/**
* 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.lang.reflect.Field;
import java.lang.reflect.Modifier;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import java.util.Map;
import java.util.SortedSet;
import java.util.TreeSet;
import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.builder.ToStringBuilder;
import org.threeten.bp.LocalDate;
import com.google.common.collect.ImmutableList;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.config.Config;
import com.opengamma.financial.fudgemsg.CurveSpecificationBuilderConfigurationFudgeBuilder;
import com.opengamma.id.ExternalId;
import com.opengamma.util.time.Tenor;
/**
*
*/
@Config(description = "Curve specification builder configuration")
public class CurveSpecificationBuilderConfiguration {
/**
* The names of the curve instrument providers, currently used in CurveSpecificationBuilderConfiguration fudge messages and Web UI
*/
public static final List<String> s_curveSpecNames = getCurveSpecBuilderConfigurationNames();
private final Map<Tenor, CurveInstrumentProvider> _cashInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _fra3MInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _fra6MInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _liborInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _euriborInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _cdorInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _futureInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _swap12MInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _swap6MInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _swap3MInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _swap28DInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _basisSwapInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _tenorSwapInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _oisSwapInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _stiborInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _ciborInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _simpleZeroDepositInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _periodicZeroDepositInstrumentProviders;
private final Map<Tenor, CurveInstrumentProvider> _continuousZeroDepositInstrumentProviders;
/**
* A curve specification builder configuration for a particular currency
* @param cashInstrumentProviders a map of tenor to instrument providers for Cash curve instrument e.g. (StaticCurveInstrumentProvider)
* @param fra3MInstrumentProviders a map of tenor to instrument providers for 3M FRA curve instruments (e.g. 3M x 6M)
* @param fra6MInstrumentProviders a map of tenor to instrument providers for 6M FRA curve instruments (e.g. 3M x 9M)
* @param liborInstrumentProviders a map of tenor to instrument providers for Libor curve instruments
* @param euriborInstrumentProviders a map of tenor to instrument providers for Euribor curve instruments
* @param cdorInstrumentProviders a map of tenor in instrument providers for CDOR curve instruments
* @param ciborInstrumentProviders a map of tenor in instrument providers for Cibor curve instruments
* @param stiborInstrumentProviders a map of tenor in instrument providers for Stibor curve instruments
* @param futureInstrumentProviders a map of tenor to instrument providers for future curve instruments e.g. (BloombergFutureInstrumentProvider)
* @param swap6MInstrumentProviders a map of tenor to instrument providers for 6M swap curve instruments where 6M is the floating tenor
* @param swap3MInstrumentProviders a map of tenor to instrument providers for 3M swap curve instruments where 3M is the floating tenor
* @param basisSwapInstrumentProviders a map of tenor to instrument providers for basis swap instruments
* @param tenorSwapInstrumentProviders a map of tenor to instrument providers for tenor swap curve
* @param oisSwapInstrumentProviders a map of tenor to instrument providers for OIS swap curve instruments
* @param simpleZeroDepositInstrumentProviders a map of tenor to simple zero deposit instruments
* @param periodicZeroDepositInstrumentProviders a map of tenor to periodic zero deposit instruments
* @param continuousZeroDepositInstrumentProviders a map of tenor to continuous zero deposit instruments
* @param swap12MInstrumentProviders a map of tenor to instrument providers for 12M swap curve instruments where 12M is the floating tenor
* @param swap28DInstrumentProviders a map of tenor to instrument providers for 28D swap curve instruments where 28D is the floating tenor
