPoints, "forwardPoints");
ArgumentChecker.notNull(ccyPair, "ccyPair");
_multicurveProvider = multicurves;
_forwardPoints = forwardPoints;
_ccyPair = ccyPair;
}
/**
* Create a new copy of the provider.
* @return The bundle.
*/
@Override
public MulticurveForwardPointsProvider copy() {
final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy();
return new MulticurveForwardPointsProvider(multicurveProvider, _forwardPoints, _ccyPair);
}
/**
* Returns the forward points curve.
* @return The curve.
*/
@Override
public DoublesCurve getForwardPointsCurve() {
return _forwardPoints;
}
/**
* Returns the currency pair for which the points are valid.
* @return the ccyPair
*/
@Override
public Pair<Currency, Currency> getCurrencyPair() {
return _ccyPair;
}
/**
* 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 + _ccyPair.hashCode();
result = prime * result + _forwardPoints.hashCode();
result = prime * result + _multicurveProvider.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof MulticurveForwardPointsProvider)) {
return false;
}
final MulticurveForwardPointsProvider other = (MulticurveForwardPointsProvider) obj;
if (!ObjectUtils.equals(_ccyPair, other._ccyPair)) {
return false;
}
if (!ObjectUtils.equals(_forwardPoints, other._forwardPoints)) {
return false;
}
if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) {
return false;
}
return true;
}
}