/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.integration.marketdata.manipulator.dsl;
import java.util.Arrays;
import java.util.HashSet;
import java.util.LinkedHashSet;
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.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.ImmutableSet;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.marketdata.manipulator.function.StructureManipulator;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.currency.CurrencyPair;
import com.opengamma.util.ArgumentChecker;
/**
* Shifts a spot rate.
* If the shift type is {@link ScenarioShiftType#ABSOLUTE absolute} the shift amount is added to the rate.
* If the shift type is {@link ScenarioShiftType#RELATIVE relative} the rate is multiplied by (1 + shift amount). This
* means a shift of +10% scales a value by 1.1 and a shift of -20% scales a value by 0.8.
*/
@BeanDefinition
public final class SpotRateShift implements StructureManipulator<Double>, ImmutableBean {
/** How the shift amount should be applied. */
@PropertyDefinition(validate = "notNull")
private final ScenarioShiftType _shiftType;
@PropertyDefinition
private final double _shiftAmount;
@PropertyDefinition(validate = "notNull")
private final double _minRate;
@PropertyDefinition(validate = "notNull")
private final double _maxRate;
@PropertyDefinition(validate = "notNull")
private final Set<CurrencyPair> _currencyPairs;
/* package */ SpotRateShift(ScenarioShiftType shiftType, Number shiftAmount, Set<CurrencyPair> currencyPairs) {
_shiftType = ArgumentChecker.notNull(shiftType, "shiftType");
_shiftAmount = ArgumentChecker.notNull(shiftAmount, "shiftAmount").doubleValue();
_minRate = 0;
_maxRate = Double.MAX_VALUE;
_currencyPairs = ImmutableSet.copyOf(ArgumentChecker.notEmpty(currencyPairs, "currencyPairs"));
}
/* package */ SpotRateShift(ScenarioShiftType shiftType,
Number shiftAmount,
Number minRate,
Number maxRate,
CurrencyPair currencyPair) {
_currencyPairs = ImmutableSet.of(ArgumentChecker.notNull(currencyPair, "currencyPair"));
_shiftAmount = ArgumentChecker.notNull(shiftAmount, "shiftAmount").doubleValue();
_minRate = ArgumentChecker.notNull(minRate, "minRate").doubleValue();
_maxRate = ArgumentChecker.notNull(maxRate, "minRate").doubleValue();
_shiftType = ArgumentChecker.notNull(shiftType, "shiftType");
if (_minRate > _maxRate) {
throw new IllegalArgumentException("Minimum rate must be less than or equal to maximum rate");
}
if (_minRate < 0 || _maxRate < 0) {
throw new IllegalArgumentException("Minimum and maximum rate must be greater than zero");
}
}
@Override
public Double execute(Double spotRate,
ValueSpecification valueSpecification,
FunctionExecutionContext executionContext) {
CurrencyPair currencyPair = SimulationUtils.getCurrencyPair(valueSpecification);
if (_currencyPairs.contains(currencyPair)) {
return applyShift(spotRate);
} else if (_currencyPairs.contains(currencyPair.inverse())) {
double inverseRate = 1 / spotRate;
double shiftedRate = applyShift(inverseRate);
return 1 / shiftedRate;
} else {
throw new IllegalArgumentException("Currency pair " + currencyPair + " shouldn't match " + _currencyPairs);
}
}
private double applyShift(double rate) {
double shiftedRate;
switch (_shiftType) {
case ABSOLUTE:
shiftedRate = rate + _shiftAmount;
break;
case RELATIVE:
shiftedRate = rate * (1 + _shiftAmount);
break;
default:
throw new IllegalArgumentException("Unexpected shift type " + _shiftType);
}
if (shiftedRate < _minRate) {
return _minRate;
} else if (shiftedRate > _maxRate) {
return _maxRate;
} else {
return shiftedRate;
}
}
@Override
public Class<Double> getExpectedType() {
return Double.class;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SpotRateShift}.
* @return the meta-bean, not null
*/
public static SpotRateShift.Meta meta() {
return SpotRateShift.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SpotRateShift.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SpotRateShift.Builder builder() {
return new SpotRateShift.Builder();
}
private SpotRateShift(
ScenarioShiftType shiftType,
double shiftAmount,
double minRate,
double maxRate,
Set<CurrencyPair> currencyPairs) {
JodaBeanUtils.notNull(shiftType, "shiftType");
JodaBeanUtils.notNull(minRate, "minRate");
JodaBeanUtils.notNull(maxRate, "maxRate");
JodaBeanUtils.notNull(currencyPairs, "currencyPairs");
this._shiftType = shiftType;
this._shiftAmount = shiftAmount;
this._minRate = minRate;
this._maxRate = maxRate;
this._currencyPairs = ImmutableSet.copyOf(currencyPairs);
}
@Override
public SpotRateShift.Meta metaBean() {
return SpotRateShift.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 how the shift amount should be applied.
