/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.security.option;
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 org.threeten.bp.ZonedDateTime;
import com.opengamma.core.link.SecurityLink;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.financial.security.FinancialSecurityVisitor;
import com.opengamma.financial.security.LongShort;
import com.opengamma.id.ExternalId;
import com.opengamma.master.security.SecurityDescription;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.Expiry;
/**
* A security for equity options.
*/
@BeanDefinition
@SecurityDescription(type = SwaptionSecurity.SECURITY_TYPE, description = "Swaption")
public class SwaptionSecurity extends FinancialSecurity {
/** Serialization version. */
private static final long serialVersionUID = 1L;
/**
* The security type.
*/
public static final String SECURITY_TYPE = "SWAPTION";
/**
* The payer flag.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
*/
@PropertyDefinition
private boolean _payer;
/**
* The underlying identifier.
*/
@PropertyDefinition(validate = "notNull", set = "manual")
private ExternalId _underlyingId;
/**
* The link to the underlying security. Generally this will
* hold an external id, but it may hold the security itself.
*
* Does not form part of the bean definition so that the
* serialized form remains unchanged.
*
* Ideally, we'd use something more specific than FinancialSecurity
* but the swaps that may be used do not have a common superclass.
*/
private SecurityLink<FinancialSecurity> _underlyingLink;
/**
* The long/short type.
*/
@PropertyDefinition(validate = "notNull")
private LongShort _longShort = LongShort.LONG;
/**
* The expiry.
*/
@PropertyDefinition(validate = "notNull")
private Expiry _expiry;
/**
* The cash settled flag.
*/
@PropertyDefinition
private boolean _cashSettled;
/**
* The currency.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
*/
@PropertyDefinition(validate = "notNull")
private Currency _currency;
/**
* The notional.
*/
@PropertyDefinition
private Double _notional;
/**
* The exercise type.
*/
@PropertyDefinition(validate = "notNull")
private ExerciseType _exerciseType;
/**
* The settlement date.
*/
@PropertyDefinition
private ZonedDateTime _settlementDate;
SwaptionSecurity() { //For builder
super(SECURITY_TYPE);
}
public SwaptionSecurity(boolean payer, ExternalId underlyingIdentifier, boolean isLong, Expiry expiry, boolean cashSettled, Currency currency) {
this(payer, underlyingIdentifier, isLong, expiry, cashSettled, currency, null, new EuropeanExerciseType(), null);
}
public SwaptionSecurity(boolean payer, ExternalId underlyingIdentifier, boolean isLong,
Expiry expiry, boolean cashSettled, Currency currency, Double notional, ExerciseType exerciseType, ZonedDateTime settlementDate) {
super(SECURITY_TYPE);
setPayer(payer);
setUnderlyingId(underlyingIdentifier);
setLongShort(LongShort.ofLong(isLong));
setExpiry(expiry);
setCashSettled(cashSettled);
setCurrency(currency);
setNotional(notional);
setExerciseType(exerciseType);
setSettlementDate(settlementDate);
}
public SwaptionSecurity(boolean payer, SecurityLink<FinancialSecurity> underlyingLink, boolean isLong,
Expiry expiry, boolean cashSettled, Currency currency, Double notional, ExerciseType exerciseType, ZonedDateTime settlementDate) {
super(SECURITY_TYPE);
setPayer(payer);
setUnderlyingLink(underlyingLink);
setLongShort(LongShort.ofLong(isLong));
setExpiry(expiry);
setCashSettled(cashSettled);
setCurrency(currency);
setNotional(notional);
setExerciseType(exerciseType);
setSettlementDate(settlementDate);
}
/**
* Sets the underlying link.
*
* @param underlyingLink the new value of the property, not null
*/
public void setUnderlyingLink(SecurityLink<FinancialSecurity> underlyingLink) {
this._underlyingLink = ArgumentChecker.notNull(underlyingLink, "underlyingLink");
this._underlyingId = _underlyingLink.getIdentifier().iterator().next();
}
/**
* Gets the underlying security link.
*
* @return the underlying link, not null
*/
public SecurityLink<FinancialSecurity> getUnderlyingLink() {
return _underlyingLink;
}
/**
* Sets the underlying identifier.
