/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.convention;
import java.util.Map;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.core.convention.ConventionType;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.Tenor;
/**
* Convention for an Ibor leg based on roll date adjuster. This convention should be used only in a IMMSwapConvention.
*/
@BeanDefinition
public class VanillaIborLegRollDateConvention extends FinancialConvention {
/**
* Type of the convention.
*/
public static final ConventionType TYPE = ConventionType.of("VanillaIborLegRollDate");
/** Serialization version. */
private static final long serialVersionUID = 1L;
/**
* The ibor index.
*/
@PropertyDefinition(validate = "notNull")
private ExternalId _iborIndexConvention;
/**
* Whether the fixing in advance (true) or in arrears (false).
*/
@PropertyDefinition
private boolean _isAdvanceFixing;
/**
* The reset tenor of the underlying index
*/
@PropertyDefinition(validate = "notNull")
private Tenor _resetTenor;
/**
* The stub type.
*/
@PropertyDefinition(validate = "notNull")
private StubType _stubType;
/**
* Wheter the notional exchanged.
*/
@PropertyDefinition
private boolean _isExchangeNotional;
/**
* The payment lag in days.
*/
@PropertyDefinition
private int _paymentLag;
/**
* Creates an instance.
*/
protected VanillaIborLegRollDateConvention() {
super();
}
/**
* Creates an instance.
*
* @param name the convention name, not null
* @param externalIdBundle the external identifiers for this convention, not null
* @param iborIndexConvention the underlying ibor index convention, not null
* @param isAdvanceFixing true if fixing is in advance
* @param resetTenor the reset tenor, not null TODO: Remove: in iborIndex
* @param stubType the stub type, not null
* @param isExchangeNotional true if notional is to be exchanged
* @param paymentLag the payment lag in days
*/
public VanillaIborLegRollDateConvention(
final String name, final ExternalIdBundle externalIdBundle, final ExternalId iborIndexConvention,
final boolean isAdvanceFixing, final Tenor resetTenor, final StubType stubType,
final boolean isExchangeNotional, final int paymentLag) {
super(name, externalIdBundle);
setIborIndexConvention(iborIndexConvention);
setIsAdvanceFixing(isAdvanceFixing);
setResetTenor(resetTenor);
setStubType(stubType);
setIsExchangeNotional(isExchangeNotional);
setPaymentLag(paymentLag);
}
//-------------------------------------------------------------------------
/**
* Gets the type identifying this convention.
*
* @return the {@link #TYPE} constant, not null
*/
@Override
public ConventionType getConventionType() {
return TYPE;
}
/**
* Accepts a visitor to manage traversal of the hierarchy.
*
* @param <T> the result type of the visitor
* @param visitor the visitor, not null
* @return the result
*/
@Override
public <T> T accept(final FinancialConventionVisitor<T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitVanillaIborLegRollDateConvention(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code VanillaIborLegRollDateConvention}.
* @return the meta-bean, not null
*/
public static VanillaIborLegRollDateConvention.Meta meta() {
return VanillaIborLegRollDateConvention.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(VanillaIborLegRollDateConvention.Meta.INSTANCE);
}
@Override
public VanillaIborLegRollDateConvention.Meta metaBean() {
return VanillaIborLegRollDateConvention.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the ibor index.
* @return the value of the property, not null
*/
public ExternalId getIborIndexConvention() {
return _iborIndexConvention;
}
/**
* Sets the ibor index.
* @param iborIndexConvention the new value of the property, not null
*/
public void setIborIndexConvention(ExternalId iborIndexConvention) {
JodaBeanUtils.notNull(iborIndexConvention, "iborIndexConvention");
this._iborIndexConvention = iborIndexConvention;
}
/**
* Gets the the {@code iborIndexConvention} property.
* @return the property, not null
*/
public final Property<ExternalId> iborIndexConvention() {
return metaBean().iborIndexConvention().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether the fixing in advance (true) or in arrears (false).
* @return the value of the property
*/
public boolean isIsAdvanceFixing() {
return _isAdvanceFixing;
}
/**
* Sets whether the fixing in advance (true) or in arrears (false).
* @param isAdvanceFixing the new value of the property
*/
public void setIsAdvanceFixing(boolean isAdvanceFixing) {
this._isAdvanceFixing = isAdvanceFixing;
}
/**
* Gets the the {@code isAdvanceFixing} property.
