/** * 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.instrument.index.GeneratorSwapFixedIbor; import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.ForwardSensitivity; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.tuple.DoublesPair; /** * Implementation for swaption SABR parameters provider for one underlying when multi-curves are described by a MulticurveProviderDiscount. */ public class SABRSwaptionProvider implements SABRSwaptionProviderInterface { /** * The multicurve provider. */ private final MulticurveProviderInterface _multicurveProvider; /** * The SABR parameters. */ private final SABRInterestRateParameters _parameters; /** * The underlying swaps generators. */ private final GeneratorSwapFixedIbor _generator; /** * @param multicurveProvider The multicurve provider, not null * @param parameters The SABR parameters, not null * @param generator The underlying swaps generators, not null */ public SABRSwaptionProvider(final MulticurveProviderInterface multicurveProvider, final SABRInterestRateParameters parameters, final GeneratorSwapFixedIbor generator) { ArgumentChecker.notNull(multicurveProvider, "multicurveProvider"); ArgumentChecker.notNull(parameters, "parameters"); ArgumentChecker.notNull(generator, "generator"); _multicurveProvider = multicurveProvider; _parameters = parameters; _generator = generator; } @Override public SABRSwaptionProviderInterface copy() { final MulticurveProviderInterface multicurveProvider = _multicurveProvider.copy(); return new SABRSwaptionProvider(multicurveProvider, _parameters, _generator); } @Override public SABRInterestRateParameters getSABRParameter() { return _parameters; } @Override public GeneratorSwapFixedIbor getSABRGenerator() { return _generator; } @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 + _generator.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 SABRSwaptionProvider)) { return false; } final SABRSwaptionProvider other = (SABRSwaptionProvider) obj; if (!ObjectUtils.equals(_generator, other._generator)) { return false; } if (!ObjectUtils.equals(_multicurveProvider, other._multicurveProvider)) { return false; } if (!ObjectUtils.equals(_parameters, other._parameters)) { return false; } return true; } }