*/
public CurveSpecificationBuilderConfiguration(final Map<Tenor, CurveInstrumentProvider> cashInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> fra3MInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> fra6MInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> liborInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> euriborInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> cdorInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> ciborInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> stiborInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> futureInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> swap6MInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> swap3MInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> basisSwapInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> tenorSwapInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> oisSwapInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> simpleZeroDepositInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> periodicZeroDepositInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> continuousZeroDepositInstrumentProviders, final Map<Tenor, CurveInstrumentProvider> swap12MInstrumentProviders,
final Map<Tenor, CurveInstrumentProvider> swap28DInstrumentProviders) {
_cashInstrumentProviders = cashInstrumentProviders;
_fra3MInstrumentProviders = fra3MInstrumentProviders;
_fra6MInstrumentProviders = fra6MInstrumentProviders;
_liborInstrumentProviders = liborInstrumentProviders;
_euriborInstrumentProviders = euriborInstrumentProviders;
_cdorInstrumentProviders = cdorInstrumentProviders;
_ciborInstrumentProviders = ciborInstrumentProviders;
_stiborInstrumentProviders = stiborInstrumentProviders;
_futureInstrumentProviders = futureInstrumentProviders;
_swap12MInstrumentProviders = swap12MInstrumentProviders;
_swap6MInstrumentProviders = swap6MInstrumentProviders;
_swap3MInstrumentProviders = swap3MInstrumentProviders;
_basisSwapInstrumentProviders = basisSwapInstrumentProviders;
_tenorSwapInstrumentProviders = tenorSwapInstrumentProviders;
_oisSwapInstrumentProviders = oisSwapInstrumentProviders;
_simpleZeroDepositInstrumentProviders = simpleZeroDepositInstrumentProviders;
_periodicZeroDepositInstrumentProviders = periodicZeroDepositInstrumentProviders;
_continuousZeroDepositInstrumentProviders = continuousZeroDepositInstrumentProviders;
_swap28DInstrumentProviders = swap28DInstrumentProviders;
}
private static List<String> getCurveSpecBuilderConfigurationNames() {
final List<String> list = new ArrayList<>();
for (final Field field : CurveSpecificationBuilderConfigurationFudgeBuilder.class.getDeclaredFields()) {
if (Modifier.isStatic(field.getModifiers()) && field.isSynthetic() == false) {
field.setAccessible(true);
try {
list.add((String) field.get(null));
} catch (final Exception ex) {
// Ignore
}
}
}
Collections.sort(list, String.CASE_INSENSITIVE_ORDER);
return ImmutableList.copyOf(list);
}
private static ExternalId getStaticSecurity(final Map<Tenor, CurveInstrumentProvider> instrumentMappers, final LocalDate curveDate, final Tenor tenor) {
final CurveInstrumentProvider mapper = instrumentMappers.get(tenor);
if (mapper != null) {
return mapper.getInstrument(curveDate, tenor);
}
throw new OpenGammaRuntimeException("can't find instrument mapper definition for " + tenor);
}
private static ExternalId getStaticSecurity(final Map<Tenor, CurveInstrumentProvider> instrumentMappers, final LocalDate curveDate, final FixedIncomeStrip strip) {
final Tenor tenor = strip.getCurveNodePointTime();
final Tenor payTenor = strip.getPayTenor();
final Tenor receiveTenor = strip.getReceiveTenor();
final IndexType payIndexType = strip.getPayIndexType();
final IndexType receiveIndexType = strip.getReceiveIndexType();
final CurveInstrumentProvider mapper = instrumentMappers.get(tenor);
if (mapper != null) {
return mapper.getInstrument(curveDate, tenor, payTenor, receiveTenor, payIndexType, receiveIndexType);
}
throw new OpenGammaRuntimeException("can't find instrument mapper definition for " + tenor);
}
/**
* Build a cash security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getCashSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_cashInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get cash instrument provider");
}
return getStaticSecurity(_cashInstrumentProviders, curveDate, tenor);
}
/**
