Java tutorial
/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.var; import org.apache.commons.lang.Validate; import com.opengamma.analytics.math.statistics.distribution.NormalDistribution; import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution; import com.opengamma.util.ArgumentChecker; /** * */ public class NormalVaRParameters { private static final ProbabilityDistribution<Double> NORMAL = new NormalDistribution(0, 1); private final double _horizon; private final double _periods; private final double _quantile; private final double _z; private final double _timeScaling; public NormalVaRParameters(final double horizon, final double periods, final double quantile) { Validate.isTrue(horizon > 0, "horizon"); Validate.isTrue(periods > 0, "periods"); if (!ArgumentChecker.isInRangeInclusive(0, 1, quantile)) { throw new IllegalArgumentException("Quantile must be between 0 and 1"); } _horizon = horizon; _periods = periods; _quantile = quantile; _z = NORMAL.getInverseCDF(quantile); _timeScaling = Math.sqrt(horizon / periods); } public double getZ() { return _z; } public double getTimeScaling() { return _timeScaling; } public double getHorizon() { return _horizon; } public double getPeriods() { return _periods; } public double getQuantile() { return _quantile; } @Override public int hashCode() { final int prime = 31; int result = 1; long temp; temp = Double.doubleToLongBits(_horizon); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_periods); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_quantile); result = prime * result + (int) (temp ^ (temp >>> 32)); 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 NormalVaRParameters other = (NormalVaRParameters) obj; if (Double.doubleToLongBits(_horizon) != Double.doubleToLongBits(other._horizon)) { return false; } if (Double.doubleToLongBits(_periods) != Double.doubleToLongBits(other._periods)) { return false; } if (Double.doubleToLongBits(_quantile) != Double.doubleToLongBits(other._quantile)) { return false; } return true; } }