* @param underlyingId the new value of the property, not null
*/
public void setUnderlyingId(ExternalId underlyingId) {
this._underlyingId = ArgumentChecker.notNull(underlyingId, "underlyingId");
this._underlyingLink = SecurityLink.resolvable(underlyingId, FinancialSecurity.class);
}
//-------------------------------------------------------------------------
@Override
public final <T> T accept(FinancialSecurityVisitor<T> visitor) {
return visitor.visitSwaptionSecurity(this);
}
//-------------------------------------------------------------------------
/**
* Checks if the long/short type is long.
*
* @return true if long, false if short
*/
public boolean isLong() {
return getLongShort().isLong();
}
/**
* Checks if the long/short type is short.
*
* @return true if short, false if long
*/
public boolean isShort() {
return getLongShort().isShort();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SwaptionSecurity}.
* @return the meta-bean, not null
*/
public static SwaptionSecurity.Meta meta() {
return SwaptionSecurity.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SwaptionSecurity.Meta.INSTANCE);
}
@Override
public SwaptionSecurity.Meta metaBean() {
return SwaptionSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the payer flag.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @return the value of the property
*/
public boolean isPayer() {
return _payer;
}
/**
* Sets the payer flag.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @param payer the new value of the property
*/
public void setPayer(boolean payer) {
this._payer = payer;
}
/**
* Gets the the {@code payer} property.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @return the property, not null
*/
public final Property<Boolean> payer() {
return metaBean().payer().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the underlying identifier.
* @return the value of the property, not null
*/
public ExternalId getUnderlyingId() {
return _underlyingId;
}
/**
* Gets the the {@code underlyingId} property.
* @return the property, not null
*/
public final Property<ExternalId> underlyingId() {
return metaBean().underlyingId().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the long/short type.
* @return the value of the property, not null
*/
public LongShort getLongShort() {
return _longShort;
}
/**
* Sets the long/short type.
* @param longShort the new value of the property, not null
*/
public void setLongShort(LongShort longShort) {
JodaBeanUtils.notNull(longShort, "longShort");
this._longShort = longShort;
}
/**
* Gets the the {@code longShort} property.
* @return the property, not null
*/
public final Property<LongShort> longShort() {
return metaBean().longShort().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the expiry.
* @return the value of the property, not null
*/
public Expiry getExpiry() {
return _expiry;
}
/**
* Sets the expiry.
* @param expiry the new value of the property, not null
*/
public void setExpiry(Expiry expiry) {
JodaBeanUtils.notNull(expiry, "expiry");
this._expiry = expiry;
}
/**
* Gets the the {@code expiry} property.
* @return the property, not null
*/
public final Property<Expiry> expiry() {
return metaBean().expiry().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the cash settled flag.
* @return the value of the property
*/
public boolean isCashSettled() {
return _cashSettled;
}
/**
* Sets the cash settled flag.
* @param cashSettled the new value of the property
*/
public void setCashSettled(boolean cashSettled) {
this._cashSettled = cashSettled;
}
/**
* Gets the the {@code cashSettled} property.
* @return the property, not null
*/
public final Property<Boolean> cashSettled() {
return metaBean().cashSettled().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the currency.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @return the value of the property, not null
*/
public Currency getCurrency() {
return _currency;
}
/**
* Sets the currency.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @param currency the new value of the property, not null
*/
public void setCurrency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this._currency = currency;
}
/**
* Gets the the {@code currency} property.
* Note - this field isn't used by the analytics since it duplicates information
* on the underlying. (See PLAT-1924).
* @return the property, not null
*/
public final Property<Currency> currency() {
return metaBean().currency().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the notional.
* @return the value of the property
*/
public Double getNotional() {
return _notional;
}
/**
* Sets the notional.
* @param notional the new value of the property
*/
public void setNotional(Double notional) {
this._notional = notional;
}
/**
* Gets the the {@code notional} property.
* @return the property, not null
*/
public final Property<Double> notional() {
return metaBean().notional().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the exercise type.
* @return the value of the property, not null
*/
public ExerciseType getExerciseType() {
return _exerciseType;
}
/**
* Sets the exercise type.
* @param exerciseType the new value of the property, not null
*/
public void setExerciseType(ExerciseType exerciseType) {
JodaBeanUtils.notNull(exerciseType, "exerciseType");
this._exerciseType = exerciseType;
}
/**
* Gets the the {@code exerciseType} property.
* @return the property, not null
*/
public final Property<ExerciseType> exerciseType() {
return metaBean().exerciseType().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the settlement date.