* Build a 3M FRA security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getFRA3MSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_fra3MInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 3M FRA instrument provider");
}
return getStaticSecurity(_fra3MInstrumentProviders, curveDate, tenor);
}
/**
* Build a 6M FRA security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getFRA6MSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_fra6MInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 6M FRA instrument provider");
}
return getStaticSecurity(_fra6MInstrumentProviders, curveDate, tenor);
}
/**
* Build a Swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getSwap12MSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_swap12MInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 12M swap instrument provider");
}
return getStaticSecurity(_swap12MInstrumentProviders, curveDate, tenor);
}
/**
* Build a Swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getSwap28DSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_swap28DInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 28D swap instrument provider");
}
return getStaticSecurity(_swap28DInstrumentProviders, curveDate, tenor);
}
/**
* Build a Swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getSwap6MSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_swap6MInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 6M swap instrument provider");
}
return getStaticSecurity(_swap6MInstrumentProviders, curveDate, tenor);
}
/**
* Build a 3M swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getSwap3MSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_swap3MInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get 3M swap instrument provider");
}
return getStaticSecurity(_swap3MInstrumentProviders, curveDate, tenor);
}
/**
* Build a Basis Swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param strip the basis swap strip
* @return identifier of the security to use
*/
public ExternalId getBasisSwapSecurity(final LocalDate curveDate, final FixedIncomeStrip strip) {
if (_basisSwapInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get basis swap instrument provider");
}
return getStaticSecurity(_basisSwapInstrumentProviders, curveDate, strip);
}
/**
* Build a Tenor Swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return identifier of the security to use
*/
public ExternalId getTenorSwapSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_tenorSwapInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get tenor swap instrument provider");
}
return getStaticSecurity(_tenorSwapInstrumentProviders, curveDate, tenor);
}
/**
* Build a OIS swap security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return identifier of the security to use
*/
public ExternalId getOISSwapSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_oisSwapInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get OIS swap instrument provider");
}
return getStaticSecurity(_oisSwapInstrumentProviders, curveDate, tenor);
}
/**
* Build a Libor security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getLiborSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_liborInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get Libor instrument provider");
}
return getStaticSecurity(_liborInstrumentProviders, curveDate, tenor);
}
/**
* Build a Euribor security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getEuriborSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_euriborInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get Euribor instrument provider");
}
return getStaticSecurity(_euriborInstrumentProviders, curveDate, tenor);
}
/**
* Build a CDOR security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getCDORSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_cdorInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get CDOR instrument provider");
}
return getStaticSecurity(_cdorInstrumentProviders, curveDate, tenor);
}
/**
* Build a Cibor security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getCiborSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_ciborInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get Cibor instrument provider");
}
return getStaticSecurity(_ciborInstrumentProviders, curveDate, tenor);
}
/**
* Build a Stibor security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getStiborSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_stiborInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get Stibor instrument provider");
