com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod.java Source code

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Here is the source code for com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod.java

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/**
 * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.measure.fxopt;

import java.util.Optional;

import org.joda.convert.FromString;
import org.joda.convert.ToString;

import com.google.common.base.CaseFormat;
import com.opengamma.strata.basics.CalculationTarget;
import com.opengamma.strata.calc.CalculationRules;
import com.opengamma.strata.calc.Measure;
import com.opengamma.strata.calc.runner.CalculationParameter;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.data.scenario.ScenarioMarketData;
import com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities;
import com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade;

/**
 * The method to use for pricing FX single barrier options.
 * <p>
 * This provides the ability to use different methods for pricing FX options.
 * The Black and Trinomial-Tree methods are supported.
 * <p>
 * This enum implements {@link CalculationParameter} and is used by passing it
 * as an argument to {@link CalculationRules}. It provides the link between the
 * data that the function needs and the data that is available in {@link ScenarioMarketData}.
 * <p>
 * Implementations of this interface must be immutable.
 */
public enum FxSingleBarrierOptionMethod implements CalculationParameter {

    /**
     * The Black (lognormal) model.
     * This uses Black volatilities - {@link BlackFxOptionVolatilities}.
     */
    BLACK,
    /**
     * The Trinomial-Tree model.
     * This uses Black volatilities based on a smile - {@link BlackFxOptionVolatilities}.
     */
    TRINOMIAL_TREE;

    //-------------------------------------------------------------------------
    /**
     * Obtains an instance from the specified unique name.
     * 
     * @param uniqueName  the unique name
     * @return the type
     * @throws IllegalArgumentException if the name is not known
     */
    @FromString
    public static FxSingleBarrierOptionMethod of(String uniqueName) {
        ArgChecker.notNull(uniqueName, "uniqueName");
        return valueOf(CaseFormat.UPPER_CAMEL.to(CaseFormat.UPPER_UNDERSCORE, uniqueName));
    }

    //-------------------------------------------------------------------------
    @Override
    public Optional<CalculationParameter> filter(CalculationTarget target, Measure measure) {
        if (target instanceof FxSingleBarrierOptionTrade) {
            return Optional.of(this);
        }
        return Optional.empty();
    };

    //-------------------------------------------------------------------------
    /**
     * Returns the formatted unique name of the type.
     * 
     * @return the formatted string representing the type
     */
    @ToString
    @Override
    public String toString() {
        return CaseFormat.UPPER_UNDERSCORE.to(CaseFormat.UPPER_CAMEL, name());
    }

}