* @return the value of the property, not null
*/
public ScenarioShiftType getShiftType() {
return _shiftType;
}
//-----------------------------------------------------------------------
/**
* Gets the shiftAmount.
* @return the value of the property
*/
public double getShiftAmount() {
return _shiftAmount;
}
//-----------------------------------------------------------------------
/**
* Gets the minRate.
* @return the value of the property, not null
*/
public double getMinRate() {
return _minRate;
}
//-----------------------------------------------------------------------
/**
* Gets the maxRate.
* @return the value of the property, not null
*/
public double getMaxRate() {
return _maxRate;
}
//-----------------------------------------------------------------------
/**
* Gets the currencyPairs.
* @return the value of the property, not null
*/
public Set<CurrencyPair> getCurrencyPairs() {
return _currencyPairs;
}
//-----------------------------------------------------------------------
/**
* 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()) {
SpotRateShift other = (SpotRateShift) obj;
return JodaBeanUtils.equal(getShiftType(), other.getShiftType()) &&
JodaBeanUtils.equal(getShiftAmount(), other.getShiftAmount()) &&
JodaBeanUtils.equal(getMinRate(), other.getMinRate()) &&
JodaBeanUtils.equal(getMaxRate(), other.getMaxRate()) &&
JodaBeanUtils.equal(getCurrencyPairs(), other.getCurrencyPairs());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getShiftType());
hash = hash * 31 + JodaBeanUtils.hashCode(getShiftAmount());
hash = hash * 31 + JodaBeanUtils.hashCode(getMinRate());
hash = hash * 31 + JodaBeanUtils.hashCode(getMaxRate());
hash = hash * 31 + JodaBeanUtils.hashCode(getCurrencyPairs());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("SpotRateShift{");
buf.append("shiftType").append('=').append(getShiftType()).append(',').append(' ');
buf.append("shiftAmount").append('=').append(getShiftAmount()).append(',').append(' ');
buf.append("minRate").append('=').append(getMinRate()).append(',').append(' ');
buf.append("maxRate").append('=').append(getMaxRate()).append(',').append(' ');
buf.append("currencyPairs").append('=').append(JodaBeanUtils.toString(getCurrencyPairs()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SpotRateShift}.
*/
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 shiftType} property.
*/
private final MetaProperty<ScenarioShiftType> _shiftType = DirectMetaProperty.ofImmutable(
this, "shiftType", SpotRateShift.class, ScenarioShiftType.class);
/**
* The meta-property for the {@code shiftAmount} property.
*/
private final MetaProperty<Double> _shiftAmount = DirectMetaProperty.ofImmutable(
this, "shiftAmount", SpotRateShift.class, Double.TYPE);
/**
* The meta-property for the {@code minRate} property.
*/
private final MetaProperty<Double> _minRate = DirectMetaProperty.ofImmutable(
this, "minRate", SpotRateShift.class, Double.TYPE);
/**
* The meta-property for the {@code maxRate} property.
*/
private final MetaProperty<Double> _maxRate = DirectMetaProperty.ofImmutable(
this, "maxRate", SpotRateShift.class, Double.TYPE);
/**
* The meta-property for the {@code currencyPairs} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Set<CurrencyPair>> _currencyPairs = DirectMetaProperty.ofImmutable(
this, "currencyPairs", SpotRateShift.class, (Class) Set.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"shiftType",
"shiftAmount",
"minRate",
"maxRate",
"currencyPairs");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case -1043480710: // shiftAmount
return _shiftAmount;
case 1063841362: // minRate
return _minRate;
case 844043364: // maxRate
return _maxRate;
case 1094810440: // currencyPairs
return _currencyPairs;
}
return super.metaPropertyGet(propertyName);
}
@Override
public SpotRateShift.Builder builder() {
return new SpotRateShift.Builder();
}
@Override
public Class<? extends SpotRateShift> beanType() {
return SpotRateShift.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code shiftType} property.
* @return the meta-property, not null
*/
public MetaProperty<ScenarioShiftType> shiftType() {
return _shiftType;
}
/**
* The meta-property for the {@code shiftAmount} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> shiftAmount() {
return _shiftAmount;
}
/**
* The meta-property for the {@code minRate} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> minRate() {
return _minRate;
}
/**
* The meta-property for the {@code maxRate} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> maxRate() {
return _maxRate;
}
/**
* The meta-property for the {@code currencyPairs} property.
