Java tutorial
/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate; import java.util.HashMap; import java.util.LinkedHashMap; import java.util.Map; import java.util.Set; import org.apache.commons.lang.ObjectUtils; import com.opengamma.analytics.financial.forex.method.FXMatrix; import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve; import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * A bundle of curves and forex exchange rates used for pricing. The curves are stored as a map <String, YieldAndDiscountCurve>. * @deprecated Use {@link MulticurveProviderDiscount} */ @Deprecated public class YieldCurveBundle { /** * The map used to store the curves. */ private final Map<String, YieldAndDiscountCurve> _curves; /** * A map linking each curve in the bundle to its currency. */ private final Map<String, Currency> _curveCurrency; /** * The matrix containing the exchange rates. */ private final FXMatrix _fxMatrix; /** * Constructor. An empty map is created for the curves and an empty FXMatrix. */ public YieldCurveBundle() { _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(); _fxMatrix = new FXMatrix(); } /** * Constructor from existing currency map and existing fxMatrix. * @param fxMatrix The FXMatrix. * @param curveCurrency The map of currency names to currency * @param curvesMap The map of curve names to curve */ public YieldCurveBundle(final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency, final Map<String, ? extends YieldAndDiscountCurve> curvesMap) { ArgumentChecker.notNull(fxMatrix, "FX matrix"); ArgumentChecker.notNull(curveCurrency, "curve currency"); _curves = new LinkedHashMap<>(); if (curvesMap != null) { ArgumentChecker.noNulls(curvesMap.keySet(), "curve map key set"); ArgumentChecker.noNulls(curvesMap.values(), "curve map entry set"); _curves.putAll(curvesMap); } _curveCurrency = new HashMap<>(curveCurrency); _fxMatrix = new FXMatrix(fxMatrix); } /** * Constructor from existing currency map and existing fxMatrix. * @param fxMatrix The FXMatrix. * @param curveCurrency The map of currency names to currency */ public YieldCurveBundle(final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency) { _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(curveCurrency); _fxMatrix = new FXMatrix(fxMatrix); } /** * Constructor from an existing map. A new map is created. * @param curvesMap The map. */ public YieldCurveBundle(final Map<String, ? extends YieldAndDiscountCurve> curvesMap) { _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(); _fxMatrix = new FXMatrix(); if (curvesMap != null) { ArgumentChecker.noNulls(curvesMap.keySet(), "curves map key set"); ArgumentChecker.noNulls(curvesMap.values(), "curves map values"); _curves.putAll(curvesMap); } } /** * Constructor from an array of names and curves. The two arrays should have the same length. * The names and curves are linked in the order of the arrays. * @param names The names. * @param curves The curves. */ public YieldCurveBundle(final String[] names, final YieldAndDiscountCurve[] curves) { ArgumentChecker.notNull(names, "names"); ArgumentChecker.notNull(curves, "curves"); ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length); ArgumentChecker.noNulls(names, "names"); ArgumentChecker.noNulls(curves, "curves"); _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(); _fxMatrix = new FXMatrix(); final int n = names.length; for (int i = 0; i < n; i++) { _curves.put(names[i], curves[i]); } } public YieldCurveBundle(final FXMatrix fxMatrix, final String[] names, final YieldAndDiscountCurve[] curves) { ArgumentChecker.notNull(names, "names"); ArgumentChecker.notNull(curves, "curves"); ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length); ArgumentChecker.noNulls(names, "names"); ArgumentChecker.noNulls(curves, "curves"); _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(); final int n = names.length; for (int i = 0; i < n; i++) { _curves.put(names[i], curves[i]); } _fxMatrix = fxMatrix; } /** * Constructor from existing curve and currency maps and existing fxMatrix. A new map is created. * @param curvesMap The map of curves. * @param fxMatrix The FXMatrix. * @param curveCurrency The map of currencies. */ public YieldCurveBundle(final Map<String, ? extends YieldAndDiscountCurve> curvesMap, final FXMatrix fxMatrix, final Map<String, Currency> curveCurrency) { ArgumentChecker.notNull(curvesMap, "curves map"); ArgumentChecker.notNull(fxMatrix, "FX matrix"); ArgumentChecker.notNull(curveCurrency, "curve currency"); _curves = new LinkedHashMap<>(curvesMap); _curveCurrency = new HashMap<>(curveCurrency); _fxMatrix = new FXMatrix(fxMatrix); } /** * Constructor from an array of names and curves. The two arrays should