/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.bond;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.List;
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.ImmutableDefaults;
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.ImmutableList;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.value.Rounding;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.ResolvedProduct;
import com.opengamma.strata.product.SecurityId;
/**
* A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
* <p>
* This is the resolved form of {@link BondFuture} and is an input to the pricers.
* Applications will typically create a {@code ResolvedBondFuture} from a {@code BondFuture}
* using {@link BondFuture#resolve(ReferenceData)}.
* <p>
* A {@code ResolvedBondFuture} is bound to data that changes over time, such as holiday calendars.
* If the data changes, such as the addition of a new holiday, the resolved form will not be updated.
* Care must be taken when placing the resolved form in a cache or persistence layer.
*
* <h4>Price</h4>
* Strata uses <i>decimal prices</i> for bond futures in the trade model, pricers and market data.
* This is coherent with the pricing of {@link FixedCouponBond}. The bond futures delivery is a bond
* for an amount computed from the bond future price, a conversion factor and the accrued interest.
*/
@SuppressWarnings("unchecked")
@BeanDefinition(constructorScope = "package")
public final class ResolvedBondFuture
implements ResolvedProduct, ImmutableBean, Serializable {
// suppress warning unchecked is for auto-generated code
/**
* The security identifier.
* <p>
* This identifier uniquely identifies the security within the system.
*/
@PropertyDefinition(validate = "notNull")
private final SecurityId securityId;
/**
* The basket of deliverable bonds.
* <p>
* The underling which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
* <p>
* All of the underlying bonds must have the same notional and currency.
*/
@PropertyDefinition(validate = "notEmpty")
private final ImmutableList<ResolvedFixedCouponBond> deliveryBasket;
/**
* The conversion factor for each bond in the basket.
* <p>
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasket}.
* <p>
* All of the underlying bonds must have the same notional and currency.
*/
@PropertyDefinition(validate = "notEmpty")
private final ImmutableList<Double> conversionFactors;
/**
* The last trading date.
* <p>
* The future security is traded until this date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate lastTradeDate;
/**
* The first notice date.
* <p>
* The first date on which the delivery of the underlying is authorized.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate firstNoticeDate;
/**
* The last notice date.
* <p>
* The last date on which the delivery of the underlying is authorized.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate lastNoticeDate;
/**
* The first delivery date.
* <p>
* The first date on which the underlying is delivered.
* If not specified, this is computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate firstDeliveryDate;
/**
* The last notice date.
* <p>
* The last date on which the underlying is delivered.
* If not specified, this is computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate lastDeliveryDate;
/**
* The definition of how to round the futures price, defaulted to no rounding.
* <p>
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
*/
@PropertyDefinition(validate = "notNull")
private final Rounding rounding;
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.rounding(Rounding.none());
}
@ImmutableValidator
private void validate() {
int size = deliveryBasket.size();
ArgChecker.isTrue(size == conversionFactors.size(),
"The delivery basket size should be the same as the conversion factor size");
ArgChecker.inOrderOrEqual(firstNoticeDate, lastNoticeDate, "firstNoticeDate", "lastNoticeDate");
ArgChecker.inOrderOrEqual(firstDeliveryDate, lastDeliveryDate, "firstDeliveryDate", "lastDeliveryDate");
ArgChecker.inOrderOrEqual(firstNoticeDate, firstDeliveryDate, "firstNoticeDate", "firstDeliveryDate");
ArgChecker.inOrderOrEqual(lastNoticeDate, lastDeliveryDate, "lastNoticeDate", "lastDeliveryDate");
if (size > 1) {
double notional = getNotional();
Currency currency = getCurrency();
for (int i = 1; i < size; ++i) {
ArgChecker.isTrue(deliveryBasket.get(i).getNotional() == notional);
ArgChecker.isTrue(deliveryBasket.get(i).getCurrency().equals(currency));
}
}
}
//-------------------------------------------------------------------------
/**
* Obtains the currency of the underlying fixed coupon bonds.
* <p>
* All of the bonds in the delivery basket have the same currency.
*
* @return the currency
*/
public Currency getCurrency() {
return deliveryBasket.get(0).getCurrency();
}
/**
* Obtains the notional of underlying fixed coupon bonds.
* <p>
* All of the bonds in the delivery basket have the same notional.
* The currency of the notional is specified by {@link #getCurrency()}.
*
* @return the notional
*/
public double getNotional() {
return deliveryBasket.get(0).getNotional();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ResolvedBondFuture}.
