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

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Here is the source code for com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve.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.Arrays;
import java.util.List;

import org.apache.commons.lang.ArrayUtils;

import com.opengamma.util.ArgumentChecker;

/**
 * YieldAndDiscountCurve created by adding the zero-coupon continuously compounded rate of other curves.
 */
public class YieldAndDiscountAddZeroSpreadCurve extends YieldAndDiscountCurve {

    /**
     * The array of underlying curves.
     */
    private final YieldAndDiscountCurve[] _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 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 curves The array of underlying curves.
     */
    public YieldAndDiscountAddZeroSpreadCurve(final String name, final boolean substract,
            final YieldAndDiscountCurve... curves) {
        super(name);
        ArgumentChecker.notNull(curves, "Curves");
        _sign = substract ? -1.0 : 1.0;
        _curves = curves;
    }

    @Override
    public double getInterestRate(Double t) {
        double rate = _curves[0].getInterestRate(t);
        for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
            rate += _sign * _curves[loopcurve].getInterestRate(t);
        }
        return rate;
    }

    @Override
    public double[] getInterestRateParameterSensitivity(double time) {
        final List<Double> result = new ArrayList<Double>();
        double[] temp;
        temp = _curves[0].getInterestRateParameterSensitivity(time);
        for (int loops = 0; loops < temp.length; loops++) {
            result.add(temp[loops]);
        }
        for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
            temp = _curves[loopcurve].getInterestRateParameterSensitivity(time);
            for (int loops = 0; loops < temp.length; loops++) {
                result.add(temp[loops]);
            }
        }
        return ArrayUtils.toPrimitive(result.toArray(new Double[0]));
    }

    @Override
    public int getNumberOfParameters() {
        int result = 0;
        for (int loopcurve = 0; loopcurve < _curves.length; loopcurve++) {
            result += _curves[loopcurve].getNumberOfParameters();
        }
        return result;
    }

    @Override
    public List<String> getUnderlyingCurvesNames() {
        List<String> names = new ArrayList<String>();
        for (int loopcurve = 0; loopcurve < _curves.length; loopcurve++) {
            names.add(_curves[loopcurve].getName());
        }
        return names;
    }

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

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + Arrays.hashCode(_curves);
        long temp;
        temp = Double.doubleToLongBits(_sign);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        YieldAndDiscountAddZeroSpreadCurve other = (YieldAndDiscountAddZeroSpreadCurve) obj;
        if (!Arrays.equals(_curves, other._curves)) {
            return false;
        }
        if (Double.doubleToLongBits(_sign) != Double.doubleToLongBits(other._sign)) {
            return false;
        }
        return true;
    }

}