/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.curve.interestrate.generator;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroFixedCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderInterface;
import com.opengamma.util.ArgumentChecker;
/**
* Store the details and generate the required curve. The curve is the sum (or difference) of two curves
* (operation on the continuously-compounded zero-coupon rates): a fixed curve and a new curve.
* The generated curve is a YieldAndDiscountAddZeroSpreadCurve.
*/
@SuppressWarnings("deprecation")
public class GeneratorCurveAddYieldFixed extends GeneratorYDCurve {
/**
* The generator for the new curve.
*/
private final GeneratorYDCurve _generator;
/**
* If true the rate of the new curve will be subtracted from the first one. If false the rates are added.
*/
private final boolean _substract;
/**
* The fixed curve.
*/
private final YieldAndDiscountCurve _fixedCurve;
/**
* The constructor.
* @param generator The generator for the new curve.
* @param substract If true the rate of the new curve will be subtracted from the first one. If false the rates are added.
* @param fixedCurve The fixed curve.
*/
public GeneratorCurveAddYieldFixed(final GeneratorYDCurve generator, final boolean substract, final YieldAndDiscountCurve fixedCurve) {
ArgumentChecker.notNull(generator, "Generator");
ArgumentChecker.notNull(fixedCurve, "Fixed curve");
_generator = generator;
_substract = substract;
_fixedCurve = fixedCurve;
}
@Override
public int getNumberOfParameter() {
return _generator.getNumberOfParameter();
}
@Override
public YieldAndDiscountCurve generateCurve(final String name, final double[] parameters) {
final YieldAndDiscountCurve newCurve = _generator.generateCurve(name + "-0", parameters);
return new YieldAndDiscountAddZeroFixedCurve(name, _substract, newCurve, _fixedCurve);
}
/**
* {@inheritDoc}
* @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated.
*/
@Deprecated
@Override
public YieldAndDiscountCurve generateCurve(final String name, final YieldCurveBundle bundle, final double[] parameters) {
final YieldAndDiscountCurve newCurve = _generator.generateCurve(name + "-0", bundle, parameters);
return new YieldAndDiscountAddZeroFixedCurve(name, _substract, newCurve, _fixedCurve);
}
@Override
public YieldAndDiscountCurve generateCurve(final String name, final MulticurveProviderInterface multicurve, final double[] parameters) {
final YieldAndDiscountCurve newCurve = _generator.generateCurve(name + "-0", multicurve, parameters);
return new YieldAndDiscountAddZeroFixedCurve(name, _substract, newCurve, _fixedCurve);
}
@Override
public GeneratorYDCurve finalGenerator(final Object data) {
return new GeneratorCurveAddYieldFixed(_generator.finalGenerator(data), _substract, _fixedCurve);
}
@Override
public double[] initialGuess(final double[] rates) {
return _generator.initialGuess(rates);
}
}