com.opengamma.strata.market.curve.definition.CurveGroupDefinitionBuilder.java Source code

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Here is the source code for com.opengamma.strata.market.curve.definition.CurveGroupDefinitionBuilder.java

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/**
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.market.curve.definition;

import static com.opengamma.strata.collect.Guavate.toImmutableSet;

import java.util.ArrayList;
import java.util.List;
import java.util.Set;

import com.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Lists;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.index.IborIndex;
import com.opengamma.strata.basics.index.OvernightIndex;
import com.opengamma.strata.basics.index.RateIndex;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.market.curve.CurveGroupName;

/**
 * A mutable builder for creating instances of {@code CurveGroupDefinition}.
 */
@SuppressWarnings("unchecked")
public final class CurveGroupDefinitionBuilder {

    /**
     * The name of the curve group.
     */
    private CurveGroupName name;
    /**
     * The entries in the curve group.
     */
    private final List<CurveGroupEntry> entries = new ArrayList<>();

    //-------------------------------------------------------------------------
    /**
     * Sets the name of the curve group definition.
     *
     * @param name  the name of the curve group, not empty
     * @return this builder
     */
    public CurveGroupDefinitionBuilder name(CurveGroupName name) {
        this.name = ArgChecker.notNull(name, "name");
        return this;
    }

    //-------------------------------------------------------------------------
    /**
     * Adds the definition of a discount curve to the curve group definition.
     *
     * @param curveDefinition  the discount curve configuration
     * @param otherCurrencies  additional currencies for which the curve can provide discount factors
     * @param currency  the currency for which the curve provides discount rates
     * @return this builder
     */
    public CurveGroupDefinitionBuilder addDiscountCurve(NodalCurveDefinition curveDefinition, Currency currency,
            Currency... otherCurrencies) {

        ArgChecker.notNull(curveDefinition, "curveDefinition");
        ArgChecker.notNull(currency, "currency");
        CurveGroupEntry entry = CurveGroupEntry.builder().curveDefinition(curveDefinition)
                .discountCurrencies(ImmutableSet.copyOf(Lists.asList(currency, otherCurrencies))).build();
        entries.add(entry);
        return this;
    }

    /**
     * Adds the definition of a forward curve to the curve group definition.
     *
     * @param curveDefinition  the definition of the forward curve
     * @param index  the index for which the curve provides forward rates
     * @param otherIndices  the additional indices for which the curve provides forward rates
     * @return this builder
     */
    public CurveGroupDefinitionBuilder addForwardCurve(NodalCurveDefinition curveDefinition, RateIndex index,
            RateIndex... otherIndices) {

        ArgChecker.notNull(curveDefinition, "curveDefinition");
        ArgChecker.notNull(index, "index");
        CurveGroupEntry entry = CurveGroupEntry.builder().curveDefinition(curveDefinition)
                .iborIndices(iborIndices(index, otherIndices))
                .overnightIndices(overnightIndices(index, otherIndices)).build();
        entries.add(entry);
        return this;
    }

    /**
     * Adds the definition of a curve to the curve group definition used to provide discount rates and forward rates.
     *
     * @param curveDefinition  the definition of the forward curve
     * @param currency  the currency for which the curve provides discount rates
     * @param index  the index for which the curve provides forward rates
     * @param otherIndices  the additional indices for which the curve provides forward rates
     * @return this builder
     */
    public CurveGroupDefinitionBuilder addCurve(NodalCurveDefinition curveDefinition, Currency currency,
            RateIndex index, RateIndex... otherIndices) {

        CurveGroupEntry entry = CurveGroupEntry.builder().curveDefinition(curveDefinition)
                .discountCurrencies(ImmutableSet.of(currency)).iborIndices(iborIndices(index, otherIndices))
                .overnightIndices(overnightIndices(index, otherIndices)).build();
        entries.add(entry);
        return this;
    }

    /**
     * Returns a set containing any Ibor indices in the arguments.
     */
    private static Set<IborIndex> iborIndices(RateIndex index, RateIndex... otherIndices) {
        return ImmutableList.<RateIndex>builder().add(index).add(otherIndices).build().stream()
                .filter(IborIndex.class::isInstance).map(IborIndex.class::cast).collect(toImmutableSet());
    }

    /**
     * Returns a set containing any overnight indices in the arguments.
     */
    private static Set<OvernightIndex> overnightIndices(RateIndex index, RateIndex... otherIndices) {
        return ImmutableList.<RateIndex>builder().add(index).add(otherIndices).build().stream()
                .filter(OvernightIndex.class::isInstance).map(OvernightIndex.class::cast).collect(toImmutableSet());
    }

    //-------------------------------------------------------------------------
    /**
     * Builds the definition of the curve group from the data in this object.
     *
     * @return the definition of the curve group built from the data in this object
     */
    public CurveGroupDefinition build() {
        return new CurveGroupDefinition(name, entries);
    }

}