com.opengamma.analytics.financial.model.option.pricing.analytic.formula.CEVFunctionData.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.option.pricing.analytic.formula.CEVFunctionData.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.option.pricing.analytic.formula;

import org.apache.commons.lang.Validate;

/**
 * 
 */
public class CEVFunctionData {

    /**
     * The forward.
     */
    private final double _forward;
    /**
     * The numeraire.
     */
    private final double _numeraire;
    /**
     * The normal volatility.
     */
    private final double _volatility;
    /**
     * The elasticity parameter.
     */
    private final double _beta;

    public CEVFunctionData(final double f, final double df, final double sigma, final double beta) {
        _forward = f;
        _numeraire = df;
        _volatility = sigma;
        Validate.isTrue(beta >= 0.0, "beta less than zero not supported");
        _beta = beta;
    }

    public double getForward() {
        return _forward;
    }

    public double getNumeraire() {
        return _numeraire;
    }

    public double getVolatility() {
        return _volatility;
    }

    public double getBeta() {
        return _beta;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        long temp;
        temp = Double.doubleToLongBits(_beta);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_forward);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_numeraire);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_volatility);
        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;
        }
        CEVFunctionData other = (CEVFunctionData) obj;
        if (Double.doubleToLongBits(_beta) != Double.doubleToLongBits(other._beta)) {
            return false;
        }
        if (Double.doubleToLongBits(_forward) != Double.doubleToLongBits(other._forward)) {
            return false;
        }
        if (Double.doubleToLongBits(_numeraire) != Double.doubleToLongBits(other._numeraire)) {
            return false;
        }
        if (Double.doubleToLongBits(_volatility) != Double.doubleToLongBits(other._volatility)) {
            return false;
        }
        return true;
    }

}