com.opengamma.financial.analytics.ircurve.InterpolatedYieldCurveSpecification.java Source code

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Here is the source code for com.opengamma.financial.analytics.ircurve.InterpolatedYieldCurveSpecification.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.financial.analytics.ircurve;

import java.io.Serializable;
import java.util.Collection;
import java.util.Collections;
import java.util.SortedSet;
import java.util.TreeSet;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.builder.ToStringBuilder;
import org.apache.commons.lang.builder.ToStringStyle;
import org.threeten.bp.LocalDate;

import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.Tenor;

/**
 *
 *
 */
public class InterpolatedYieldCurveSpecification implements Serializable {

    /** Serialization version. */
    private static final long serialVersionUID = 1L;

    private final LocalDate _curveDate;
    private final Currency _currency;
    private final String _name;
    private final Interpolator1D _interpolator;
    private final boolean _interpolateYield;
    private final SortedSet<FixedIncomeStripWithIdentifier> _strips = new TreeSet<FixedIncomeStripWithIdentifier>();
    private final ExternalId _region;

    public InterpolatedYieldCurveSpecification(final LocalDate curveDate, final String name,
            final Currency currency, final Interpolator1D interpolator,
            final Collection<FixedIncomeStripWithIdentifier> resolvedStrips, final ExternalId region) {
        ArgumentChecker.notNull(curveDate, "CurveDate");
        ArgumentChecker.notNull(currency, "Currency");
        ArgumentChecker.notNull(interpolator, "Interpolator1D");
        ArgumentChecker.notNull(resolvedStrips, "ResolvedStrips");
        ArgumentChecker.notNull(region, "RegionID");
        // Name can be null.
        _curveDate = curveDate;
        _currency = currency;
        _name = name;
        _interpolator = interpolator;
        _interpolateYield = true;
        _region = region;
        for (final FixedIncomeStripWithIdentifier strip : resolvedStrips) {
            addStrip(strip);
        }
    }

    public InterpolatedYieldCurveSpecification(final LocalDate curveDate, final String name,
            final Currency currency, final Interpolator1D interpolator,
            final Collection<FixedIncomeStripWithIdentifier> resolvedStrips, final ExternalId region,
            final Tenor fraBasis, final Tenor swapBasis) {
        ArgumentChecker.notNull(curveDate, "CurveDate");
        ArgumentChecker.notNull(currency, "Currency");
        ArgumentChecker.notNull(interpolator, "Interpolator1D");
        ArgumentChecker.notNull(resolvedStrips, "ResolvedStrips");
        ArgumentChecker.notNull(region, "RegionID");
        // Name can be null.
        _curveDate = curveDate;
        _currency = currency;
        _name = name;
        _interpolator = interpolator;
        _interpolateYield = true;
        _region = region;
        for (final FixedIncomeStripWithIdentifier strip : resolvedStrips) {
            addStrip(strip);
        }
    }

    public InterpolatedYieldCurveSpecification(final LocalDate curveDate, final String name,
            final Currency currency, final Interpolator1D interpolator, final boolean interpolateYield,
            final Collection<FixedIncomeStripWithIdentifier> resolvedStrips, final ExternalId region) {
        ArgumentChecker.notNull(curveDate, "CurveDate");
        ArgumentChecker.notNull(currency, "Currency");
        ArgumentChecker.notNull(interpolator, "Interpolator1D");
        ArgumentChecker.notNull(resolvedStrips, "ResolvedStrips");
        ArgumentChecker.notNull(region, "RegionID");
        // Name can be null.
        _curveDate = curveDate;
        _currency = currency;
        _name = name;
        _interpolator = interpolator;
        _interpolateYield = interpolateYield;
        _region = region;
        for (final FixedIncomeStripWithIdentifier strip : resolvedStrips) {
            addStrip(strip);
        }
    }

    public InterpolatedYieldCurveSpecification(final LocalDate curveDate, final String name,
            final Currency currency, final Interpolator1D interpolator, final boolean interpolateYield,
            final Collection<FixedIncomeStripWithIdentifier> resolvedStrips, final ExternalId region,
            final Tenor fraBasis, final Tenor swapBasis) {
        ArgumentChecker.notNull(curveDate, "CurveDate");
        ArgumentChecker.notNull(currency, "Currency");
        ArgumentChecker.notNull(interpolator, "Interpolator1D");
        ArgumentChecker.notNull(resolvedStrips, "ResolvedStrips");
        ArgumentChecker.notNull(region, "RegionID");
        // Name can be null.
        _curveDate = curveDate;
        _currency = currency;
        _name = name;
        _interpolator = interpolator;
        _interpolateYield = interpolateYield;
        _region = region;
        for (final FixedIncomeStripWithIdentifier strip : resolvedStrips) {
            addStrip(strip);
        }
    }

    public void addStrip(final FixedIncomeStripWithIdentifier strip) {
        ArgumentChecker.notNull(strip, "Strip");
        _strips.add(strip);
    }

    /**
     * Gets the region field.
     * @return the region
     */
    public ExternalId getRegion() {
        return _region;
    }

    /**
     * @return the curve date
     */
    public LocalDate getCurveDate() {
        return _curveDate;
    }

    /**
     * @return the currency
     */
    public Currency getCurrency() {
        return _currency;
    }

    /**
     * @return the name
     */
    public String getName() {
        return _name;
    }

    /**
     * @return the interpolator
     */
    public Interpolator1D getInterpolator() {
        return _interpolator;
    }

    /**
     * @return Whether to interpolate the yield (true) or discount factors (false)
     */
    public boolean interpolateYield() {
        return _interpolateYield;
    }

    /**
     * @return the strips
     */
    public SortedSet<FixedIncomeStripWithIdentifier> getStrips() {
        return Collections.unmodifiableSortedSet(_strips);
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (!(obj instanceof InterpolatedYieldCurveSpecification)) {
            return false;
        }
        final InterpolatedYieldCurveSpecification other = (InterpolatedYieldCurveSpecification) obj;
        if (!ObjectUtils.equals(_currency, other._currency)) {
            return false;
        }
        if (!ObjectUtils.equals(_name, other._name)) {
            return false;
        }
        if (!ObjectUtils.equals(_interpolator, other._interpolator)) {
            return false;
        }
        if (!ObjectUtils.equals(_strips, other._strips)) {
            return false;
        }
        if (!ObjectUtils.equals(_region, other._region)) {
            return false;
        }
        if (_interpolateYield != other._interpolateYield) {
            return false;
        }
        return true;
    }

    @Override
    public int hashCode() {
        final int prime = 37;
        int result = 1;
        result = (result * prime) + _currency.hashCode();
        if (_name != null) {
            result = (result * prime) + _name.hashCode();
        }
        // since currency/name/date are a candidate key we leave it at that.
        return result;
    }

    @Override
    public String toString() {
        return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE);
    }

}