com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurveAddPriceIndexSpreadCurve.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurveAddPriceIndexSpreadCurve.java

Source

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

import it.unimi.dsi.fastutil.doubles.DoubleArrayList;

import java.util.ArrayList;
import java.util.List;

import org.apache.commons.lang.ObjectUtils;

import com.opengamma.util.ArgumentChecker;

/**
 *  PriceIndexCurve created by adding the price index of other curves.
 */
public class PriceIndexCurveAddPriceIndexSpreadCurve extends PriceIndexCurve {

    /**
     * The array of underlying curves.
     */
    private final PriceIndexCurve[] _curves;

    /**
     * If -1 the rate of all curves, except the first one, will be subtracted from the first one. If +1, all the rates are added.
     */
    private final double _sign;

    /**
     * Constructor from an array of curves.
     * The new price index curve  will be the sum (or the difference) of the different underlying curves.
     * @param name The curve name.
     * @param substract If true, the rate of all curves, except the first one, will be subtracted from the first one. If false, all the rates are added.
     * @param curves  The array of underlying curves.
        
     */
    public PriceIndexCurveAddPriceIndexSpreadCurve(final String name, final boolean substract,
            final PriceIndexCurve... curves) {
        super(curves[0].getCurve());
        ArgumentChecker.notNull(curves, "Curves");
        _sign = substract ? -1.0 : 1.0;
        _curves = curves;
    }

    @Override
    public double getPriceIndex(final Double timeToIndex) {
        double priceIndex = _curves[0].getPriceIndex(timeToIndex);
        for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
            priceIndex += _sign * _curves[loopcurve].getPriceIndex(timeToIndex);
        }
        return priceIndex;
    }

    @Override
    public double getInflationRate(final Double firstTime, final Double secondTime) {
        ArgumentChecker.isTrue(firstTime < secondTime, "firstTime should be before secondTime");
        return this.getPriceIndex(secondTime) / this.getPriceIndex(firstTime) - 1.0;
    }

    @Override
    public double[] getPriceIndexParameterSensitivity(final double time) {
        final DoubleArrayList result = new DoubleArrayList();
        double[] temp;
        temp = _curves[0].getPriceIndexParameterSensitivity(time);
        for (final double element : temp) {
            result.add(element);
        }
        for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
            temp = _curves[loopcurve].getPriceIndexParameterSensitivity(time);
            for (final double element : temp) {
                result.add(element);
            }
        }
        return result.toDoubleArray();
    }

    @Override
    public int getNumberOfParameters() {
        int result = 0;
        for (final PriceIndexCurve curve : _curves) {
            result += curve.getNumberOfParameters();
        }
        return result;
    }

    @Override
    public List<String> getUnderlyingCurvesNames() {
        final List<String> names = new ArrayList<>();
        for (final PriceIndexCurve curve : _curves) {
            names.add(curve.getName());
        }
        return names;
    }

    public PriceIndexCurve[] getCurves() {
        return _curves;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _curves.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_sign);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        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 PriceIndexCurveAddPriceIndexSpreadCurve other = (PriceIndexCurveAddPriceIndexSpreadCurve) obj;
        if (!ObjectUtils.equals(_curves, other._curves)) {
            return false;
        }
        if (Double.doubleToLongBits(_sign) != Double.doubleToLongBits(other._sign)) {
            return false;
        }
        return true;
    }

}