com.opengamma.analytics.financial.montecarlo.DecisionSchedule.java Source code

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Here is the source code for com.opengamma.analytics.financial.montecarlo.DecisionSchedule.java

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/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.montecarlo;

import java.util.Arrays;

import org.apache.commons.lang.Validate;

/**
 * Class describing the time and amount required to price interest rate derivatives. The data is used in particular for Monte Carlo pricing.
 */
public class DecisionSchedule {

    /**
     * The time at which an exercise or fixing take place.
     */
    private final double[] _decisionTime;
    /**
     * The time impacting the value at each decision date.
     */
    private final double[][] _impactTime;
    /**
     * The reference amounts at each impact times.
     */
    private final double[][] _impactAmount;

    /**
     * Constructor.
     * @param decisionTime The time at which an exercise or fixing take place.
     * @param impactTime The time impacting the value at each decision date.
     * @param impactAmount The reference amounts at each impact times.
     */
    public DecisionSchedule(double[] decisionTime, double[][] impactTime, double[][] impactAmount) {
        Validate.isTrue(decisionTime.length == impactTime.length, "Incorrect length");
        Validate.isTrue(decisionTime.length == impactAmount.length, "Incorrect length");
        _decisionTime = decisionTime;
        _impactTime = impactTime;
        _impactAmount = impactAmount;
    }

    /**
     * Gets the decision times.
     * @return The decision times.
     */
    public double[] getDecisionTime() {
        return _decisionTime;
    }

    /**
     * Gets the time impacting the value at each decision date.
     * @return The impact times.
     */
    public double[][] getImpactTime() {
        return _impactTime;
    }

    /**
     * Gets the reference amounts at each impact times.
     * @return The amounts.
     */
    public double[][] getImpactAmount() {
        return _impactAmount;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + Arrays.hashCode(_decisionTime);
        result = prime * result + Arrays.hashCode(_impactAmount);
        result = prime * result + Arrays.hashCode(_impactTime);
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        DecisionSchedule other = (DecisionSchedule) obj;
        if (!Arrays.equals(_decisionTime, other._decisionTime)) {
            return false;
        }
        if (!Arrays.equals(_impactAmount, other._impactAmount)) {
            return false;
        }
        if (!Arrays.equals(_impactTime, other._impactTime)) {
            return false;
        }
        return true;
    }

}