/**
* 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 static com.google.common.collect.Maps.newHashMap;
import java.util.Collection;
import java.util.Collections;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.TreeMap;
import org.threeten.bp.Instant;
import com.opengamma.DataNotFoundException;
import com.opengamma.core.change.BasicChangeManager;
import com.opengamma.core.change.ChangeManager;
import com.opengamma.core.change.ChangeProvider;
import com.opengamma.core.change.ChangeType;
import com.opengamma.id.ObjectId;
import com.opengamma.id.ObjectIdentifiable;
import com.opengamma.id.UniqueId;
import com.opengamma.id.VersionCorrection;
import com.opengamma.master.MasterUtils;
import com.opengamma.master.VersionedSource;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.Pair;
/**
* An in-memory master for yield curve definitions, backed by a hash-map.
*/
public class InMemoryInterpolatedYieldCurveDefinitionMaster implements InterpolatedYieldCurveDefinitionMaster, InterpolatedYieldCurveDefinitionSource, VersionedSource, ChangeProvider {
/**
* Default scheme used for identifiers created.
*/
public static final String DEFAULT_SCHEME = "InMemoryInterpolatedYieldCurveDefinition";
/**
* The in-memory definitions.
*/
private final Map<Pair<Currency, String>, TreeMap<Instant, YieldCurveDefinition>> _definitions = new HashMap<Pair<Currency, String>, TreeMap<Instant, YieldCurveDefinition>>();
/**
* The change manager.
*/
private final ChangeManager _changeManager = new BasicChangeManager(); // TODO make possible to pass the change manager in constructor
/**
* The unique id scheme
*/
private String _uniqueIdScheme;
/**
* The active version-correction.
*/
private VersionCorrection _sourceVersionCorrection = VersionCorrection.LATEST;
/**
* Creates an instance.
*/
public InMemoryInterpolatedYieldCurveDefinitionMaster() {
setUniqueIdScheme(DEFAULT_SCHEME);
}
//-------------------------------------------------------------------------
/**
* Gets the scheme in use for unique identifier.
*
* @return the scheme, not null
*/
public String getUniqueIdScheme() {
return _uniqueIdScheme;
}
/**
* Sets the scheme in use for unique identifier.
*
* @param scheme the scheme for unique identifier, not null
*/
public void setUniqueIdScheme(final String scheme) {
ArgumentChecker.notNull(scheme, "scheme");
_uniqueIdScheme = scheme;
}
//-------------------------------------------------------------------------
@Override
public synchronized void setVersionCorrection(final VersionCorrection versionCorrection) {
_sourceVersionCorrection = VersionCorrection.of(versionCorrection);
}
//-------------------------------------------------------------------------
@Override
public synchronized YieldCurveDefinition getDefinition(Currency currency, String name) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions = _definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry;
if (_sourceVersionCorrection.getVersionAsOf() == null) {
entry = definitions.lastEntry();
} else {
entry = definitions.floorEntry(_sourceVersionCorrection.getVersionAsOf());
}
if (entry == null) {
return null;
}
return entry.getValue();
}
@Override
public YieldCurveDefinition getDefinition(final Currency currency, final String name, final VersionCorrection versionCorrection) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions = _definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry = definitions.floorEntry(versionCorrection.getVersionAsOf());
if (entry == null) {
return null;
}
return entry.getValue();
}
//-------------------------------------------------------------------------
@Override
public synchronized YieldCurveDefinitionDocument add(YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final Pair<Currency, String> key = Pair.of(currency, name);
if (_definitions.containsKey(key)) {
throw new IllegalArgumentException("Duplicate definition");
}
final TreeMap<Instant, YieldCurveDefinition> value = new TreeMap<Instant, YieldCurveDefinition>();
Instant now = Instant.now();
value.put(now, document.getYieldCurveDefinition());
_definitions.put(key, value);
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
document.setUniqueId(uid);
changeManager().entityChanged(ChangeType.ADDED, document.getObjectId(), document.getVersionFromInstant(), document.getVersionToInstant(), now);
return document;
}
@Override
public synchronized YieldCurveDefinitionDocument addOrUpdate(YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final Pair<Currency, String> key = Pair.of(currency, name);
TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
Instant now = Instant.now();
if (value != null) {
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
} else {
// Don't need any old values
value.clear();
}
value.put(now, document.getYieldCurveDefinition());
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
} else {
value = new TreeMap<Instant, YieldCurveDefinition>();
value.put(now, document.getYieldCurveDefinition());
_definitions.put(key, value);
changeManager().entityChanged(ChangeType.ADDED, uid.getObjectId(), document.getVersionFromInstant(), document.getVersionToInstant(), now);
