/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.interestrate.curve;
import it.unimi.dsi.fastutil.doubles.DoubleArrayList;
import java.util.ArrayList;
import java.util.List;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.util.ArgumentChecker;
/**
* PriceIndexCurve created by adding the price index of other curves.
*/
public class PriceIndexCurveAddPriceIndexSpreadCurve extends PriceIndexCurve {
/**
* The array of underlying curves.
*/
private final PriceIndexCurve[] _curves;
/**
* If -1 the rate of all curves, except the first one, will be subtracted from the first one. If +1, all the rates are added.
*/
private final double _sign;
/**
* Constructor from an array of curves.
* The new price index curve will be the sum (or the difference) of the different underlying curves.
* @param name The curve name.
* @param substract If true, the rate of all curves, except the first one, will be subtracted from the first one. If false, all the rates are added.
* @param curves The array of underlying curves.
*/
public PriceIndexCurveAddPriceIndexSpreadCurve(final String name, final boolean substract, final PriceIndexCurve... curves) {
super(curves[0].getCurve());
ArgumentChecker.notNull(curves, "Curves");
_sign = substract ? -1.0 : 1.0;
_curves = curves;
}
@Override
public double getPriceIndex(final Double timeToIndex) {
double priceIndex = _curves[0].getPriceIndex(timeToIndex);
for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
priceIndex += _sign * _curves[loopcurve].getPriceIndex(timeToIndex);
}
return priceIndex;
}
@Override
public double getInflationRate(final Double firstTime, final Double secondTime) {
ArgumentChecker.isTrue(firstTime < secondTime, "firstTime should be before secondTime");
return this.getPriceIndex(secondTime) / this.getPriceIndex(firstTime) - 1.0;
}
@Override
public double[] getPriceIndexParameterSensitivity(final double time) {
final DoubleArrayList result = new DoubleArrayList();
double[] temp;
temp = _curves[0].getPriceIndexParameterSensitivity(time);
for (final double element : temp) {
result.add(element);
}
for (int loopcurve = 1; loopcurve < _curves.length; loopcurve++) {
temp = _curves[loopcurve].getPriceIndexParameterSensitivity(time);
for (final double element : temp) {
result.add(element);
}
}
return result.toDoubleArray();
}
@Override
public int getNumberOfParameters() {
int result = 0;
for (final PriceIndexCurve curve : _curves) {
result += curve.getNumberOfParameters();
}
return result;
}
@Override
public List<String> getUnderlyingCurvesNames() {
final List<String> names = new ArrayList<>();
for (final PriceIndexCurve curve : _curves) {
names.add(curve.getName());
}
return names;
}
public PriceIndexCurve[] getCurves() {
return _curves;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _curves.hashCode();
long temp;
temp = Double.doubleToLongBits(_sign);
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 PriceIndexCurveAddPriceIndexSpreadCurve other = (PriceIndexCurveAddPriceIndexSpreadCurve) obj;
if (!ObjectUtils.equals(_curves, other._curves)) {
return false;
}
if (Double.doubleToLongBits(_sign) != Double.doubleToLongBits(other._sign)) {
return false;
}
return true;
}
}