/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.sabr;
import java.util.HashMap;
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 com.google.common.collect.ImmutableMap;
import com.opengamma.core.config.Config;
import com.opengamma.financial.convention.SwapFixedLegConvention;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.result.FailureStatus;
import com.opengamma.util.result.Result;
/**
* Joda bean config object that allows retrieval of a SabrSurfaceSelector
* for a currency.
*/
@BeanDefinition
@Config(group = "SABR Params", description = "SABR Data Configuration")
public final class SabrSwaptionDataConfig implements ImmutableBean {
@PropertyDefinition(validate = "notNull")
private final Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> _currencyMap;
@ImmutableConstructor
SabrSwaptionDataConfig(Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> currencyMap) {
ArgumentChecker.notEmpty(currencyMap, "currencyMap");
_currencyMap = ImmutableMap.copyOf(currencyMap);
}
/**
* Retrieve the {@link SabrSurfaceSelector} holding SABR surfaces
* for a particular currency.
*
* @param currency currency to find the {@link SabrSurfaceSelector} for, not null
* @return the {@link SabrSurfaceSelector} for the currency if available
*/
public Result<SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> findSurfaceSelector(Currency currency) {
if (_currencyMap.containsKey(currency)) {
return Result.success(_currencyMap.get(currency));
} else {
return Result.failure(FailureStatus.MISSING_DATA, "No SABR Surface selector found for currency: {}", currency);
}
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SabrSwaptionDataConfig}.
* @return the meta-bean, not null
*/
public static SabrSwaptionDataConfig.Meta meta() {
return SabrSwaptionDataConfig.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SabrSwaptionDataConfig.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SabrSwaptionDataConfig.Builder builder() {
return new SabrSwaptionDataConfig.Builder();
}
@Override
public SabrSwaptionDataConfig.Meta metaBean() {
return SabrSwaptionDataConfig.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 currencyMap.
* @return the value of the property, not null
*/
public Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> getCurrencyMap() {
return _currencyMap;
}
//-----------------------------------------------------------------------
/**
* 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()) {
SabrSwaptionDataConfig other = (SabrSwaptionDataConfig) obj;
return JodaBeanUtils.equal(getCurrencyMap(), other.getCurrencyMap());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getCurrencyMap());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("SabrSwaptionDataConfig{");
buf.append("currencyMap").append('=').append(JodaBeanUtils.toString(getCurrencyMap()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SabrSwaptionDataConfig}.
*/
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 currencyMap} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>>> _currencyMap = DirectMetaProperty.ofImmutable(
this, "currencyMap", SabrSwaptionDataConfig.class, (Class) Map.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currencyMap");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 586610571: // currencyMap
return _currencyMap;
}
return super.metaPropertyGet(propertyName);
}
@Override
public SabrSwaptionDataConfig.Builder builder() {
return new SabrSwaptionDataConfig.Builder();
}
@Override
public Class<? extends SabrSwaptionDataConfig> beanType() {
return SabrSwaptionDataConfig.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code currencyMap} property.
* @return the meta-property, not null
*/
public MetaProperty<Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>>> currencyMap() {
return _currencyMap;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 586610571: // currencyMap
return ((SabrSwaptionDataConfig) bean).getCurrencyMap();
}
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 SabrSwaptionDataConfig}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<SabrSwaptionDataConfig> {
private Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> _currencyMap = new HashMap<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>>();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(SabrSwaptionDataConfig beanToCopy) {
this._currencyMap = new HashMap<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>>(beanToCopy.getCurrencyMap());
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 586610571: // currencyMap
return _currencyMap;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 586610571: // currencyMap
this._currencyMap = (Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>>) 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 SabrSwaptionDataConfig build() {
return new SabrSwaptionDataConfig(
_currencyMap);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code currencyMap} property in the builder.
* @param currencyMap the new value, not null
* @return this, for chaining, not null
*/
public Builder currencyMap(Map<Currency, SabrSurfaceSelector<SwapFixedLegConvention, SabrExpiryTenorSurface>> currencyMap) {
JodaBeanUtils.notNull(currencyMap, "currencyMap");
this._currencyMap = currencyMap;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("SabrSwaptionDataConfig.Builder{");
buf.append("currencyMap").append('=').append(JodaBeanUtils.toString(_currencyMap));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}