}
document.setUniqueId(uid);
return document;
}
@Override
public YieldCurveDefinitionDocument correct(YieldCurveDefinitionDocument document) {
throw new UnsupportedOperationException();
}
@Override
public synchronized YieldCurveDefinitionDocument get(UniqueId uid) {
ArgumentChecker.notNull(uid, "objectIdentifiable");
if (!uid.isLatest()) {
throw new IllegalArgumentException("Only latest version supported by '" + getUniqueIdScheme() + "'");
}
if (!getUniqueIdScheme().equals(uid.getScheme())) {
throw new DataNotFoundException("Scheme '" + uid.getScheme() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final int i = uid.getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException("Identifier '" + uid.getValue() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final String name = uid.getValue().substring(0, i);
final String iso = uid.getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException("Identifier '" + uid.getValue() + "' not valid for '" + getUniqueIdScheme() + "'", e);
}
final TreeMap<Instant, YieldCurveDefinition> definitions = _definitions.get(Pair.of(currency, name));
if (definitions == null) {
throw new DataNotFoundException("Curve definition not found");
}
final YieldCurveDefinition definition = definitions.lastEntry().getValue();
if (definition == null) {
throw new DataNotFoundException("Curve definition not found");
}
return new YieldCurveDefinitionDocument(uid, definition);
}
@Override
public synchronized YieldCurveDefinitionDocument get(ObjectIdentifiable objectIdable, VersionCorrection versionCorrection) {
ArgumentChecker.notNull(objectIdable, "objectIdable");
ObjectId objectId = objectIdable.getObjectId();
if (!getUniqueIdScheme().equals(objectId.getScheme())) {
throw new DataNotFoundException("Scheme '" + objectId.getScheme() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final int i = objectId.getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException("Identifier '" + objectId.getValue() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final String name = objectId.getValue().substring(0, i);
final String iso = objectId.getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException("Identifier '" + objectId.getValue() + "' not valid for '" + getUniqueIdScheme() + "'", e);
}
final TreeMap<Instant, YieldCurveDefinition> definitions = _definitions.get(Pair.of(currency, name));
if (definitions == null) {
throw new DataNotFoundException("Curve definition not found");
}
final YieldCurveDefinition definition = definitions.lastEntry().getValue();
if (definition == null) {
throw new DataNotFoundException("Curve definition not found");
}
return new YieldCurveDefinitionDocument(objectId.atLatestVersion(), definition);
}
@Override
public synchronized void remove(ObjectIdentifiable objectIdentifiable) {
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
if (!getUniqueIdScheme().equals(objectIdentifiable.getObjectId().getScheme())) {
throw new DataNotFoundException("Scheme '" + objectIdentifiable.getObjectId().getScheme() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final int i = objectIdentifiable.getObjectId().getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException("Identifier '" + objectIdentifiable.getObjectId().getValue() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final String name = objectIdentifiable.getObjectId().getValue().substring(0, i);
final String iso = objectIdentifiable.getObjectId().getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException("Identifier '" + objectIdentifiable.getObjectId().getValue() + "' not valid for '" + getUniqueIdScheme() + "'", e);
}
final Pair<Currency, String> key = Pair.of(currency, name);
if (_sourceVersionCorrection.getVersionAsOf() != null) {
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("Curve definition not found");
}
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
// Store a null to indicate the delete
value.put(Instant.now(), null);
} else {
if (_definitions.remove(key) == null) {
throw new DataNotFoundException("Curve definition not found");
}
}
changeManager().entityChanged(ChangeType.REMOVED, objectIdentifiable.getObjectId(), null, null, Instant.now());
}
@Override
public synchronized YieldCurveDefinitionDocument update(YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
if (!uid.equals(document.getUniqueId())) {
throw new IllegalArgumentException("Invalid unique identifier");
}
final Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("UID '" + uid + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant now = Instant.now();
value.put(now, document.getYieldCurveDefinition());
document.setUniqueId(uid);
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
return document;
}
@Override
public ChangeManager changeManager() {
return _changeManager;
}
@Override
public List<UniqueId> replaceVersions(ObjectIdentifiable objectIdentifiable, List<YieldCurveDefinitionDocument> replacementDocuments) {
ArgumentChecker.notNull(replacementDocuments, "replacementDocuments");
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
final Instant now = Instant.now();
