/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.index;
import java.util.HashMap;
import java.util.Map;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.financial.convention.calendar.CalendarNoHoliday;
/**
* A list of swap generators that can be used in the tests.
*/
public final class GeneratorSwapIborIborMaster {
/**
* The method unique instance.
*/
private static final GeneratorSwapIborIborMaster INSTANCE = new GeneratorSwapIborIborMaster();
/**
* Return the unique instance of the class.
* @return The instance.
*/
public static GeneratorSwapIborIborMaster getInstance() {
return INSTANCE;
}
/**
* The map with the list of names and the swap generators.
*/
private final Map<String, GeneratorSwapIborIbor> _generatorSwap;
/**
* The list of Ibor indexes for test purposes.
*/
private final IndexIborMaster _iborIndexMaster;
/**
* Private constructor.
*/
private GeneratorSwapIborIborMaster() {
_iborIndexMaster = IndexIborMaster.getInstance();
final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
_generatorSwap = new HashMap<>();
_generatorSwap.put("AUDBBSW3MBBSW6M", new GeneratorSwapIborIbor("AUDBBSW3MBBSW6M", _iborIndexMaster.getIndex("AUDBB3M"), _iborIndexMaster.getIndex("AUDBB6M"),
baseCalendar, baseCalendar));
}
public GeneratorSwapIborIbor getGenerator(final String name, final Calendar cal) {
final GeneratorSwapIborIbor generatorNoCalendar = _generatorSwap.get(name);
if (generatorNoCalendar == null) {
throw new OpenGammaRuntimeException("Could not get Ibor index for " + name);
}
return new GeneratorSwapIborIbor(generatorNoCalendar.getName(), _iborIndexMaster.getIndex(generatorNoCalendar.getIborIndex1().getName()), _iborIndexMaster.getIndex(generatorNoCalendar
.getIborIndex2().getName()), cal, cal);
}
}