com.opengamma.analytics.financial.model.volatility.surface.DriftSurface.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.volatility.surface.DriftSurface.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.volatility.surface;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.surface.Surface;

/**
 * for a model of forward rates that follow the SDE df = a(f,t)dt + b(f,t)dw this describes the drift function (of forward, f, and time, t)
 */
public class DriftSurface {
    private final Surface<Double, Double, Double> _surface;

    public DriftSurface(final Surface<Double, Double, Double> surface) {
        Validate.notNull(surface, "surface");
        _surface = surface;
    }

    public Surface<Double, Double, Double> getSurface() {
        return _surface;
    }

    public double getDrift(final double f, final double t) {
        return _surface.getZValue(f, t);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _surface.hashCode();
        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 DriftSurface other = (DriftSurface) obj;
        return ObjectUtils.equals(_surface, other._surface);
    }

}