/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.cube;
import java.text.DecimalFormat;
import java.text.Format;
import java.util.Map;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
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.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.id.ExternalId;
import com.opengamma.util.time.Tenor;
/**
* Generates {@link ExternalId}s for the swaption vol cube tickers in the simulated market data files.
*/
@BeanDefinition
public class ExampleSwaptionVolatilityCubeInstrumentProvider implements Bean, CubeInstrumentProvider<Tenor, Tenor, Double> {
/** The serialization version */
private static final long serialVersionUID = 1L;
/**
* The instrument name.
*/
private static final String INSTRUMENT = "SWAPTIONVOL";
/**
* The relative strike formatter.
*/
private static final Format FORMATTER = new DecimalFormat("##0.0");
/**
* The positive spread prefix.
*/
private static final String POSITIVE = "P";
/**
* The negative spread prefix.
*/
private static final String NEGATIVE = "N";
/**
* The currency.
*/
@PropertyDefinition(validate = "notNull")
private String _currency;
/**
* For the builder.
*/
/* package */ ExampleSwaptionVolatilityCubeInstrumentProvider() {
}
/**
* @param currency The currency string, not null
*/
public ExampleSwaptionVolatilityCubeInstrumentProvider(final String currency) {
setCurrency(currency);
}
@Override
public ExternalId getInstrument(final Tenor expiry, final Tenor maturity, final Double relativeStrike) {
final StringBuilder sb = new StringBuilder(_currency);
sb.append(INSTRUMENT);
sb.append(expiry.getPeriod().toString().substring(1));
sb.append(maturity.getPeriod().toString().substring(1));
if (relativeStrike < 0) {
sb.append(NEGATIVE);
sb.append(FORMATTER.format(Math.abs(relativeStrike)));
} else {
sb.append(POSITIVE);
sb.append(FORMATTER.format(relativeStrike));
}
return ExternalSchemes.syntheticSecurityId(sb.toString());
}
@Override
public String getDataFieldName() {
return MarketDataRequirementNames.MARKET_VALUE;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ExampleSwaptionVolatilityCubeInstrumentProvider}.
* @return the meta-bean, not null
*/
public static ExampleSwaptionVolatilityCubeInstrumentProvider.Meta meta() {
return ExampleSwaptionVolatilityCubeInstrumentProvider.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ExampleSwaptionVolatilityCubeInstrumentProvider.Meta.INSTANCE);
}
@Override
public ExampleSwaptionVolatilityCubeInstrumentProvider.Meta metaBean() {
return ExampleSwaptionVolatilityCubeInstrumentProvider.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 currency.
* @return the value of the property, not null
*/
public String getCurrency() {
return _currency;
}
/**
* Sets the currency.
* @param currency the new value of the property, not null
*/
public void setCurrency(String currency) {
JodaBeanUtils.notNull(currency, "currency");
this._currency = currency;
}
/**
* Gets the the {@code currency} property.
* @return the property, not null
*/
public final Property<String> currency() {
return metaBean().currency().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public ExampleSwaptionVolatilityCubeInstrumentProvider clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
ExampleSwaptionVolatilityCubeInstrumentProvider other = (ExampleSwaptionVolatilityCubeInstrumentProvider) obj;
return JodaBeanUtils.equal(getCurrency(), other.getCurrency());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getCurrency());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("ExampleSwaptionVolatilityCubeInstrumentProvider{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("currency").append('=').append(JodaBeanUtils.toString(getCurrency())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ExampleSwaptionVolatilityCubeInstrumentProvider}.
*/
public static class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<String> _currency = DirectMetaProperty.ofReadWrite(
this, "currency", ExampleSwaptionVolatilityCubeInstrumentProvider.class, String.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return _currency;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends ExampleSwaptionVolatilityCubeInstrumentProvider> builder() {
return new DirectBeanBuilder<ExampleSwaptionVolatilityCubeInstrumentProvider>(new ExampleSwaptionVolatilityCubeInstrumentProvider());
}
@Override
public Class<? extends ExampleSwaptionVolatilityCubeInstrumentProvider> beanType() {
return ExampleSwaptionVolatilityCubeInstrumentProvider.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> currency() {
return _currency;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return ((ExampleSwaptionVolatilityCubeInstrumentProvider) bean).getCurrency();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
((ExampleSwaptionVolatilityCubeInstrumentProvider) bean).setCurrency((String) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((ExampleSwaptionVolatilityCubeInstrumentProvider) bean)._currency, "currency");
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}