* @return the value of the property
*/
public ZonedDateTime getSettlementDate() {
return _settlementDate;
}
/**
* Sets the settlement date.
* @param settlementDate the new value of the property
*/
public void setSettlementDate(ZonedDateTime settlementDate) {
this._settlementDate = settlementDate;
}
/**
* Gets the the {@code settlementDate} property.
* @return the property, not null
*/
public final Property<ZonedDateTime> settlementDate() {
return metaBean().settlementDate().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public SwaptionSecurity clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SwaptionSecurity other = (SwaptionSecurity) obj;
return (isPayer() == other.isPayer()) &&
JodaBeanUtils.equal(getUnderlyingId(), other.getUnderlyingId()) &&
JodaBeanUtils.equal(getLongShort(), other.getLongShort()) &&
JodaBeanUtils.equal(getExpiry(), other.getExpiry()) &&
(isCashSettled() == other.isCashSettled()) &&
JodaBeanUtils.equal(getCurrency(), other.getCurrency()) &&
JodaBeanUtils.equal(getNotional(), other.getNotional()) &&
JodaBeanUtils.equal(getExerciseType(), other.getExerciseType()) &&
JodaBeanUtils.equal(getSettlementDate(), other.getSettlementDate()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(isPayer());
hash = hash * 31 + JodaBeanUtils.hashCode(getUnderlyingId());
hash = hash * 31 + JodaBeanUtils.hashCode(getLongShort());
hash = hash * 31 + JodaBeanUtils.hashCode(getExpiry());
hash = hash * 31 + JodaBeanUtils.hashCode(isCashSettled());
hash = hash * 31 + JodaBeanUtils.hashCode(getCurrency());
hash = hash * 31 + JodaBeanUtils.hashCode(getNotional());
hash = hash * 31 + JodaBeanUtils.hashCode(getExerciseType());
hash = hash * 31 + JodaBeanUtils.hashCode(getSettlementDate());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("SwaptionSecurity{");
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("payer").append('=').append(JodaBeanUtils.toString(isPayer())).append(',').append(' ');
buf.append("underlyingId").append('=').append(JodaBeanUtils.toString(getUnderlyingId())).append(',').append(' ');
buf.append("longShort").append('=').append(JodaBeanUtils.toString(getLongShort())).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(getExpiry())).append(',').append(' ');
buf.append("cashSettled").append('=').append(JodaBeanUtils.toString(isCashSettled())).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(getCurrency())).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(getNotional())).append(',').append(' ');
buf.append("exerciseType").append('=').append(JodaBeanUtils.toString(getExerciseType())).append(',').append(' ');
buf.append("settlementDate").append('=').append(JodaBeanUtils.toString(getSettlementDate())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SwaptionSecurity}.
*/
public static class Meta extends FinancialSecurity.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code payer} property.
*/
private final MetaProperty<Boolean> _payer = DirectMetaProperty.ofReadWrite(
this, "payer", SwaptionSecurity.class, Boolean.TYPE);
/**
* The meta-property for the {@code underlyingId} property.
*/
private final MetaProperty<ExternalId> _underlyingId = DirectMetaProperty.ofReadWrite(
this, "underlyingId", SwaptionSecurity.class, ExternalId.class);
/**
* The meta-property for the {@code longShort} property.
*/
private final MetaProperty<LongShort> _longShort = DirectMetaProperty.ofReadWrite(
this, "longShort", SwaptionSecurity.class, LongShort.class);
/**
* The meta-property for the {@code expiry} property.
*/
private final MetaProperty<Expiry> _expiry = DirectMetaProperty.ofReadWrite(
this, "expiry", SwaptionSecurity.class, Expiry.class);
/**
* The meta-property for the {@code cashSettled} property.
*/
private final MetaProperty<Boolean> _cashSettled = DirectMetaProperty.ofReadWrite(
this, "cashSettled", SwaptionSecurity.class, Boolean.TYPE);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> _currency = DirectMetaProperty.ofReadWrite(
this, "currency", SwaptionSecurity.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty<Double> _notional = DirectMetaProperty.ofReadWrite(
this, "notional", SwaptionSecurity.class, Double.class);
/**
* The meta-property for the {@code exerciseType} property.
*/
private final MetaProperty<ExerciseType> _exerciseType = DirectMetaProperty.ofReadWrite(
this, "exerciseType", SwaptionSecurity.class, ExerciseType.class);
/**
* The meta-property for the {@code settlementDate} property.