* @return the meta-bean, not null
*/
public static ResolvedBondFuture.Meta meta() {
return ResolvedBondFuture.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ResolvedBondFuture.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 ResolvedBondFuture.Builder builder() {
return new ResolvedBondFuture.Builder();
}
/**
* Creates an instance.
* @param securityId the value of the property, not null
* @param deliveryBasket the value of the property, not empty
* @param conversionFactors the value of the property, not empty
* @param lastTradeDate the value of the property, not null
* @param firstNoticeDate the value of the property, not null
* @param lastNoticeDate the value of the property, not null
* @param firstDeliveryDate the value of the property, not null
* @param lastDeliveryDate the value of the property, not null
* @param rounding the value of the property, not null
*/
ResolvedBondFuture(
SecurityId securityId,
List<ResolvedFixedCouponBond> deliveryBasket,
List<Double> conversionFactors,
LocalDate lastTradeDate,
LocalDate firstNoticeDate,
LocalDate lastNoticeDate,
LocalDate firstDeliveryDate,
LocalDate lastDeliveryDate,
Rounding rounding) {
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notEmpty(deliveryBasket, "deliveryBasket");
JodaBeanUtils.notEmpty(conversionFactors, "conversionFactors");
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
JodaBeanUtils.notNull(firstNoticeDate, "firstNoticeDate");
JodaBeanUtils.notNull(lastNoticeDate, "lastNoticeDate");
JodaBeanUtils.notNull(firstDeliveryDate, "firstDeliveryDate");
JodaBeanUtils.notNull(lastDeliveryDate, "lastDeliveryDate");
JodaBeanUtils.notNull(rounding, "rounding");
this.securityId = securityId;
this.deliveryBasket = ImmutableList.copyOf(deliveryBasket);
this.conversionFactors = ImmutableList.copyOf(conversionFactors);
this.lastTradeDate = lastTradeDate;
this.firstNoticeDate = firstNoticeDate;
this.lastNoticeDate = lastNoticeDate;
this.firstDeliveryDate = firstDeliveryDate;
this.lastDeliveryDate = lastDeliveryDate;
this.rounding = rounding;
validate();
}
@Override
public ResolvedBondFuture.Meta metaBean() {
return ResolvedBondFuture.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 security identifier.
* <p>
* This identifier uniquely identifies the security within the system.
* @return the value of the property, not null
*/
public SecurityId getSecurityId() {
return securityId;
}
//-----------------------------------------------------------------------
/**
* Gets the basket of deliverable bonds.
* <p>
* The underling which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
* <p>
* All of the underlying bonds must have the same notional and currency.
* @return the value of the property, not empty
*/
public ImmutableList<ResolvedFixedCouponBond> getDeliveryBasket() {
return deliveryBasket;
}
//-----------------------------------------------------------------------
/**
* Gets the conversion factor for each bond in the basket.
* <p>
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasket}.
* <p>
* All of the underlying bonds must have the same notional and currency.
* @return the value of the property, not empty
*/
public ImmutableList<Double> getConversionFactors() {
return conversionFactors;
}
//-----------------------------------------------------------------------
/**
* Gets the last trading date.
* <p>
* The future security is traded until this date.
* @return the value of the property, not null
*/
public LocalDate getLastTradeDate() {
return lastTradeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the first notice date.
* <p>
* The first date on which the delivery of the underlying is authorized.
* @return the value of the property, not null
*/
public LocalDate getFirstNoticeDate() {
return firstNoticeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the last notice date.
* <p>
* The last date on which the delivery of the underlying is authorized.
* @return the value of the property, not null
*/
public LocalDate getLastNoticeDate() {
return lastNoticeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the first delivery date.
* <p>
* The first date on which the underlying is delivered.
* If not specified, this is computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
* @return the value of the property, not null
*/
public LocalDate getFirstDeliveryDate() {
return firstDeliveryDate;
}
//-----------------------------------------------------------------------
/**
* Gets the last notice date.
* <p>
* The last date on which the underlying is delivered.
* If not specified, this is computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
* @return the value of the property, not null
*/
public LocalDate getLastDeliveryDate() {
return lastDeliveryDate;
}
//-----------------------------------------------------------------------
/**
* Gets the definition of how to round the futures price, defaulted to no rounding.
