/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.curve.inflation.generator;
import com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurveAddSeasonalCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.SeasonalCurve;
import com.opengamma.analytics.financial.provider.description.inflation.InflationProviderInterface;
import com.opengamma.analytics.math.curve.AddCurveSpreadFunction;
import com.opengamma.analytics.math.curve.SpreadDoublesCurve;
import com.opengamma.util.ArgumentChecker;
/**
* Store the details and generate the required curve. The curve is the sum (or the multiplication) of two curves
* (operation on the continuously-compounded zero-coupon rates): an existing curve referenced by its name and a new curve.
* The generated curve is a PriceIndexCurve.
*/
public class GeneratorPriceIndexCurveAddSeasonality extends GeneratorPriceIndexCurve {
/**
* The generator for the new curve.
*/
private final GeneratorPriceIndexCurve _generator;
/**
* The name of the existing curve.
*/
private final SeasonalCurve _seasonalCurve;
/**
* The constructor.
* @param generator The generator for the new curve.
* @param seasonalCurve The seasonal curve.
*/
public GeneratorPriceIndexCurveAddSeasonality(final GeneratorPriceIndexCurve generator, final SeasonalCurve seasonalCurve) {
ArgumentChecker.notNull(generator, "Generator");
ArgumentChecker.notNull(seasonalCurve, "Seasonal curve");
_generator = generator;
_seasonalCurve = seasonalCurve;
}
@Override
public int getNumberOfParameter() {
return _generator.getNumberOfParameter();
}
@Override
public PriceIndexCurve generateCurve(final String name, final double[] parameters) {
final PriceIndexCurve newCurve = _generator.generateCurve(name, parameters);
return new PriceIndexCurve(SpreadDoublesCurve.from(new AddCurveSpreadFunction(), name, newCurve.getCurve(), _seasonalCurve));
}
@Override
public PriceIndexCurve generateCurve(final String name, final InflationProviderInterface inflation, final double[] parameters) {
final PriceIndexCurve newCurve = _generator.generateCurve(name, inflation, parameters);
return new PriceIndexCurveAddSeasonalCurve(name, newCurve, _seasonalCurve);
}
@Override
public GeneratorPriceIndexCurve finalGenerator(final Object data) {
return new GeneratorPriceIndexCurveAddSeasonality(_generator.finalGenerator(data), _seasonalCurve);
}
@Override
public double[] initialGuess(final double[] rates) {
return _generator.initialGuess(rates);
}
}