have the same length. * The names and curves are linked in the order of the arrays. * @param names The names. * @param curves The curves. * @param currencies The currency associated to each curve. */ public YieldCurveBundle(final String[] names, final YieldAndDiscountCurve[] curves, final Currency[] currencies) { ArgumentChecker.notNull(names, "names"); ArgumentChecker.notNull(curves, "curves"); ArgumentChecker.isTrue(names.length == curves.length, "Different number of names ({}) and curves ({})", names.length, curves.length); ArgumentChecker.isTrue(names.length == currencies.length, "Different number of names ({}) and currencies ({})", names.length, currencies.length); ArgumentChecker.noNulls(names, "names"); ArgumentChecker.noNulls(curves, "curves"); _curves = new LinkedHashMap<>(); _curveCurrency = new HashMap<>(); _fxMatrix = new FXMatrix(); final int n = names.length; for (int i = 0; i < n; i++) { _curves.put(names[i], curves[i]); _curveCurrency.put(names[i], currencies[i]); } } /** * Constructor from a bundle. A new map is created. * @param bundle A bundle. */ public YieldCurveBundle(final YieldCurveBundle bundle) { ArgumentChecker.notNull(bundle, "bundle"); _curves = new LinkedHashMap<>(bundle._curves); _curveCurrency = new HashMap<>(bundle._curveCurrency); _fxMatrix = new FXMatrix(bundle._fxMatrix); } /** * Create a new copy of the bundle. * @return The bundle. */ public YieldCurveBundle copy() { final LinkedHashMap<String, YieldAndDiscountCurve> curves = new LinkedHashMap<>(_curves); final Map<String, Currency> curveCurrency = new HashMap<>(_curveCurrency); final FXMatrix fxMatrix = new FXMatrix(_fxMatrix); return new YieldCurveBundle(fxMatrix, curveCurrency, curves); } /** * Add a new curve to the bundle. * @param name The curve name. * @param curve The curve. * @throws IllegalArgumentException if curve name already present */ public void setCurve(final String name, final YieldAndDiscountCurve curve) { ArgumentChecker.notNull(name, "name"); ArgumentChecker.notNull(curve, "curve"); if (_curves.containsKey(name)) { throw new IllegalArgumentException("Named yield curve already set: " + name); } _curves.put(name, curve); } /** * Replace an existing curve with a new one. * @param name The curve name. * @param curve The curve. * @throws IllegalArgumentException if curve name NOT already present */ public void replaceCurve(final String name, final YieldAndDiscountCurve curve) { ArgumentChecker.notNull(name, "name"); ArgumentChecker.notNull(curve, "curve"); if (!_curves.containsKey(name)) { throw new IllegalArgumentException("Named yield curve not in set" + name); } _curves.put(name, curve); } public void addAll(final YieldCurveBundle other) { ArgumentChecker.notNull(other, "yield curve bundle"); _curves.putAll(other._curves); } public YieldAndDiscountCurve getCurve(final String name) { if (_curves.containsKey(name)) { return _curves.get(name); } throw new IllegalArgumentException("Named yield curve not found: " + name); } /** * Returns the map with the curves. * @return The map. */ public Map<String, YieldAndDiscountCurve> getCurvesMap() { return _curves; } /** * Returns the number of curves in the bundle. * @return The number of curves. */ public int size() { return _curves.size(); } public Set<String> getAllNames() { return _curves.keySet(); } public Boolean containsName(final String curveName) { return _curves.containsKey(curveName); } /** * Gets map linking each curve in the bundle to its currency. * @return The map. */ public Map<String, Currency> getCurrencyMap() { return _curveCurrency; } /** * Return the currency associated to a given curve. * @param curveName The curve name. * @return The currency. */ public Currency getCurveCurrency(final String curveName) { final Currency ccy = _curveCurrency.get(curveName); if (ccy == null) { throw new IllegalArgumentException("Named yield curve not in map: " + curveName); } return ccy; } /** * Gets the underlying FXMatrix containing the exchange rates. * @return The matrix. */ public FXMatrix getFxRates() { return _fxMatrix; } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _curveCurrency.hashCode(); result = prime * result + _curves.hashCode(); result = prime * result + _fxMatrix.hashCode(); return result; } @Override public boolean equals(final Object obj) { if (this == obj) { return true; } if (obj == null) { return false; } if (getClass() != obj.getClass()) { return false; } final YieldCurveBundle other = (YieldCurveBundle) obj; if (!ObjectUtils.equals(_curveCurrency, other._curveCurrency)) { return false; } if (!ObjectUtils.equals(_curves, other._curves)) { return false; } if (!ObjectUtils.equals(_fxMatrix, other._fxMatrix)) { return false; } return true; } }