}
return getStaticSecurity(_stiborInstrumentProviders, curveDate, tenor);
}
/**
* Build a simple zero deposit security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getSimpleZeroDepositSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_simpleZeroDepositInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get simple zero deposit instrument provider");
}
return getStaticSecurity(_simpleZeroDepositInstrumentProviders, curveDate, tenor);
}
/**
* Build a periodic zero deposit security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @param periodsPerYear the periods per year
* @return the identifier of the security to use
*/
public ExternalId getPeriodicZeroDepositSecurity(final LocalDate curveDate, final Tenor tenor, final int periodsPerYear) {
if (_periodicZeroDepositInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get periodic zero deposit instrument provider");
}
final CurveInstrumentProvider mapper = _periodicZeroDepositInstrumentProviders.get(tenor);
if (mapper != null) {
return mapper.getInstrument(curveDate, tenor, periodsPerYear, true);
}
throw new OpenGammaRuntimeException("can't find instrument mapper definition for " + tenor + " (looking for periodic zero deposit strip)");
}
/**
* Build a continuous security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @return the identifier of the security to use
*/
public ExternalId getContinuousZeroDepositSecurity(final LocalDate curveDate, final Tenor tenor) {
if (_continuousZeroDepositInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get continuous zero deposit instrument provider");
}
return getStaticSecurity(_continuousZeroDepositInstrumentProviders, curveDate, tenor);
}
/**
* Build a Future security identifier for a curve node point
* @param curveDate the date of the start of the curve
* @param tenor the time into the curve for this security
* @param numberQuarterlyFuturesFromTenor the number of quarterly IR futures to traverse from (curveDate + tenor)
* @return the identifier of the security to use
*/
public ExternalId getFutureSecurity(final LocalDate curveDate, final Tenor tenor, final int numberQuarterlyFuturesFromTenor) {
if (_futureInstrumentProviders == null) {
throw new OpenGammaRuntimeException("Cannot get future instrument provider");
}
final CurveInstrumentProvider mapper = _futureInstrumentProviders.get(tenor);
if (mapper != null) {
return mapper.getInstrument(curveDate, tenor, numberQuarterlyFuturesFromTenor);
}
throw new OpenGammaRuntimeException("can't find instrument mapper definition for " + tenor + " (looking for future strip)");
}
/**
* Gets the cashInstrumentProviders field for serialisation
* @return the cashInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getCashInstrumentProviders() {
return _cashInstrumentProviders;
}
/**
* Gets the fra3MInstrumentProviders field for serialisation
* @return the fra3MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getFra3MInstrumentProviders() {
return _fra3MInstrumentProviders;
}
/**
* Gets the fra6MInstrumentProviders field for serialisation
* @return the fra6MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getFra6MInstrumentProviders() {
return _fra6MInstrumentProviders;
}
/**
* Gets the liborInstrumentProviders field for serialisation
* @return the liborInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getLiborInstrumentProviders() {
return _liborInstrumentProviders;
}
/**
* Gets the euriborInstrumentProviders field for serialisation
* @return the euriborInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getEuriborInstrumentProviders() {
return _euriborInstrumentProviders;
}
/**
* Gets the cdorInstrumentProviders field for serialisation
* @return the cdorInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getCDORInstrumentProviders() {
return _cdorInstrumentProviders;
}
/**
* Gets the ciborInstrumentProviders field for serialisation
* @return the ciborInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getCiborInstrumentProviders() {
return _ciborInstrumentProviders;
}
/**
* Gets the stiborInstrumentProviders field for serialisation
* @return the stiborInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getStiborInstrumentProviders() {
return _stiborInstrumentProviders;
}
/**
* Gets the futureInstrumentProviders field for serialisation
* @return the futureInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getFutureInstrumentProviders() {
return _futureInstrumentProviders;
}
/**