* @return the property, not null
*/
public final Property<Boolean> isAdvanceFixing() {
return metaBean().isAdvanceFixing().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the reset tenor of the underlying index
* @return the value of the property, not null
*/
public Tenor getResetTenor() {
return _resetTenor;
}
/**
* Sets the reset tenor of the underlying index
* @param resetTenor the new value of the property, not null
*/
public void setResetTenor(Tenor resetTenor) {
JodaBeanUtils.notNull(resetTenor, "resetTenor");
this._resetTenor = resetTenor;
}
/**
* Gets the the {@code resetTenor} property.
* @return the property, not null
*/
public final Property<Tenor> resetTenor() {
return metaBean().resetTenor().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the stub type.
* @return the value of the property, not null
*/
public StubType getStubType() {
return _stubType;
}
/**
* Sets the stub type.
* @param stubType the new value of the property, not null
*/
public void setStubType(StubType stubType) {
JodaBeanUtils.notNull(stubType, "stubType");
this._stubType = stubType;
}
/**
* Gets the the {@code stubType} property.
* @return the property, not null
*/
public final Property<StubType> stubType() {
return metaBean().stubType().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets wheter the notional exchanged.
* @return the value of the property
*/
public boolean isIsExchangeNotional() {
return _isExchangeNotional;
}
/**
* Sets wheter the notional exchanged.
* @param isExchangeNotional the new value of the property
*/
public void setIsExchangeNotional(boolean isExchangeNotional) {
this._isExchangeNotional = isExchangeNotional;
}
/**
* Gets the the {@code isExchangeNotional} property.
* @return the property, not null
*/
public final Property<Boolean> isExchangeNotional() {
return metaBean().isExchangeNotional().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the payment lag in days.
* @return the value of the property
*/
public int getPaymentLag() {
return _paymentLag;
}
/**
* Sets the payment lag in days.
* @param paymentLag the new value of the property
*/
public void setPaymentLag(int paymentLag) {
this._paymentLag = paymentLag;
}
/**
* Gets the the {@code paymentLag} property.
* @return the property, not null
*/
public final Property<Integer> paymentLag() {
return metaBean().paymentLag().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public VanillaIborLegRollDateConvention clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
VanillaIborLegRollDateConvention other = (VanillaIborLegRollDateConvention) obj;
return JodaBeanUtils.equal(getIborIndexConvention(), other.getIborIndexConvention()) &&
(isIsAdvanceFixing() == other.isIsAdvanceFixing()) &&
JodaBeanUtils.equal(getResetTenor(), other.getResetTenor()) &&
JodaBeanUtils.equal(getStubType(), other.getStubType()) &&
(isIsExchangeNotional() == other.isIsExchangeNotional()) &&
(getPaymentLag() == other.getPaymentLag()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getIborIndexConvention());
hash = hash * 31 + JodaBeanUtils.hashCode(isIsAdvanceFixing());
hash = hash * 31 + JodaBeanUtils.hashCode(getResetTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getStubType());
hash = hash * 31 + JodaBeanUtils.hashCode(isIsExchangeNotional());
hash = hash * 31 + JodaBeanUtils.hashCode(getPaymentLag());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("VanillaIborLegRollDateConvention{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
@Override
protected void toString(StringBuilder buf) {
super.toString(buf);
buf.append("iborIndexConvention").append('=').append(JodaBeanUtils.toString(getIborIndexConvention())).append(',').append(' ');
buf.append("isAdvanceFixing").append('=').append(JodaBeanUtils.toString(isIsAdvanceFixing())).append(',').append(' ');
buf.append("resetTenor").append('=').append(JodaBeanUtils.toString(getResetTenor())).append(',').append(' ');
buf.append("stubType").append('=').append(JodaBeanUtils.toString(getStubType())).append(',').append(' ');
buf.append("isExchangeNotional").append('=').append(JodaBeanUtils.toString(isIsExchangeNotional())).append(',').append(' ');
buf.append("paymentLag").append('=').append(JodaBeanUtils.toString(getPaymentLag())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code VanillaIborLegRollDateConvention}.
*/
public static class Meta extends FinancialConvention.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code iborIndexConvention} property.
*/
private final MetaProperty<ExternalId> _iborIndexConvention = DirectMetaProperty.ofReadWrite(
this, "iborIndexConvention", VanillaIborLegRollDateConvention.class, ExternalId.class);
/**
* The meta-property for the {@code isAdvanceFixing} property.
*/
private final MetaProperty<Boolean> _isAdvanceFixing = DirectMetaProperty.ofReadWrite(
this, "isAdvanceFixing", VanillaIborLegRollDateConvention.class, Boolean.TYPE);
/**
* The meta-property for the {@code resetTenor} property.