* <p>
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
* @return the value of the property, not null
*/
public Rounding getRounding() {
return rounding;
}
//-----------------------------------------------------------------------
/**
* 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()) {
ResolvedBondFuture other = (ResolvedBondFuture) obj;
return JodaBeanUtils.equal(securityId, other.securityId) &&
JodaBeanUtils.equal(deliveryBasket, other.deliveryBasket) &&
JodaBeanUtils.equal(conversionFactors, other.conversionFactors) &&
JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) &&
JodaBeanUtils.equal(firstNoticeDate, other.firstNoticeDate) &&
JodaBeanUtils.equal(lastNoticeDate, other.lastNoticeDate) &&
JodaBeanUtils.equal(firstDeliveryDate, other.firstDeliveryDate) &&
JodaBeanUtils.equal(lastDeliveryDate, other.lastDeliveryDate) &&
JodaBeanUtils.equal(rounding, other.rounding);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(securityId);
hash = hash * 31 + JodaBeanUtils.hashCode(deliveryBasket);
hash = hash * 31 + JodaBeanUtils.hashCode(conversionFactors);
hash = hash * 31 + JodaBeanUtils.hashCode(lastTradeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(firstNoticeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(lastNoticeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(firstDeliveryDate);
hash = hash * 31 + JodaBeanUtils.hashCode(lastDeliveryDate);
hash = hash * 31 + JodaBeanUtils.hashCode(rounding);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("ResolvedBondFuture{");
buf.append("securityId").append('=').append(securityId).append(',').append(' ');
buf.append("deliveryBasket").append('=').append(deliveryBasket).append(',').append(' ');
buf.append("conversionFactors").append('=').append(conversionFactors).append(',').append(' ');
buf.append("lastTradeDate").append('=').append(lastTradeDate).append(',').append(' ');
buf.append("firstNoticeDate").append('=').append(firstNoticeDate).append(',').append(' ');
buf.append("lastNoticeDate").append('=').append(lastNoticeDate).append(',').append(' ');
buf.append("firstDeliveryDate").append('=').append(firstDeliveryDate).append(',').append(' ');
buf.append("lastDeliveryDate").append('=').append(lastDeliveryDate).append(',').append(' ');
buf.append("rounding").append('=').append(JodaBeanUtils.toString(rounding));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedBondFuture}.
*/
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 securityId} property.
*/
private final MetaProperty<SecurityId> securityId = DirectMetaProperty.ofImmutable(
this, "securityId", ResolvedBondFuture.class, SecurityId.class);
/**
* The meta-property for the {@code deliveryBasket} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<ImmutableList<ResolvedFixedCouponBond>> deliveryBasket = DirectMetaProperty.ofImmutable(
this, "deliveryBasket", ResolvedBondFuture.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code conversionFactors} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<ImmutableList<Double>> conversionFactors = DirectMetaProperty.ofImmutable(
this, "conversionFactors", ResolvedBondFuture.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code lastTradeDate} property.
*/
private final MetaProperty<LocalDate> lastTradeDate = DirectMetaProperty.ofImmutable(
this, "lastTradeDate", ResolvedBondFuture.class, LocalDate.class);
/**
* The meta-property for the {@code firstNoticeDate} property.
*/
private final MetaProperty<LocalDate> firstNoticeDate = DirectMetaProperty.ofImmutable(
this, "firstNoticeDate", ResolvedBondFuture.class, LocalDate.class);
/**
* The meta-property for the {@code lastNoticeDate} property.
*/
private final MetaProperty<LocalDate> lastNoticeDate = DirectMetaProperty.ofImmutable(
this, "lastNoticeDate", ResolvedBondFuture.class, LocalDate.class);
/**
* The meta-property for the {@code firstDeliveryDate} property.
*/
private final MetaProperty<LocalDate> firstDeliveryDate = DirectMetaProperty.ofImmutable(
this, "firstDeliveryDate", ResolvedBondFuture.class, LocalDate.class);
/**
* The meta-property for the {@code lastDeliveryDate} property.
*/
private final MetaProperty<LocalDate> lastDeliveryDate = DirectMetaProperty.ofImmutable(
this, "lastDeliveryDate", ResolvedBondFuture.class, LocalDate.class);
/**
* The meta-property for the {@code rounding} property.