* Gets the swap12MInstrumentProviders field for serialisation
* @return the swap12MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getSwap12MInstrumentProviders() {
return _swap12MInstrumentProviders;
}
/**
* Gets the swap28DInstrumentProviders field for serialisation
* @return the swap12MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getSwap28DInstrumentProviders() {
return _swap28DInstrumentProviders;
}
/**
* Gets the swap6MInstrumentProviders field for serialisation
* @return the swap6MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getSwap6MInstrumentProviders() {
return _swap6MInstrumentProviders;
}
/**
* Gets the swap3MInstrumentProviders field for serialisation
* @return the swap3MInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getSwap3MInstrumentProviders() {
return _swap3MInstrumentProviders;
}
/**
* Gets the basisSwapInstrumentProviders field for serialisation
* @return the basisSwapInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getBasisSwapInstrumentProviders() {
return _basisSwapInstrumentProviders;
}
/**
* Gets the tenorSwapInstrumentProviders field for serialisation
* @return the swapInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getTenorSwapInstrumentProviders() {
return _tenorSwapInstrumentProviders;
}
/**
* Gets the oisSwapInstrumentProviders field for serialisation
* @return the oisSwapInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getOISSwapInstrumentProviders() {
return _oisSwapInstrumentProviders;
}
/**
* Gets the simpleZeroDepositInstrumentProviders for serialisation
* @return the simpleZeroDepositInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getSimpleZeroDepositInstrumentProviders() {
return _simpleZeroDepositInstrumentProviders;
}
/**
* Gets the periodicZeroDepositInstrumentProviders for serialisation
* @return the periodicZeroDepositInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getPeriodicZeroDepositInstrumentProviders() {
return _periodicZeroDepositInstrumentProviders;
}
/**
* Gets the continuousZeroDepositInstrumentProviders for serialisation
* @return the continuousZeroDepositInstrumentProviders
*/
public Map<Tenor, CurveInstrumentProvider> getContinuousZeroDepositInstrumentProviders() {
return _continuousZeroDepositInstrumentProviders;
}
/**
* Get all available tenors
*
* @return the sorted tenors
*/
public SortedSet<Tenor> getAllTenors() {
final SortedSet<Tenor> allTenors = new TreeSet<Tenor>();
if (getBasisSwapInstrumentProviders() != null) {
allTenors.addAll(getBasisSwapInstrumentProviders().keySet());
}
if (getCashInstrumentProviders() != null) {
allTenors.addAll(getCashInstrumentProviders().keySet());
}
if (getCDORInstrumentProviders() != null) {
allTenors.addAll(getCDORInstrumentProviders().keySet());
}
if (getCiborInstrumentProviders() != null) {
allTenors.addAll(getCiborInstrumentProviders().keySet());
}
if (getEuriborInstrumentProviders() != null) {
allTenors.addAll(getEuriborInstrumentProviders().keySet());
}
if (getFra3MInstrumentProviders() != null) {
allTenors.addAll(getFra3MInstrumentProviders().keySet());
}
if (getFra6MInstrumentProviders() != null) {
allTenors.addAll(getFra6MInstrumentProviders().keySet());
}
if (getFutureInstrumentProviders() != null) {
allTenors.addAll(getFutureInstrumentProviders().keySet());
}
if (getLiborInstrumentProviders() != null) {
allTenors.addAll(getLiborInstrumentProviders().keySet());
}
if (getOISSwapInstrumentProviders() != null) {
allTenors.addAll(getOISSwapInstrumentProviders().keySet());
}
if (getStiborInstrumentProviders() != null) {
allTenors.addAll(getStiborInstrumentProviders().keySet());
}
if (getSwap3MInstrumentProviders() != null) {
allTenors.addAll(getSwap3MInstrumentProviders().keySet());
}
if (getSwap6MInstrumentProviders() != null) {
allTenors.addAll(getSwap6MInstrumentProviders().keySet());
}
if (getSwap12MInstrumentProviders() != null) {
allTenors.addAll(getSwap12MInstrumentProviders().keySet());
}
if (getTenorSwapInstrumentProviders() != null) {
allTenors.addAll(getTenorSwapInstrumentProviders().keySet());
}
if (getSimpleZeroDepositInstrumentProviders() != null) {
allTenors.addAll(getSimpleZeroDepositInstrumentProviders().keySet());
}
if (getPeriodicZeroDepositInstrumentProviders() != null) {
allTenors.addAll(getPeriodicZeroDepositInstrumentProviders().keySet());
}
if (getContinuousZeroDepositInstrumentProviders() != null) {
allTenors.addAll(getContinuousZeroDepositInstrumentProviders().keySet());
}
if (getSwap28DInstrumentProviders() != null) {