* @return the meta-property, not null
*/
public MetaProperty<Set<CurrencyPair>> currencyPairs() {
return _currencyPairs;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return ((SpotRateShift) bean).getShiftType();
case -1043480710: // shiftAmount
return ((SpotRateShift) bean).getShiftAmount();
case 1063841362: // minRate
return ((SpotRateShift) bean).getMinRate();
case 844043364: // maxRate
return ((SpotRateShift) bean).getMaxRate();
case 1094810440: // currencyPairs
return ((SpotRateShift) bean).getCurrencyPairs();
}
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 SpotRateShift}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<SpotRateShift> {
private ScenarioShiftType _shiftType;
private double _shiftAmount;
private double _minRate;
private double _maxRate;
private Set<CurrencyPair> _currencyPairs = new HashSet<CurrencyPair>();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(SpotRateShift beanToCopy) {
this._shiftType = beanToCopy.getShiftType();
this._shiftAmount = beanToCopy.getShiftAmount();
this._minRate = beanToCopy.getMinRate();
this._maxRate = beanToCopy.getMaxRate();
this._currencyPairs = new HashSet<CurrencyPair>(beanToCopy.getCurrencyPairs());
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case -1043480710: // shiftAmount
return _shiftAmount;
case 1063841362: // minRate
return _minRate;
case 844043364: // maxRate
return _maxRate;
case 1094810440: // currencyPairs
return _currencyPairs;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
this._shiftType = (ScenarioShiftType) newValue;
break;
case -1043480710: // shiftAmount
this._shiftAmount = (Double) newValue;
break;
case 1063841362: // minRate
this._minRate = (Double) newValue;
break;
case 844043364: // maxRate
this._maxRate = (Double) newValue;
break;
case 1094810440: // currencyPairs
this._currencyPairs = (Set<CurrencyPair>) 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 SpotRateShift build() {
return new SpotRateShift(
_shiftType,
_shiftAmount,
_minRate,
_maxRate,
_currencyPairs);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code shiftType} property in the builder.
* @param shiftType the new value, not null
* @return this, for chaining, not null
*/
public Builder shiftType(ScenarioShiftType shiftType) {
JodaBeanUtils.notNull(shiftType, "shiftType");
this._shiftType = shiftType;
return this;
}
/**
* Sets the {@code shiftAmount} property in the builder.
* @param shiftAmount the new value
* @return this, for chaining, not null
*/
public Builder shiftAmount(double shiftAmount) {
this._shiftAmount = shiftAmount;
return this;
}
/**
* Sets the {@code minRate} property in the builder.
* @param minRate the new value, not null
* @return this, for chaining, not null
*/
public Builder minRate(double minRate) {
JodaBeanUtils.notNull(minRate, "minRate");
this._minRate = minRate;
return this;
}
/**
* Sets the {@code maxRate} property in the builder.
* @param maxRate the new value, not null
* @return this, for chaining, not null
*/
public Builder maxRate(double maxRate) {
JodaBeanUtils.notNull(maxRate, "maxRate");
this._maxRate = maxRate;
return this;
}
/**
* Sets the {@code currencyPairs} property in the builder.
* @param currencyPairs the new value, not null
* @return this, for chaining, not null
*/
public Builder currencyPairs(Set<CurrencyPair> currencyPairs) {
JodaBeanUtils.notNull(currencyPairs, "currencyPairs");
this._currencyPairs = currencyPairs;
return this;
}
/**
* Sets the {@code currencyPairs} property in the builder
* from an array of objects.
* @param currencyPairs the new value, not null
* @return this, for chaining, not null
*/
public Builder currencyPairs(CurrencyPair... currencyPairs) {
return currencyPairs(new LinkedHashSet<CurrencyPair>(Arrays.asList(currencyPairs)));
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("SpotRateShift.Builder{");
buf.append("shiftType").append('=').append(JodaBeanUtils.toString(_shiftType)).append(',').append(' ');
buf.append("shiftAmount").append('=').append(JodaBeanUtils.toString(_shiftAmount)).append(',').append(' ');
buf.append("minRate").append('=').append(JodaBeanUtils.toString(_minRate)).append(',').append(' ');
buf.append("maxRate").append('=').append(JodaBeanUtils.toString(_maxRate)).append(',').append(' ');
buf.append("currencyPairs").append('=').append(JodaBeanUtils.toString(_currencyPairs));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}