/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.basics.schedule;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.Period;
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.ImmutablePreBuild;
import org.joda.beans.ImmutableValidator;
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.google.common.collect.ComparisonChain;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.date.BusinessDayAdjustment;
import com.opengamma.strata.basics.date.DateAdjuster;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
/**
* A period in a schedule.
* <p>
* This consists of a single period (date range) within a schedule.
* This is typically used as the basis for financial calculations, such as accrual of interest.
* <p>
* Two pairs of dates are provided, start/end and unadjustedStart/unadjustedEnd.
* The period itself runs from {@code startDate} to {@code endDate}.
* The {@code unadjustedStartDate} and {@code unadjustedEndDate} are the dates used to
* calculate the {@code startDate} and {@code endDate} when applying business day adjustment.
* <p>
* For example, consider a schedule that has periods every three months on the 10th of the month.
* From time to time, the scheduled date will be a weekend or holiday.
* In this case, a rule may apply moving the date to a valid business day.
* If this happens, then the "unadjusted" date is the original date in the periodic schedule
* and the "adjusted" date is the related valid business day.
* Note that not all schedules apply a business day adjustment.
*/
@BeanDefinition
public final class SchedulePeriod
implements ImmutableBean, Comparable<SchedulePeriod>, Serializable {
/**
* The start date of this period, used for financial calculations such as interest accrual.
* <p>
* The first date in the schedule period, typically treated as inclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of this period, used for financial calculations such as interest accrual.
* <p>
* The last date in the schedule period, typically treated as exclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate endDate;
/**
* The unadjusted start date.
* <p>
* The start date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the start date.
* <p>
* When building, this will default to the start date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedStartDate;
/**
* The unadjusted end date.
* <p>
* The end date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the end date.
* <p>
* When building, this will default to the end date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedEndDate;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the adjusted and unadjusted dates.
*
* @param startDate the start date, used for financial calculations such as interest accrual
* @param endDate the end date, used for financial calculations such as interest accrual
* @param unadjustedStartDate the unadjusted start date
* @param unadjustedEndDate the adjusted end date
* @return the period
*/
public static SchedulePeriod of(
LocalDate startDate,
LocalDate endDate,
LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate) {
return new SchedulePeriod(startDate, endDate, unadjustedStartDate, unadjustedEndDate);
}
/**
* Obtains an instance from two dates.
* <p>
* This factory is used when there is no business day adjustment of schedule dates.
*
* @param startDate the start date, used for financial calculations such as interest accrual
* @param endDate the end date, used for financial calculations such as interest accrual
* @return the period
*/
public static SchedulePeriod of(
LocalDate startDate,
LocalDate endDate) {
return new SchedulePeriod(startDate, endDate, startDate, endDate);
}
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
ArgChecker.inOrderNotEqual(unadjustedStartDate, unadjustedEndDate, "unadjustedStartDate", "unadjustedEndDate");
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
}
@ImmutablePreBuild
private static void preBuild(Builder builder) {
if (builder.unadjustedStartDate == null) {
builder.unadjustedStartDate = builder.startDate;
}
if (builder.unadjustedEndDate == null) {
builder.unadjustedEndDate = builder.endDate;
}
}
//-------------------------------------------------------------------------
/**
* Returns the length of the period.
* <p>
* This returns the length of the period, considering the adjusted start and end dates.
* The calculation does not involve a day count or holiday calendar.
* The period is calculated using {@link Period#between(LocalDate, LocalDate)} and as
* such includes the start date and excludes the end date.
*
* @return the length of the period
*/
public Period length() {
return Period.between(startDate, endDate);
}
/**
* Calculates the number of days in the period.
* <p>
* This returns the actual number of days in the period, considering the adjusted start and end dates.
* The calculation does not involve a day count or holiday calendar.
* The length includes one date and excludes the other.
*
* @return the actual number of days in the period
*/
public int lengthInDays() {
return Math.toIntExact(endDate.toEpochDay() - startDate.toEpochDay());
}
//-------------------------------------------------------------------------
/**
* Calculates the year fraction using the specified day count.
* <p>
* Additional information from the schedule is made available to the day count algorithm.
*
* @param dayCount the day count convention
* @param schedule the schedule that contains this period
* @return the year fraction, calculated via the day count
*/
public double yearFraction(DayCount dayCount, Schedule schedule) {
ArgChecker.notNull(dayCount, "dayCount");
ArgChecker.notNull(schedule, "schedule");
return dayCount.yearFraction(startDate, endDate, schedule);
}
/**
* Checks if this period is regular according to the specified frequency and roll convention.
* <p>
* A schedule period is normally created from a frequency and roll convention.
* These can therefore be used to determine if the period is regular, which simply
* means that the period end date can be generated from the start date and vice versa.
