com.opengamma.financial.analytics.volatility.cube.SyntheticSecuritySwaptionVolatilityCubeInstrumentProvider.java Source code

Introduction

Here is the source code for com.opengamma.financial.analytics.volatility.cube.SyntheticSecuritySwaptionVolatilityCubeInstrumentProvider.java

Source

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.volatility.cube;

import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.Period;

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.Tenor;

/**
 * 
 */
public class SyntheticSecuritySwaptionVolatilityCubeInstrumentProvider
        implements CubeInstrumentProvider<Tenor, Tenor, Double> {
    private final String _prefix;
    private final String _dataFieldName;

    public SyntheticSecuritySwaptionVolatilityCubeInstrumentProvider(final String prefix,
            final String dataFieldName) {
        ArgumentChecker.notNull(prefix, "external prefix");
        ArgumentChecker.notNull(dataFieldName, "data field name");
        _prefix = prefix;
        _dataFieldName = dataFieldName;
    }

    @Override
    public ExternalId getInstrument(final Tenor swapMaturity, final Tenor swaptionExpiry,
            final Double relativeStrike) {
        ArgumentChecker.notNull(swapMaturity, "swap maturity");
        ArgumentChecker.notNull(swaptionExpiry, "swaption expiry");
        ArgumentChecker.notNull(relativeStrike, "relative strike");
        final StringBuffer ticker = new StringBuffer(_prefix);
        final String swaptionString = getTenorString(swaptionExpiry);
        final String swapString = getTenorString(swapMaturity);
        ticker.append(swaptionString);
        ticker.append(swapString);
        ticker.append(Double.toString(relativeStrike));
        return ExternalId.of(ExternalSchemes.OG_SYNTHETIC_TICKER, ticker.toString());
    }

    @Override
    public String getDataFieldName() {
        return _dataFieldName;
    }

    public String getPrefix() {
        return _prefix;
    }

    private String getTenorString(final Tenor tenor) {
        final Period period = tenor.getPeriod();
        if (period.getYears() != 0) {
            return period.getYears() + "Y";
        } else if (period.getMonths() != 0) {
            return period.getMonths() + "M";
        }
        throw new OpenGammaRuntimeException("Can only handle tenors in units of months or years");
    }

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