*/
private final MetaProperty<ZonedDateTime> _settlementDate = DirectMetaProperty.ofReadWrite(
this, "settlementDate", SwaptionSecurity.class, ZonedDateTime.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"payer",
"underlyingId",
"longShort",
"expiry",
"cashSettled",
"currency",
"notional",
"exerciseType",
"settlementDate");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 106443605: // payer
return _payer;
case -771625640: // underlyingId
return _underlyingId;
case 116685664: // longShort
return _longShort;
case -1289159373: // expiry
return _expiry;
case -871053882: // cashSettled
return _cashSettled;
case 575402001: // currency
return _currency;
case 1585636160: // notional
return _notional;
case -466331342: // exerciseType
return _exerciseType;
case -295948169: // settlementDate
return _settlementDate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends SwaptionSecurity> builder() {
return new DirectBeanBuilder<SwaptionSecurity>(new SwaptionSecurity());
}
@Override
public Class<? extends SwaptionSecurity> beanType() {
return SwaptionSecurity.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code payer} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> payer() {
return _payer;
}
/**
* The meta-property for the {@code underlyingId} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> underlyingId() {
return _underlyingId;
}
/**
* The meta-property for the {@code longShort} property.
* @return the meta-property, not null
*/
public final MetaProperty<LongShort> longShort() {
return _longShort;
}
/**
* The meta-property for the {@code expiry} property.
* @return the meta-property, not null
*/
public final MetaProperty<Expiry> expiry() {
return _expiry;
}
/**
* The meta-property for the {@code cashSettled} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> cashSettled() {
return _cashSettled;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public final MetaProperty<Currency> currency() {
return _currency;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public final MetaProperty<Double> notional() {
return _notional;
}
/**
* The meta-property for the {@code exerciseType} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExerciseType> exerciseType() {
return _exerciseType;
}
/**
* The meta-property for the {@code settlementDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<ZonedDateTime> settlementDate() {
return _settlementDate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 106443605: // payer
return ((SwaptionSecurity) bean).isPayer();
case -771625640: // underlyingId
return ((SwaptionSecurity) bean).getUnderlyingId();
case 116685664: // longShort
return ((SwaptionSecurity) bean).getLongShort();
case -1289159373: // expiry
return ((SwaptionSecurity) bean).getExpiry();
case -871053882: // cashSettled
return ((SwaptionSecurity) bean).isCashSettled();
case 575402001: // currency
return ((SwaptionSecurity) bean).getCurrency();
case 1585636160: // notional
return ((SwaptionSecurity) bean).getNotional();
case -466331342: // exerciseType
return ((SwaptionSecurity) bean).getExerciseType();
case -295948169: // settlementDate
return ((SwaptionSecurity) bean).getSettlementDate();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 106443605: // payer
((SwaptionSecurity) bean).setPayer((Boolean) newValue);
return;
case -771625640: // underlyingId
((SwaptionSecurity) bean).setUnderlyingId((ExternalId) newValue);
return;
case 116685664: // longShort
((SwaptionSecurity) bean).setLongShort((LongShort) newValue);
return;
case -1289159373: // expiry
((SwaptionSecurity) bean).setExpiry((Expiry) newValue);
return;
case -871053882: // cashSettled
((SwaptionSecurity) bean).setCashSettled((Boolean) newValue);
return;
case 575402001: // currency
((SwaptionSecurity) bean).setCurrency((Currency) newValue);
return;
case 1585636160: // notional
((SwaptionSecurity) bean).setNotional((Double) newValue);
return;
case -466331342: // exerciseType
((SwaptionSecurity) bean).setExerciseType((ExerciseType) newValue);
return;
case -295948169: // settlementDate
((SwaptionSecurity) bean).setSettlementDate((ZonedDateTime) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((SwaptionSecurity) bean)._underlyingId, "underlyingId");
JodaBeanUtils.notNull(((SwaptionSecurity) bean)._longShort, "longShort");
JodaBeanUtils.notNull(((SwaptionSecurity) bean)._expiry, "expiry");
JodaBeanUtils.notNull(((SwaptionSecurity) bean)._currency, "currency");
JodaBeanUtils.notNull(((SwaptionSecurity) bean)._exerciseType, "exerciseType");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}