for (YieldCurveDefinitionDocument replacementDocument : replacementDocuments) {
ArgumentChecker.notNull(replacementDocument, "document");
ArgumentChecker.notNull(replacementDocument.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = replacementDocument.getYieldCurveDefinition().getCurrency();
final String name = replacementDocument.getYieldCurveDefinition().getName();
final UniqueId id = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
ArgumentChecker.isTrue(id.equals(objectIdentifiable), "Invalid object identifier");
}
YieldCurveDefinitionDocument storedDocument = get(objectIdentifiable, null);
if (storedDocument == null) {
throw new DataNotFoundException("Document not found: " + objectIdentifiable);
}
final Currency currency = storedDocument.getYieldCurveDefinition().getCurrency();
final String name = storedDocument.getYieldCurveDefinition().getName();
Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("OID '" + objectIdentifiable + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant lowestCurrentVersionFrom = value.firstKey();
List<YieldCurveDefinitionDocument> orderedReplacementDocuments = MasterUtils.adjustVersionInstants(now, lowestCurrentVersionFrom, null, replacementDocuments);
final Instant lowestVersionFrom = orderedReplacementDocuments.get(0).getVersionFromInstant();
final Instant highestVersionTo = orderedReplacementDocuments.get(orderedReplacementDocuments.size() - 1).getVersionToInstant();
if (orderedReplacementDocuments.size() > 0) {
value.subMap(lowestVersionFrom, true, highestVersionTo, false).clear();
}
for (YieldCurveDefinitionDocument replacementDocument : orderedReplacementDocuments) {
value.put(replacementDocument.getVersionFromInstant(), replacementDocument.getYieldCurveDefinition());
changeManager().entityChanged(ChangeType.CHANGED, replacementDocument.getObjectId(), null, null, now);
}
return MasterUtils.mapToUniqueIDs(orderedReplacementDocuments);
}
@Override
public List<UniqueId> replaceAllVersions(ObjectIdentifiable objectIdentifiable, List<YieldCurveDefinitionDocument> replacementDocuments) {
ArgumentChecker.notNull(replacementDocuments, "replacementDocuments");
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
final Instant now = Instant.now();
for (YieldCurveDefinitionDocument replacementDocument : replacementDocuments) {
ArgumentChecker.notNull(replacementDocument, "document");
ArgumentChecker.notNull(replacementDocument.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = replacementDocument.getYieldCurveDefinition().getCurrency();
final String name = replacementDocument.getYieldCurveDefinition().getName();
final UniqueId id = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
ArgumentChecker.isTrue(id.equals(objectIdentifiable), "Invalid object identifier");
}
YieldCurveDefinitionDocument storedDocument = get(objectIdentifiable, null);
if (storedDocument == null) {
throw new DataNotFoundException("Document not found: " + objectIdentifiable);
}
final Currency currency = storedDocument.getYieldCurveDefinition().getCurrency();
final String name = storedDocument.getYieldCurveDefinition().getName();
Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("OID '" + objectIdentifiable + "' not found");
}
value.clear();
List<YieldCurveDefinitionDocument> orderedReplacementDocuments = MasterUtils.adjustVersionInstants(now, null, null, replacementDocuments);
final Instant lowestVersionFrom = orderedReplacementDocuments.get(0).getVersionFromInstant();
ArgumentChecker.notNull(lowestVersionFrom, "You must define version from of the first document");
for (YieldCurveDefinitionDocument replacementDocument : orderedReplacementDocuments) {
value.put(replacementDocument.getVersionFromInstant(), replacementDocument.getYieldCurveDefinition());
changeManager().entityChanged(ChangeType.CHANGED, replacementDocument.getObjectId(), null, null, now);
}
return MasterUtils.mapToUniqueIDs(orderedReplacementDocuments);
}
@Override
public List<UniqueId> replaceVersion(UniqueId uniqueId, List<YieldCurveDefinitionDocument> replacementDocuments) {
return replaceVersions(uniqueId.getObjectId(), replacementDocuments);
}
@Override
public void removeVersion(final UniqueId uniqueId) {
replaceVersion(uniqueId, Collections.<YieldCurveDefinitionDocument>emptyList());
}
@Override
public UniqueId replaceVersion(YieldCurveDefinitionDocument replacementDocument) {
List<UniqueId> result = replaceVersion(replacementDocument.getUniqueId(), Collections.singletonList(replacementDocument));
if (result.isEmpty()) {
return null;
} else {
return result.get(0);
}
}
@Override
public UniqueId addVersion(ObjectIdentifiable objectId, YieldCurveDefinitionDocument documentToAdd) {
List<UniqueId> result = replaceVersions(objectId, Collections.singletonList(documentToAdd));
if (result.isEmpty()) {
return null;
} else {
return result.get(0);
}
}
@Override
public Map<UniqueId, YieldCurveDefinitionDocument> get(Collection<UniqueId> uniqueIds) {
Map<UniqueId, YieldCurveDefinitionDocument> map = newHashMap();
for (UniqueId uniqueId : uniqueIds) {
map.put(uniqueId, get(uniqueId));
}
return map;
}
}