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

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

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.interestrate.curve;

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

import org.apache.commons.lang.ObjectUtils;

import com.opengamma.util.ArgumentChecker;

/**
 * YieldAndDiscountCurve created by adding the zero-coupon continuously compounded rate of two curves. One curve is fixed and there is no sensitivity to that curve.
 * In general the fixed curve represent a static adjustment like a saisonality adjustment.
 * The term "fixed" for the second curve means that no parameter is associated to that curve.
 */
public class YieldAndDiscountAddZeroFixedCurve extends YieldAndDiscountCurve {

    /**
     * The main underlying curve.
     */
    private final YieldAndDiscountCurve _curve;
    /**
     * The fixed curve.
     */
    private final YieldAndDiscountCurve _curveFixed;
    /**
     * If 1 the rates are added, if -1, they are subtracted (curve - curveFixed).
     */
    private final double _sign;

    /**
     * Constructor from an array of curves.
     * The new curve interest rate (zero-coupon continuously compounded) 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 curve The main curve.
     * @param curveFixed The fixed curve (as a spread).
     */
    public YieldAndDiscountAddZeroFixedCurve(final String name, final boolean substract,
            final YieldAndDiscountCurve curve, final YieldAndDiscountCurve curveFixed) {
        super(name);
        ArgumentChecker.notNull(curve, "Curve");
        ArgumentChecker.notNull(curveFixed, "Curve fixed");
        _sign = substract ? -1.0 : 1.0;
        _curve = curve;
        _curveFixed = curveFixed;
    }

    @Override
    public double getInterestRate(final Double t) {
        return _curve.getInterestRate(t) + _sign * _curveFixed.getInterestRate(t);
    }

    @Override
    public double getForwardRate(final double t) {
        return _curve.getForwardRate(t) + _sign * _curveFixed.getForwardRate(t);
    }

    @Override
    public double[] getInterestRateParameterSensitivity(final double time) {
        return _curve.getInterestRateParameterSensitivity(time);
    }

    @Override
    public int getNumberOfParameters() {
        return _curve.getNumberOfParameters();
    }

    @Override
    public List<String> getUnderlyingCurvesNames() {
        final List<String> names = new ArrayList<>();
        names.add(_curve.getName());
        names.add(_curveFixed.getName());
        return names;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _curve.hashCode();
        result = prime * result + _curveFixed.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 YieldAndDiscountAddZeroFixedCurve other = (YieldAndDiscountAddZeroFixedCurve) obj;
        if (!ObjectUtils.equals(_curve, other._curve)) {
            return false;
        }
        if (!ObjectUtils.equals(_curveFixed, other._curveFixed)) {
            return false;
        }
        if (Double.doubleToLongBits(_sign) != Double.doubleToLongBits(other._sign)) {
            return false;
        }
        return true;
    }

}