/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.parameters;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.ImmutableValidator;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.google.common.collect.ComparisonChain;
import com.google.common.collect.Ordering;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.Tenor;
/**
* Represents a volatility entry within a table defined by
* {@link HullWhiteOneFactorVolatilityTable}. An entry generally
* consists of the volatility between a start tenor (inclusive)
* and the end tenor (exclusive). However, in order to allow an
* infinite range to be covered, the end tenor can be set to null.
* Within a table of entries, at most one can have a null end tenor.
*/
@BeanDefinition
public final class HullWhiteOneFactorVolatilityEntry
implements ImmutableBean, Comparable<HullWhiteOneFactorVolatilityEntry> {
/**
* The start tenor for this entry.
*/
@PropertyDefinition(validate = "notNull")
private final Tenor _startTenor;
/**
* The end tenor for this entry. A null indicates that that
* the range defined by this entry has no end, so all points
* beyond the start tenor are covered.
*/
@PropertyDefinition()
private final Tenor _endTenor;
/**
* THe volatility for this entry.
*/
@PropertyDefinition
private final double _volatility;
@Override
public int compareTo(HullWhiteOneFactorVolatilityEntry that) {
return ComparisonChain.start()
.compare(_startTenor, that._startTenor)
.compare(_endTenor, that._endTenor, Ordering.natural().nullsLast())
.result();
}
@ImmutableValidator
private void validate() {
ArgumentChecker.notNegative(_volatility, "volatility");
ArgumentChecker.isTrue(_endTenor == null || _startTenor.compareTo(_endTenor) < 0,
"Start tenor [{}] must be shorter than end tenor [{}]", _startTenor, _endTenor);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code HullWhiteOneFactorVolatilityEntry}.
* @return the meta-bean, not null
*/
public static HullWhiteOneFactorVolatilityEntry.Meta meta() {
return HullWhiteOneFactorVolatilityEntry.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(HullWhiteOneFactorVolatilityEntry.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static HullWhiteOneFactorVolatilityEntry.Builder builder() {
return new HullWhiteOneFactorVolatilityEntry.Builder();
}
private HullWhiteOneFactorVolatilityEntry(
Tenor startTenor,
Tenor endTenor,
double volatility) {
JodaBeanUtils.notNull(startTenor, "startTenor");
this._startTenor = startTenor;
this._endTenor = endTenor;
this._volatility = volatility;
validate();
}
@Override
public HullWhiteOneFactorVolatilityEntry.Meta metaBean() {
return HullWhiteOneFactorVolatilityEntry.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the start tenor for this entry.
* @return the value of the property, not null
*/
public Tenor getStartTenor() {
return _startTenor;
}
//-----------------------------------------------------------------------
/**
* Gets the end tenor for this entry. A null indicates that that
* the range defined by this entry has no end, so all points
* beyond the start tenor are covered.
* @return the value of the property
*/
public Tenor getEndTenor() {
return _endTenor;
}
//-----------------------------------------------------------------------
/**
* Gets tHe volatility for this entry.
* @return the value of the property
*/
public double getVolatility() {
return _volatility;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
HullWhiteOneFactorVolatilityEntry other = (HullWhiteOneFactorVolatilityEntry) obj;
return JodaBeanUtils.equal(getStartTenor(), other.getStartTenor()) &&
JodaBeanUtils.equal(getEndTenor(), other.getEndTenor()) &&
JodaBeanUtils.equal(getVolatility(), other.getVolatility());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getStartTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getEndTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getVolatility());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("HullWhiteOneFactorVolatilityEntry{");
buf.append("startTenor").append('=').append(getStartTenor()).append(',').append(' ');
buf.append("endTenor").append('=').append(getEndTenor()).append(',').append(' ');
buf.append("volatility").append('=').append(JodaBeanUtils.toString(getVolatility()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code HullWhiteOneFactorVolatilityEntry}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code startTenor} property.