*/
private final MetaProperty<Rounding> rounding = DirectMetaProperty.ofImmutable(
this, "rounding", ResolvedBondFuture.class, Rounding.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"securityId",
"deliveryBasket",
"conversionFactors",
"lastTradeDate",
"firstNoticeDate",
"lastNoticeDate",
"firstDeliveryDate",
"lastDeliveryDate",
"rounding");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1574023291: // securityId
return securityId;
case 1999764186: // deliveryBasket
return deliveryBasket;
case 1655488270: // conversionFactors
return conversionFactors;
case -1041950404: // lastTradeDate
return lastTradeDate;
case -1085415050: // firstNoticeDate
return firstNoticeDate;
case -1060668964: // lastNoticeDate
return lastNoticeDate;
case 1755448466: // firstDeliveryDate
return firstDeliveryDate;
case -233366664: // lastDeliveryDate
return lastDeliveryDate;
case -142444: // rounding
return rounding;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ResolvedBondFuture.Builder builder() {
return new ResolvedBondFuture.Builder();
}
@Override
public Class<? extends ResolvedBondFuture> beanType() {
return ResolvedBondFuture.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code securityId} property.
* @return the meta-property, not null
*/
public MetaProperty<SecurityId> securityId() {
return securityId;
}
/**
* The meta-property for the {@code deliveryBasket} property.
* @return the meta-property, not null
*/
public MetaProperty<ImmutableList<ResolvedFixedCouponBond>> deliveryBasket() {
return deliveryBasket;
}
/**
* The meta-property for the {@code conversionFactors} property.
* @return the meta-property, not null
*/
public MetaProperty<ImmutableList<Double>> conversionFactors() {
return conversionFactors;
}
/**
* The meta-property for the {@code lastTradeDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> lastTradeDate() {
return lastTradeDate;
}
/**
* The meta-property for the {@code firstNoticeDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> firstNoticeDate() {
return firstNoticeDate;
}
/**
* The meta-property for the {@code lastNoticeDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> lastNoticeDate() {
return lastNoticeDate;
}
/**
* The meta-property for the {@code firstDeliveryDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> firstDeliveryDate() {
return firstDeliveryDate;
}
/**
* The meta-property for the {@code lastDeliveryDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> lastDeliveryDate() {
return lastDeliveryDate;
}
/**
* The meta-property for the {@code rounding} property.
* @return the meta-property, not null
*/
public MetaProperty<Rounding> rounding() {
return rounding;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1574023291: // securityId
return ((ResolvedBondFuture) bean).getSecurityId();
case 1999764186: // deliveryBasket
return ((ResolvedBondFuture) bean).getDeliveryBasket();
case 1655488270: // conversionFactors
return ((ResolvedBondFuture) bean).getConversionFactors();
case -1041950404: // lastTradeDate
return ((ResolvedBondFuture) bean).getLastTradeDate();
case -1085415050: // firstNoticeDate
return ((ResolvedBondFuture) bean).getFirstNoticeDate();
case -1060668964: // lastNoticeDate
return ((ResolvedBondFuture) bean).getLastNoticeDate();
case 1755448466: // firstDeliveryDate
return ((ResolvedBondFuture) bean).getFirstDeliveryDate();
case -233366664: // lastDeliveryDate
return ((ResolvedBondFuture) bean).getLastDeliveryDate();
case -142444: // rounding
return ((ResolvedBondFuture) bean).getRounding();
}
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 ResolvedBondFuture}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<ResolvedBondFuture> {
private SecurityId securityId;
private List<ResolvedFixedCouponBond> deliveryBasket = ImmutableList.of();
private List<Double> conversionFactors = ImmutableList.of();
private LocalDate lastTradeDate;
private LocalDate firstNoticeDate;
private LocalDate lastNoticeDate;
private LocalDate firstDeliveryDate;
private LocalDate lastDeliveryDate;
private Rounding rounding;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ResolvedBondFuture beanToCopy) {
this.securityId = beanToCopy.getSecurityId();
this.deliveryBasket = beanToCopy.getDeliveryBasket();
this.conversionFactors = beanToCopy.getConversionFactors();
this.lastTradeDate = beanToCopy.getLastTradeDate();
this.firstNoticeDate = beanToCopy.getFirstNoticeDate();
this.lastNoticeDate = beanToCopy.getLastNoticeDate();
this.firstDeliveryDate = beanToCopy.getFirstDeliveryDate();
this.lastDeliveryDate = beanToCopy.getLastDeliveryDate();
this.rounding = beanToCopy.getRounding();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 1574023291: // securityId