allTenors.addAll(getSwap28DInstrumentProviders().keySet());
}
return allTenors;
}
@Override
public boolean equals(final Object o) {
if (o == null) {
return false;
}
if (!(o instanceof CurveSpecificationBuilderConfiguration)) {
return false;
}
final CurveSpecificationBuilderConfiguration other = (CurveSpecificationBuilderConfiguration) o;
return (ObjectUtils.equals(getCashInstrumentProviders(), other.getCashInstrumentProviders())
&& ObjectUtils.equals(getFra3MInstrumentProviders(), other.getFra3MInstrumentProviders())
&& ObjectUtils.equals(getFra6MInstrumentProviders(), other.getFra6MInstrumentProviders())
&& ObjectUtils.equals(getFutureInstrumentProviders(), other.getFutureInstrumentProviders())
&& ObjectUtils.equals(getLiborInstrumentProviders(), other.getLiborInstrumentProviders())
&& ObjectUtils.equals(getEuriborInstrumentProviders(), other.getEuriborInstrumentProviders())
&& ObjectUtils.equals(getCiborInstrumentProviders(), other.getCiborInstrumentProviders())
&& ObjectUtils.equals(getStiborInstrumentProviders(), other.getStiborInstrumentProviders())
&& ObjectUtils.equals(getCDORInstrumentProviders(), other.getCDORInstrumentProviders())
&& ObjectUtils.equals(getSwap12MInstrumentProviders(), other.getSwap12MInstrumentProviders())
&& ObjectUtils.equals(getSwap6MInstrumentProviders(), other.getSwap6MInstrumentProviders())
&& ObjectUtils.equals(getSwap3MInstrumentProviders(), other.getSwap3MInstrumentProviders())
&& ObjectUtils.equals(getBasisSwapInstrumentProviders(), other.getBasisSwapInstrumentProviders())
&& ObjectUtils.equals(getTenorSwapInstrumentProviders(), other.getTenorSwapInstrumentProviders()))
&& ObjectUtils.equals(getOISSwapInstrumentProviders(), other.getOISSwapInstrumentProviders())
&& ObjectUtils.equals(getSimpleZeroDepositInstrumentProviders(), other.getSimpleZeroDepositInstrumentProviders())
&& ObjectUtils.equals(getPeriodicZeroDepositInstrumentProviders(), other.getPeriodicZeroDepositInstrumentProviders())
&& ObjectUtils.equals(getContinuousZeroDepositInstrumentProviders(), other.getContinuousZeroDepositInstrumentProviders())
&& ObjectUtils.equals(getSwap28DInstrumentProviders(), other.getSwap28DInstrumentProviders());
}
@Override
public String toString() {
return ToStringBuilder.reflectionToString(this);
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + ((_basisSwapInstrumentProviders == null) ? 0 : _basisSwapInstrumentProviders.hashCode());
result = prime * result + ((_cashInstrumentProviders == null) ? 0 : _cashInstrumentProviders.hashCode());
result = prime * result + ((_cdorInstrumentProviders == null) ? 0 : _cdorInstrumentProviders.hashCode());
result = prime * result + ((_ciborInstrumentProviders == null) ? 0 : _ciborInstrumentProviders.hashCode());
result = prime * result + ((_continuousZeroDepositInstrumentProviders == null) ? 0 : _continuousZeroDepositInstrumentProviders.hashCode());
result = prime * result + ((_euriborInstrumentProviders == null) ? 0 : _euriborInstrumentProviders.hashCode());
result = prime * result + ((_fra3MInstrumentProviders == null) ? 0 : _fra3MInstrumentProviders.hashCode());
result = prime * result + ((_fra6MInstrumentProviders == null) ? 0 : _fra6MInstrumentProviders.hashCode());
result = prime * result + ((_futureInstrumentProviders == null) ? 0 : _futureInstrumentProviders.hashCode());
result = prime * result + ((_liborInstrumentProviders == null) ? 0 : _liborInstrumentProviders.hashCode());
result = prime * result + ((_oisSwapInstrumentProviders == null) ? 0 : _oisSwapInstrumentProviders.hashCode());
result = prime * result + ((_periodicZeroDepositInstrumentProviders == null) ? 0 : _periodicZeroDepositInstrumentProviders.hashCode());
result = prime * result + ((_simpleZeroDepositInstrumentProviders == null) ? 0 : _simpleZeroDepositInstrumentProviders.hashCode());
result = prime * result + ((_stiborInstrumentProviders == null) ? 0 : _stiborInstrumentProviders.hashCode());
result = prime * result + ((_swap12MInstrumentProviders == null) ? 0 : _swap12MInstrumentProviders.hashCode());
result = prime * result + ((_swap28DInstrumentProviders == null) ? 0 : _swap28DInstrumentProviders.hashCode());
result = prime * result + ((_swap3MInstrumentProviders == null) ? 0 : _swap3MInstrumentProviders.hashCode());
result = prime * result + ((_swap6MInstrumentProviders == null) ? 0 : _swap6MInstrumentProviders.hashCode());
result = prime * result + ((_tenorSwapInstrumentProviders == null) ? 0 : _tenorSwapInstrumentProviders.hashCode());
return result;
}
}