/**
* Copyright (C) 2013 - 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.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.ImmutableConstructor;
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 org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.google.common.collect.Maps;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.marketdata.manipulator.function.StructureManipulator;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.analytics.ircurve.YieldCurveData;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
/**
* {@link StructureManipulator} that shifts all points on a curve up or down by the same amount.
*/
@BeanDefinition
public final class YieldCurveDataParallelShift implements StructureManipulator<YieldCurveData>, ImmutableBean {
private static final Logger s_logger = LoggerFactory.getLogger(YieldCurveDataParallelShift.class);
/** How the shift should be applied */
@PropertyDefinition(validate = "notNull")
private final ScenarioShiftType _shiftType;
/** The shift to apply */
@PropertyDefinition
private final double _shift;
@ImmutableConstructor
/* package */ YieldCurveDataParallelShift(ScenarioShiftType shiftType, double shift) {
_shiftType = ArgumentChecker.notNull(shiftType, "shiftType");
_shift = shift;
}
@Override
public YieldCurveData execute(YieldCurveData curveData,
ValueSpecification valueSpec,
FunctionExecutionContext executionContext) {
s_logger.debug("Shifting curve data {} by {}", curveData.getCurveSpecification().getName(), _shift);
Map<ExternalIdBundle, Double> dataPoints = curveData.getDataPoints();
Map<ExternalIdBundle, Double> shiftedPoints = Maps.newHashMapWithExpectedSize(dataPoints.size());
for (Map.Entry<ExternalIdBundle, Double> entry : dataPoints.entrySet()) {
switch (_shiftType) {
case ABSOLUTE:
shiftedPoints.put(entry.getKey(), entry.getValue() + _shift);
break;
case RELATIVE:
// A relative shift is expressed as an amount to add or subtract, e.g.
// 10% shift = rate * 1.1
// -20% shift = rate * 0.8
shiftedPoints.put(entry.getKey(), entry.getValue() * (1 + _shift));
break;
default:
throw new IllegalArgumentException("Unexpected shift type " + _shiftType);
}
}
return new YieldCurveData(curveData.getCurveSpecification(), shiftedPoints);
}
@Override
public Class<YieldCurveData> getExpectedType() {
return YieldCurveData.class;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code YieldCurveDataParallelShift}.
* @return the meta-bean, not null
*/
public static YieldCurveDataParallelShift.Meta meta() {
return YieldCurveDataParallelShift.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(YieldCurveDataParallelShift.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static YieldCurveDataParallelShift.Builder builder() {
return new YieldCurveDataParallelShift.Builder();
}
@Override
public YieldCurveDataParallelShift.Meta metaBean() {
return YieldCurveDataParallelShift.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 should be applied
* @return the value of the property, not null
*/
public ScenarioShiftType getShiftType() {
return _shiftType;
}
//-----------------------------------------------------------------------
/**
* Gets the shift to apply
* @return the value of the property
*/
public double getShift() {
return _shift;
}
//-----------------------------------------------------------------------
/**
* 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()) {
YieldCurveDataParallelShift other = (YieldCurveDataParallelShift) obj;
return JodaBeanUtils.equal(getShiftType(), other.getShiftType()) &&
JodaBeanUtils.equal(getShift(), other.getShift());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getShiftType());
hash = hash * 31 + JodaBeanUtils.hashCode(getShift());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("YieldCurveDataParallelShift{");
buf.append("shiftType").append('=').append(getShiftType()).append(',').append(' ');
buf.append("shift").append('=').append(JodaBeanUtils.toString(getShift()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code YieldCurveDataParallelShift}.
*/
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", YieldCurveDataParallelShift.class, ScenarioShiftType.class);
/**
* The meta-property for the {@code shift} property.
*/
private final MetaProperty<Double> _shift = DirectMetaProperty.ofImmutable(
this, "shift", YieldCurveDataParallelShift.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"shiftType",
"shift");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case 109407362: // shift
return _shift;
}
return super.metaPropertyGet(propertyName);
}
@Override
public YieldCurveDataParallelShift.Builder builder() {
return new YieldCurveDataParallelShift.Builder();
}
@Override
public Class<? extends YieldCurveDataParallelShift> beanType() {
return YieldCurveDataParallelShift.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 shift} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> shift() {
return _shift;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return ((YieldCurveDataParallelShift) bean).getShiftType();
case 109407362: // shift
return ((YieldCurveDataParallelShift) bean).getShift();
}
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 YieldCurveDataParallelShift}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<YieldCurveDataParallelShift> {
private ScenarioShiftType _shiftType;
private double _shift;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(YieldCurveDataParallelShift beanToCopy) {
this._shiftType = beanToCopy.getShiftType();
this._shift = beanToCopy.getShift();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
return _shiftType;
case 109407362: // shift
return _shift;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 893345500: // shiftType
this._shiftType = (ScenarioShiftType) newValue;
break;
case 109407362: // shift
this._shift = (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 YieldCurveDataParallelShift build() {
return new YieldCurveDataParallelShift(
_shiftType,
_shift);
}
//-----------------------------------------------------------------------
/**
* 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 shift} property in the builder.
* @param shift the new value
* @return this, for chaining, not null
*/
public Builder shift(double shift) {
this._shift = shift;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("YieldCurveDataParallelShift.Builder{");
buf.append("shiftType").append('=').append(JodaBeanUtils.toString(_shiftType)).append(',').append(' ');
buf.append("shift").append('=').append(JodaBeanUtils.toString(_shift));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}