*/
private final MetaProperty<Tenor> _startTenor = DirectMetaProperty.ofImmutable(
this, "startTenor", HullWhiteOneFactorVolatilityEntry.class, Tenor.class);
/**
* The meta-property for the {@code endTenor} property.
*/
private final MetaProperty<Tenor> _endTenor = DirectMetaProperty.ofImmutable(
this, "endTenor", HullWhiteOneFactorVolatilityEntry.class, Tenor.class);
/**
* The meta-property for the {@code volatility} property.
*/
private final MetaProperty<Double> _volatility = DirectMetaProperty.ofImmutable(
this, "volatility", HullWhiteOneFactorVolatilityEntry.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"startTenor",
"endTenor",
"volatility");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return _startTenor;
case 1714950821: // endTenor
return _endTenor;
case -1917967323: // volatility
return _volatility;
}
return super.metaPropertyGet(propertyName);
}
@Override
public HullWhiteOneFactorVolatilityEntry.Builder builder() {
return new HullWhiteOneFactorVolatilityEntry.Builder();
}
@Override
public Class<? extends HullWhiteOneFactorVolatilityEntry> beanType() {
return HullWhiteOneFactorVolatilityEntry.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code startTenor} property.
* @return the meta-property, not null
*/
public MetaProperty<Tenor> startTenor() {
return _startTenor;
}
/**
* The meta-property for the {@code endTenor} property.
* @return the meta-property, not null
*/
public MetaProperty<Tenor> endTenor() {
return _endTenor;
}
/**
* The meta-property for the {@code volatility} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> volatility() {
return _volatility;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return ((HullWhiteOneFactorVolatilityEntry) bean).getStartTenor();
case 1714950821: // endTenor
return ((HullWhiteOneFactorVolatilityEntry) bean).getEndTenor();
case -1917967323: // volatility
return ((HullWhiteOneFactorVolatilityEntry) bean).getVolatility();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code HullWhiteOneFactorVolatilityEntry}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<HullWhiteOneFactorVolatilityEntry> {
private Tenor _startTenor;
private Tenor _endTenor;
private double _volatility;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(HullWhiteOneFactorVolatilityEntry beanToCopy) {
this._startTenor = beanToCopy.getStartTenor();
this._endTenor = beanToCopy.getEndTenor();
this._volatility = beanToCopy.getVolatility();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return _startTenor;
case 1714950821: // endTenor
return _endTenor;
case -1917967323: // volatility
return _volatility;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
this._startTenor = (Tenor) newValue;
break;
case 1714950821: // endTenor
this._endTenor = (Tenor) newValue;
break;
case -1917967323: // volatility
this._volatility = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty<?> property, Object value) {
super.set(property, value);
return this;
}
@Override
public Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public HullWhiteOneFactorVolatilityEntry build() {
return new HullWhiteOneFactorVolatilityEntry(
_startTenor,
_endTenor,
_volatility);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code startTenor} property in the builder.
* @param startTenor the new value, not null
* @return this, for chaining, not null
*/
public Builder startTenor(Tenor startTenor) {
JodaBeanUtils.notNull(startTenor, "startTenor");
this._startTenor = startTenor;
return this;
}
/**
* Sets the {@code endTenor} property in the builder.
* @param endTenor the new value
* @return this, for chaining, not null
*/
public Builder endTenor(Tenor endTenor) {
this._endTenor = endTenor;
return this;
}
/**
* Sets the {@code volatility} property in the builder.
* @param volatility the new value
* @return this, for chaining, not null
*/
public Builder volatility(double volatility) {
this._volatility = volatility;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("HullWhiteOneFactorVolatilityEntry.Builder{");
buf.append("startTenor").append('=').append(JodaBeanUtils.toString(_startTenor)).append(',').append(' ');
buf.append("endTenor").append('=').append(JodaBeanUtils.toString(_endTenor)).append(',').append(' ');
buf.append("volatility").append('=').append(JodaBeanUtils.toString(_volatility));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}