*
* @param frequency the frequency
* @param rollConvention the roll convention
* @return true if the period is regular
*/
public boolean isRegular(Frequency frequency, RollConvention rollConvention) {
ArgChecker.notNull(frequency, "frequency");
ArgChecker.notNull(rollConvention, "rollConvention");
return rollConvention.next(unadjustedStartDate, frequency).equals(unadjustedEndDate) &&
rollConvention.previous(unadjustedEndDate, frequency).equals(unadjustedStartDate);
}
/**
* Checks if this period contains the specified date.
* <p>
* The adjusted start and end dates are used in the comparison.
* The start date is included, the end date is excluded.
*
* @param date the date to check
* @return true if this period contains the date
*/
public boolean contains(LocalDate date) {
ArgChecker.notNull(date, "date");
return !date.isBefore(startDate) && date.isBefore(endDate);
}
//-------------------------------------------------------------------------
/**
* Creates a sub-schedule within this period.
* <p>
* The sub-schedule will have the one or more periods.
* The schedule is bounded by the unadjusted start and end date of this period.
* The frequency and roll convention are used to build unadjusted schedule dates.
* The stub convention is used to handle any remaining time when the new frequency
* does not evenly divide into the period.
*
* @param frequency the frequency of the sub-schedule
* @param rollConvention the roll convention to use for rolling
* @param stubConvention the stub convention to use for any excess
* @param adjustment the business day adjustment to apply to the sub-schedule
* @return the sub-schedule
* @throws ScheduleException if the schedule cannot be created
*/
public PeriodicSchedule subSchedule(
Frequency frequency,
RollConvention rollConvention,
StubConvention stubConvention,
BusinessDayAdjustment adjustment) {
return PeriodicSchedule.builder()
.startDate(unadjustedStartDate)
.endDate(unadjustedEndDate)
.frequency(frequency)
.businessDayAdjustment(adjustment)
.rollConvention(rollConvention)
.stubConvention(stubConvention)
.build();
}
//-------------------------------------------------------------------------
/**
* Converts this period to one where the start and end dates are adjusted using the specified adjuster.
* <p>
* The start date of the result will be the start date of this period as altered by the specified adjuster.
* The end date of the result will be the end date of this period as altered by the specified adjuster.
* The unadjusted start date and unadjusted end date will be the same as in this period.
* <p>
* The adjuster will typically be obtained from {@link BusinessDayAdjustment#resolve(ReferenceData)}.
*
* @param adjuster the adjuster to use
* @return the adjusted schedule period
*/
public SchedulePeriod toAdjusted(DateAdjuster adjuster) {
// implementation needs to return 'this' if unchanged to optimize downstream code
LocalDate resultStart = adjuster.adjust(startDate);
LocalDate resultEnd = adjuster.adjust(endDate);
if (resultStart.equals(startDate) && resultEnd.equals(endDate)) {
return this;
}
return of(resultStart, resultEnd, unadjustedStartDate, unadjustedEndDate);
}
/**
* Converts this period to one where the start and end dates are set to the unadjusted dates.
* <p>
* The start date of the result will be the unadjusted start date of this period.
* The end date of the result will be the unadjusted end date of this period.
* The unadjusted start date and unadjusted end date will be the same as in this period.
*
* @return the unadjusted schedule period
*/
public SchedulePeriod toUnadjusted() {
if (unadjustedStartDate.equals(startDate) && unadjustedEndDate.equals(endDate)) {
return this;
}
return of(unadjustedStartDate, unadjustedEndDate);
}
//-------------------------------------------------------------------------
/**
* Compares this period to another by unadjusted start date, then unadjusted end date.
*
* @param other the other period
* @return the comparison value
*/
@Override
public int compareTo(SchedulePeriod other) {
return ComparisonChain.start()
.compare(unadjustedStartDate, other.unadjustedStartDate)
.compare(unadjustedEndDate, other.unadjustedEndDate)
.result();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SchedulePeriod}.
* @return the meta-bean, not null
*/
public static SchedulePeriod.Meta meta() {
return SchedulePeriod.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SchedulePeriod.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SchedulePeriod.Builder builder() {
return new SchedulePeriod.Builder();
}
private SchedulePeriod(
LocalDate startDate,
LocalDate endDate,
LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate) {
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
this.startDate = startDate;
this.endDate = endDate;
this.unadjustedStartDate = unadjustedStartDate;
this.unadjustedEndDate = unadjustedEndDate;
validate();
}
@Override
public SchedulePeriod.Meta metaBean() {
return SchedulePeriod.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 start date of this period, used for financial calculations such as interest accrual.
* <p>
* The first date in the schedule period, typically treated as inclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of this period, used for financial calculations such as interest accrual.
* <p>
* The last date in the schedule period, typically treated as exclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted start date.
* <p>
* The start date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the start date.
* <p>
* When building, this will default to the start date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedStartDate() {
return unadjustedStartDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted end date.