*/
private final MetaProperty<Tenor> _resetTenor = DirectMetaProperty.ofReadWrite(
this, "resetTenor", VanillaIborLegRollDateConvention.class, Tenor.class);
/**
* The meta-property for the {@code stubType} property.
*/
private final MetaProperty<StubType> _stubType = DirectMetaProperty.ofReadWrite(
this, "stubType", VanillaIborLegRollDateConvention.class, StubType.class);
/**
* The meta-property for the {@code isExchangeNotional} property.
*/
private final MetaProperty<Boolean> _isExchangeNotional = DirectMetaProperty.ofReadWrite(
this, "isExchangeNotional", VanillaIborLegRollDateConvention.class, Boolean.TYPE);
/**
* The meta-property for the {@code paymentLag} property.
*/
private final MetaProperty<Integer> _paymentLag = DirectMetaProperty.ofReadWrite(
this, "paymentLag", VanillaIborLegRollDateConvention.class, Integer.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"iborIndexConvention",
"isAdvanceFixing",
"resetTenor",
"stubType",
"isExchangeNotional",
"paymentLag");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
return _iborIndexConvention;
case 1363941829: // isAdvanceFixing
return _isAdvanceFixing;
case -1687017807: // resetTenor
return _resetTenor;
case 1873675528: // stubType
return _stubType;
case 348962765: // isExchangeNotional
return _isExchangeNotional;
case 1612870060: // paymentLag
return _paymentLag;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends VanillaIborLegRollDateConvention> builder() {
return new DirectBeanBuilder<VanillaIborLegRollDateConvention>(new VanillaIborLegRollDateConvention());
}
@Override
public Class<? extends VanillaIborLegRollDateConvention> beanType() {
return VanillaIborLegRollDateConvention.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code iborIndexConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> iborIndexConvention() {
return _iborIndexConvention;
}
/**
* The meta-property for the {@code isAdvanceFixing} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> isAdvanceFixing() {
return _isAdvanceFixing;
}
/**
* The meta-property for the {@code resetTenor} property.
* @return the meta-property, not null
*/
public final MetaProperty<Tenor> resetTenor() {
return _resetTenor;
}
/**
* The meta-property for the {@code stubType} property.
* @return the meta-property, not null
*/
public final MetaProperty<StubType> stubType() {
return _stubType;
}
/**
* The meta-property for the {@code isExchangeNotional} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> isExchangeNotional() {
return _isExchangeNotional;
}
/**
* The meta-property for the {@code paymentLag} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> paymentLag() {
return _paymentLag;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
return ((VanillaIborLegRollDateConvention) bean).getIborIndexConvention();
case 1363941829: // isAdvanceFixing
return ((VanillaIborLegRollDateConvention) bean).isIsAdvanceFixing();
case -1687017807: // resetTenor
return ((VanillaIborLegRollDateConvention) bean).getResetTenor();
case 1873675528: // stubType
return ((VanillaIborLegRollDateConvention) bean).getStubType();
case 348962765: // isExchangeNotional
return ((VanillaIborLegRollDateConvention) bean).isIsExchangeNotional();
case 1612870060: // paymentLag
return ((VanillaIborLegRollDateConvention) bean).getPaymentLag();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
((VanillaIborLegRollDateConvention) bean).setIborIndexConvention((ExternalId) newValue);
return;
case 1363941829: // isAdvanceFixing
((VanillaIborLegRollDateConvention) bean).setIsAdvanceFixing((Boolean) newValue);
return;
case -1687017807: // resetTenor
((VanillaIborLegRollDateConvention) bean).setResetTenor((Tenor) newValue);
return;
case 1873675528: // stubType
((VanillaIborLegRollDateConvention) bean).setStubType((StubType) newValue);
return;
case 348962765: // isExchangeNotional
((VanillaIborLegRollDateConvention) bean).setIsExchangeNotional((Boolean) newValue);
return;
case 1612870060: // paymentLag
((VanillaIborLegRollDateConvention) bean).setPaymentLag((Integer) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((VanillaIborLegRollDateConvention) bean)._iborIndexConvention, "iborIndexConvention");
JodaBeanUtils.notNull(((VanillaIborLegRollDateConvention) bean)._resetTenor, "resetTenor");
JodaBeanUtils.notNull(((VanillaIborLegRollDateConvention) bean)._stubType, "stubType");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}