com.opengamma.analytics.financial.credit.ISDAYieldCurveAndSpreadsProvider.java Source code

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Here is the source code for com.opengamma.analytics.financial.credit.ISDAYieldCurveAndSpreadsProvider.java

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/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.credit;

import java.util.Arrays;

import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.credit.isdayieldcurve.ISDADateCurve;
import com.opengamma.util.ArgumentChecker;

/**
 * 
 */
public class ISDAYieldCurveAndSpreadsProvider {
    private final ZonedDateTime[] _marketDates;
    private final double[] _marketSpreads;
    private final ISDADateCurve _yieldCurve;

    /**
     * @param marketDates The dates of the credit spreads, not null
     * @param marketSpreads The credit spreads, not null
     * @param yieldCurve The yield curve, not null
     */
    public ISDAYieldCurveAndSpreadsProvider(final ZonedDateTime[] marketDates, final double[] marketSpreads,
            final ISDADateCurve yieldCurve) {
        ArgumentChecker.notNull(marketDates, "market dates");
        ArgumentChecker.notNull(marketSpreads, "market spreads");
        ArgumentChecker.notNull(yieldCurve, "yield curve");
        final int n = marketDates.length;
        ArgumentChecker.isTrue(n > 0, "Cannot have empty data");
        ArgumentChecker.isTrue(n == marketSpreads.length,
                "Number of spreads {} was not equals to number of dates {}", n, marketSpreads.length);
        _marketDates = new ZonedDateTime[n];
        _marketSpreads = new double[n];
        _yieldCurve = yieldCurve;
        System.arraycopy(marketDates, 0, _marketDates, 0, n);
        System.arraycopy(marketSpreads, 0, _marketSpreads, 0, n);
    }

    /**
     * Gets the spread curve dates.
     * @return The spread curve dates
     */
    public ZonedDateTime[] getMarketDates() {
        return _marketDates;
    }

    /**
     * Gets the spreads.
     * @return The spreads.
     */
    public double[] getMarketSpreads() {
        return _marketSpreads;
    }

    /**
     * Gets the yield curve.
     * @return The yield curve
     */
    public ISDADateCurve getYieldCurve() {
        return _yieldCurve;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + Arrays.hashCode(_marketDates);
        result = prime * result + Arrays.hashCode(_marketSpreads);
        result = prime * result + _yieldCurve.hashCode();
        return result;
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (!(obj instanceof ISDAYieldCurveAndSpreadsProvider)) {
            return false;
        }
        final ISDAYieldCurveAndSpreadsProvider other = (ISDAYieldCurveAndSpreadsProvider) obj;
        if (!Arrays.equals(_marketDates, other._marketDates)) {
            return false;
        }
        if (!Arrays.equals(_marketSpreads, other._marketSpreads)) {
            return false;
        }
        if (!ObjectUtils.equals(_yieldCurve, other._yieldCurve)) {
            return false;
        }
        return true;
    }

}