/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.basics.index;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
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.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.CurrencyPair;
import org.joda.beans.BeanBuilder;
/**
* Information about a single observation of an FX index.
* <p>
* Observing an FX index requires knowledge of the index, fixing date and maturity date.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
public final class FxIndexObservation
implements IndexObservation, ImmutableBean, Serializable {
/**
* The FX index.
* <p>
* The rate will be queried from this index.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final FxIndex index;
/**
* The date of the index fixing.
* <p>
* This is an adjusted date with any business day rule applied.
* Valid business days are defined by {@link FxIndex#getFixingCalendar()}.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate fixingDate;
/**
* The date of the transfer implied by the fixing date.
* <p>
* This is an adjusted date with any business day rule applied.
* This must be equal to {@link FxIndex#calculateMaturityFromFixing(LocalDate, ReferenceData)}.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate maturityDate;
//-------------------------------------------------------------------------
/**
* Creates an instance from an index and fixing date.
* <p>
* The reference data is used to find the maturity date from the fixing date.
*
* @param index the index
* @param fixingDate the fixing date
* @param refData the reference data to use when resolving holiday calendars
* @return the rate observation
*/
public static FxIndexObservation of(FxIndex index, LocalDate fixingDate, ReferenceData refData) {
LocalDate maturityDate = index.calculateMaturityFromFixing(fixingDate, refData);
return new FxIndexObservation(index, fixingDate, maturityDate);
}
//-----------------------------------------------------------------------
/**
* Gets the currency pair of the FX index.
*
* @return the currency pair of the index
*/
public CurrencyPair getCurrencyPair() {
return index.getCurrencyPair();
}
//-------------------------------------------------------------------------
/**
* Compares this observation to another based on the index and fixing date.
* <p>
* The maturity date is ignored.
*
* @param obj the other observation
* @return true if equal
*/
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
FxIndexObservation other = (FxIndexObservation) obj;
return index.equals(other.index) && fixingDate.equals(other.fixingDate);
}
return false;
}
/**
* Returns a hash code based on the index and fixing date.
* <p>
* The maturity date is ignored.
*
* @return the hash code
*/
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + index.hashCode();
return hash * 31 + fixingDate.hashCode();
}
@Override
public String toString() {
return new StringBuilder(64)
.append("FxIndexObservation[")
.append(index)
.append(" on ")
.append(fixingDate)
.append(']')
.toString();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code FxIndexObservation}.
* @return the meta-bean, not null
*/
public static FxIndexObservation.Meta meta() {
return FxIndexObservation.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(FxIndexObservation.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Creates an instance.
* @param index the value of the property, not null
* @param fixingDate the value of the property, not null
* @param maturityDate the value of the property, not null
*/
FxIndexObservation(
FxIndex index,
LocalDate fixingDate,
LocalDate maturityDate) {
JodaBeanUtils.notNull(index, "index");
JodaBeanUtils.notNull(fixingDate, "fixingDate");
JodaBeanUtils.notNull(maturityDate, "maturityDate");
this.index = index;
this.fixingDate = fixingDate;
this.maturityDate = maturityDate;
}
@Override
public FxIndexObservation.Meta metaBean() {
return FxIndexObservation.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the FX index.
* <p>
* The rate will be queried from this index.
* @return the value of the property, not null
*/
@Override
public FxIndex getIndex() {
return index;
}
//-----------------------------------------------------------------------
/**
* Gets the date of the index fixing.
* <p>
* This is an adjusted date with any business day rule applied.
* Valid business days are defined by {@link FxIndex#getFixingCalendar()}.
* @return the value of the property, not null
*/
public LocalDate getFixingDate() {
return fixingDate;
}
//-----------------------------------------------------------------------
/**
* Gets the date of the transfer implied by the fixing date.
* <p>
* This is an adjusted date with any business day rule applied.
* This must be equal to {@link FxIndex#calculateMaturityFromFixing(LocalDate, ReferenceData)}.
* @return the value of the property, not null
*/
public LocalDate getMaturityDate() {
return maturityDate;
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FxIndexObservation}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code index} property.
*/
private final MetaProperty<FxIndex> index = DirectMetaProperty.ofImmutable(
this, "index", FxIndexObservation.class, FxIndex.class);
/**
* The meta-property for the {@code fixingDate} property.
*/
private final MetaProperty<LocalDate> fixingDate = DirectMetaProperty.ofImmutable(
this, "fixingDate", FxIndexObservation.class, LocalDate.class);
/**
* The meta-property for the {@code maturityDate} property.
*/
private final MetaProperty<LocalDate> maturityDate = DirectMetaProperty.ofImmutable(
this, "maturityDate", FxIndexObservation.class, LocalDate.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"index",
"fixingDate",
"maturityDate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 100346066: // index
return index;
case 1255202043: // fixingDate
return fixingDate;
case -414641441: // maturityDate
return maturityDate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends FxIndexObservation> builder() {
return new FxIndexObservation.Builder();
}
@Override
public Class<? extends FxIndexObservation> beanType() {
return FxIndexObservation.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code index} property.
* @return the meta-property, not null
*/
public MetaProperty<FxIndex> index() {
return index;
}
/**
* The meta-property for the {@code fixingDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> fixingDate() {
return fixingDate;
}
/**
* The meta-property for the {@code maturityDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> maturityDate() {
return maturityDate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 100346066: // index
return ((FxIndexObservation) bean).getIndex();
case 1255202043: // fixingDate
return ((FxIndexObservation) bean).getFixingDate();
case -414641441: // maturityDate
return ((FxIndexObservation) bean).getMaturityDate();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code FxIndexObservation}.
*/
private static final class Builder extends DirectFieldsBeanBuilder<FxIndexObservation> {
private FxIndex index;
private LocalDate fixingDate;
private LocalDate maturityDate;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 100346066: // index
return index;
case 1255202043: // fixingDate
return fixingDate;
case -414641441: // maturityDate
return maturityDate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 100346066: // index
this.index = (FxIndex) newValue;
break;
case 1255202043: // fixingDate
this.fixingDate = (LocalDate) newValue;
break;
case -414641441: // maturityDate
this.maturityDate = (LocalDate) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty<?> property, Object value) {
super.set(property, value);
return this;
}
@Override
public Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public FxIndexObservation build() {
return new FxIndexObservation(
index,
fixingDate,
maturityDate);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("FxIndexObservation.Builder{");
buf.append("index").append('=').append(JodaBeanUtils.toString(index)).append(',').append(' ');
buf.append("fixingDate").append('=').append(JodaBeanUtils.toString(fixingDate)).append(',').append(' ');
buf.append("maturityDate").append('=').append(JodaBeanUtils.toString(maturityDate));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}