* <p>
* The end date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the end date.
* <p>
* When building, this will default to the end date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedEndDate() {
return unadjustedEndDate;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SchedulePeriod other = (SchedulePeriod) obj;
return JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(unadjustedStartDate, other.unadjustedStartDate) &&
JodaBeanUtils.equal(unadjustedEndDate, other.unadjustedEndDate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedStartDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedEndDate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("SchedulePeriod{");
buf.append("startDate").append('=').append(startDate).append(',').append(' ');
buf.append("endDate").append('=').append(endDate).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(unadjustedStartDate).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SchedulePeriod}.
*/
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 startDate} property.
*/
private final MetaProperty<LocalDate> startDate = DirectMetaProperty.ofImmutable(
this, "startDate", SchedulePeriod.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty<LocalDate> endDate = DirectMetaProperty.ofImmutable(
this, "endDate", SchedulePeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedStartDate} property.
*/
private final MetaProperty<LocalDate> unadjustedStartDate = DirectMetaProperty.ofImmutable(
this, "unadjustedStartDate", SchedulePeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedEndDate} property.
*/
private final MetaProperty<LocalDate> unadjustedEndDate = DirectMetaProperty.ofImmutable(
this, "unadjustedEndDate", SchedulePeriod.class, LocalDate.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"startDate",
"endDate",
"unadjustedStartDate",
"unadjustedEndDate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public SchedulePeriod.Builder builder() {
return new SchedulePeriod.Builder();
}
@Override
public Class<? extends SchedulePeriod> beanType() {
return SchedulePeriod.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code startDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> startDate() {
return startDate;
}
/**
* The meta-property for the {@code endDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> endDate() {
return endDate;
}
/**
* The meta-property for the {@code unadjustedStartDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> unadjustedStartDate() {
return unadjustedStartDate;
}
/**
* The meta-property for the {@code unadjustedEndDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> unadjustedEndDate() {
return unadjustedEndDate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -2129778896: // startDate
return ((SchedulePeriod) bean).getStartDate();
case -1607727319: // endDate
return ((SchedulePeriod) bean).getEndDate();
case 1457691881: // unadjustedStartDate
return ((SchedulePeriod) bean).getUnadjustedStartDate();
case 31758114: // unadjustedEndDate
return ((SchedulePeriod) bean).getUnadjustedEndDate();
}
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 SchedulePeriod}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<SchedulePeriod> {
private LocalDate startDate;
private LocalDate endDate;
private LocalDate unadjustedStartDate;
private LocalDate unadjustedEndDate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(SchedulePeriod beanToCopy) {
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.unadjustedStartDate = beanToCopy.getUnadjustedStartDate();
this.unadjustedEndDate = beanToCopy.getUnadjustedEndDate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -2129778896: // startDate
this.startDate = (LocalDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (LocalDate) newValue;
break;
case 1457691881: // unadjustedStartDate
this.unadjustedStartDate = (LocalDate) newValue;
break;
case 31758114: // unadjustedEndDate
this.unadjustedEndDate = (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 SchedulePeriod build() {
preBuild(this);
return new SchedulePeriod(
startDate,
endDate,
unadjustedStartDate,
unadjustedEndDate);
}
//-----------------------------------------------------------------------
/**
* Sets the start date of this period, used for financial calculations such as interest accrual.
* <p>
* The first date in the schedule period, typically treated as inclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param startDate the new value, not null
* @return this, for chaining, not null
*/
public Builder startDate(LocalDate startDate) {
JodaBeanUtils.notNull(startDate, "startDate");
this.startDate = startDate;
return this;
}
/**
* Sets the end date of this period, used for financial calculations such as interest accrual.
* <p>
* The last date in the schedule period, typically treated as exclusive.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param endDate the new value, not null
* @return this, for chaining, not null
*/
public Builder endDate(LocalDate endDate) {
JodaBeanUtils.notNull(endDate, "endDate");
this.endDate = endDate;
return this;
}
/**
* Sets the unadjusted start date.
* <p>
* The start date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the start date.
* <p>
* When building, this will default to the start date if not specified.
* @param unadjustedStartDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedStartDate(LocalDate unadjustedStartDate) {
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
this.unadjustedStartDate = unadjustedStartDate;
return this;
}
/**
* Sets the unadjusted end date.
* <p>
* The end date before any business day adjustment.
* If the schedule adjusts for business days, then this is typically the regular periodic date.
* If the schedule does not adjust for business days, then this is the same as the end date.
* <p>
* When building, this will default to the end date if not specified.
* @param unadjustedEndDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedEndDate(LocalDate unadjustedEndDate) {
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
this.unadjustedEndDate = unadjustedEndDate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("SchedulePeriod.Builder{");
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(JodaBeanUtils.toString(unadjustedStartDate)).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}