com.opengamma.analytics.financial.model.option.parameters.InflationConvexityAdjustmentParameters.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.option.parameters.InflationConvexityAdjustmentParameters.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.model.option.parameters;

import java.util.Arrays;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.financial.instrument.index.IndexPrice;
import com.opengamma.analytics.math.curve.Curve;
import com.opengamma.analytics.math.surface.Surface;

/**
 * _atmVolatility
 */
public class InflationConvexityAdjustmentParameters {

    /**
     * The times separating the inflation periods. 
     */
    private final double[] _inflationTime;
    /**
     * The ATM volatility curve of the price index. The dimensions are the expiration. Not null.
     */
    private final double[] _atmVolatility;

    /**
     * The price index correlation surface. The dimensions are the expiration. Not null.
     */
    private final Surface<Double, Double, Double> _priceIndexCorrelation;

    /**
     * The libor correlation surface. The dimensions are the expiration. Not null.
     */
    private final Surface<Double, Double, Double> _liborCorrelation;

    /**
     * The price index\rate volatility surface. The dimensions are the expiration. Not null.
     */
    private final Curve<Double, Double> _priceIndexRateCorrelation;
    /**
     * The index  price for which the volatility is valid. Not null.
     */
    private final IndexPrice _index;

    /**
     * Constructor from the parameter surfaces. 
     * @param inflationTime the inflation times.
     * @param atmVolatility The atm Black volatility curve.
     * @param priceIndexCorrelation The price index correlation surface.
     * @param priceIndexRateCorrelation  The price index\rate volatility surface.
     * @param index The index price for which the volatility is valid.
     */
    public InflationConvexityAdjustmentParameters(final double[] inflationTime, double[] atmVolatility,
            final Surface<Double, Double, Double> priceIndexCorrelation,
            final Surface<Double, Double, Double> liborCorrelation,
            final Curve<Double, Double> priceIndexRateCorrelation, final IndexPrice index) {
        Validate.notNull(inflationTime, "inflation time");
        Validate.notNull(atmVolatility, "price index correlation surface");
        Validate.notNull(priceIndexCorrelation, "volatility curve");
        Validate.notNull(priceIndexRateCorrelation, "price index\rate volatility");
        Validate.notNull(index, "index price");
        _inflationTime = inflationTime;
        _atmVolatility = atmVolatility;
        _priceIndexCorrelation = priceIndexCorrelation;
        _liborCorrelation = liborCorrelation;
        _priceIndexRateCorrelation = priceIndexRateCorrelation;
        _index = index;
    }

    /**
     * Return the volatility for a time to expiration and strike.
     * @return The atm volatility.
     */
    public double[] getInflationTime() {
        return _inflationTime;
    }

    /**
     * Return the volatility for a time to expiration and strike.
     * @return The atm volatility.
     */
    public double[] getPriceIndexAtmVolatility() {
        return _atmVolatility;
    }

    /**
     * Return the price index correlation surface.
     * @return The price index correlation surface.
     */
    public Surface<Double, Double, Double> getPriceIndexCorrelation() {
        return _priceIndexCorrelation;
    }

    /**
     * Return the libor correlation surface.
     * @return The libor correlation surface.
     */
    public Surface<Double, Double, Double> getLiborCorrelation() {
        return _liborCorrelation;
    }

    /**
     * Return the libor/price index correlation vector.
     * @return  The libor/price index correlation vector.
     */
    public Curve<Double, Double> getPriceIndexRateCorrelation() {
        return _priceIndexRateCorrelation;
    }

    /**
     * Gets the Ibor index for which the volatility is valid.
     * @return The index.
     */
    public IndexPrice getPriceIndex() {
        return _index;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + Arrays.hashCode(_atmVolatility);
        result = prime * result + ((_index == null) ? 0 : _index.hashCode());
        result = prime * result + Arrays.hashCode(_inflationTime);
        result = prime * result + ((_liborCorrelation == null) ? 0 : _liborCorrelation.hashCode());
        result = prime * result + ((_priceIndexCorrelation == null) ? 0 : _priceIndexCorrelation.hashCode());
        result = prime * result
                + ((_priceIndexRateCorrelation == null) ? 0 : _priceIndexRateCorrelation.hashCode());
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        InflationConvexityAdjustmentParameters other = (InflationConvexityAdjustmentParameters) obj;
        if (!Arrays.equals(_atmVolatility, other._atmVolatility)) {
            return false;
        }
        if (_index == null) {
            if (other._index != null) {
                return false;
            }
        } else if (!_index.equals(other._index)) {
            return false;
        }
        if (!Arrays.equals(_inflationTime, other._inflationTime)) {
            return false;
        }
        if (_liborCorrelation == null) {
            if (other._liborCorrelation != null) {
                return false;
            }
        } else if (!_liborCorrelation.equals(other._liborCorrelation)) {
            return false;
        }
        if (_priceIndexCorrelation == null) {
            if (other._priceIndexCorrelation != null) {
                return false;
            }
        } else if (!_priceIndexCorrelation.equals(other._priceIndexCorrelation)) {
            return false;
        }
        if (_priceIndexRateCorrelation == null) {
            if (other._priceIndexRateCorrelation != null) {
                return false;
            }
        } else if (!_priceIndexRateCorrelation.equals(other._priceIndexRateCorrelation)) {
            return false;
        }
        return true;
    }

}