return securityId;
case 1999764186: // deliveryBasket
return deliveryBasket;
case 1655488270: // conversionFactors
return conversionFactors;
case -1041950404: // lastTradeDate
return lastTradeDate;
case -1085415050: // firstNoticeDate
return firstNoticeDate;
case -1060668964: // lastNoticeDate
return lastNoticeDate;
case 1755448466: // firstDeliveryDate
return firstDeliveryDate;
case -233366664: // lastDeliveryDate
return lastDeliveryDate;
case -142444: // rounding
return rounding;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 1574023291: // securityId
this.securityId = (SecurityId) newValue;
break;
case 1999764186: // deliveryBasket
this.deliveryBasket = (List<ResolvedFixedCouponBond>) newValue;
break;
case 1655488270: // conversionFactors
this.conversionFactors = (List<Double>) newValue;
break;
case -1041950404: // lastTradeDate
this.lastTradeDate = (LocalDate) newValue;
break;
case -1085415050: // firstNoticeDate
this.firstNoticeDate = (LocalDate) newValue;
break;
case -1060668964: // lastNoticeDate
this.lastNoticeDate = (LocalDate) newValue;
break;
case 1755448466: // firstDeliveryDate
this.firstDeliveryDate = (LocalDate) newValue;
break;
case -233366664: // lastDeliveryDate
this.lastDeliveryDate = (LocalDate) newValue;
break;
case -142444: // rounding
this.rounding = (Rounding) 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 ResolvedBondFuture build() {
return new ResolvedBondFuture(
securityId,
deliveryBasket,
conversionFactors,
lastTradeDate,
firstNoticeDate,
lastNoticeDate,
firstDeliveryDate,
lastDeliveryDate,
rounding);
}
//-----------------------------------------------------------------------
/**
* Sets the security identifier.
* <p>
* This identifier uniquely identifies the security within the system.
* @param securityId the new value, not null
* @return this, for chaining, not null
*/
public Builder securityId(SecurityId securityId) {
JodaBeanUtils.notNull(securityId, "securityId");
this.securityId = securityId;
return this;
}
/**
* Sets the basket of deliverable bonds.
* <p>
* The underling which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
* <p>
* All of the underlying bonds must have the same notional and currency.
* @param deliveryBasket the new value, not empty
* @return this, for chaining, not null
*/
public Builder deliveryBasket(List<ResolvedFixedCouponBond> deliveryBasket) {
JodaBeanUtils.notEmpty(deliveryBasket, "deliveryBasket");
this.deliveryBasket = deliveryBasket;
return this;
}
/**
* Sets the {@code deliveryBasket} property in the builder
* from an array of objects.
* @param deliveryBasket the new value, not empty
* @return this, for chaining, not null
*/
public Builder deliveryBasket(ResolvedFixedCouponBond... deliveryBasket) {
return deliveryBasket(ImmutableList.copyOf(deliveryBasket));
}
/**
* Sets the conversion factor for each bond in the basket.
* <p>
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasket}.
* <p>
* All of the underlying bonds must have the same notional and currency.
* @param conversionFactors the new value, not empty
* @return this, for chaining, not null
*/
public Builder conversionFactors(List<Double> conversionFactors) {
JodaBeanUtils.notEmpty(conversionFactors, "conversionFactors");
this.conversionFactors = conversionFactors;
return this;
}
/**
* Sets the {@code conversionFactors} property in the builder
* from an array of objects.
* @param conversionFactors the new value, not empty
* @return this, for chaining, not null
*/
public Builder conversionFactors(Double... conversionFactors) {
return conversionFactors(ImmutableList.copyOf(conversionFactors));
}
/**
* Sets the last trading date.
* <p>
* The future security is traded until this date.
* @param lastTradeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder lastTradeDate(LocalDate lastTradeDate) {
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
this.lastTradeDate = lastTradeDate;
return this;
}
/**
* Sets the first notice date.
* <p>
* The first date on which the delivery of the underlying is authorized.
* @param firstNoticeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder firstNoticeDate(LocalDate firstNoticeDate) {
JodaBeanUtils.notNull(firstNoticeDate, "firstNoticeDate");
this.firstNoticeDate = firstNoticeDate;
return this;
}
/**
* Sets the last notice date.
* <p>
* The last date on which the delivery of the underlying is authorized.
* @param lastNoticeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder lastNoticeDate(LocalDate lastNoticeDate) {
JodaBeanUtils.notNull(lastNoticeDate, "lastNoticeDate");
this.lastNoticeDate = lastNoticeDate;
return this;
}
/**
* Sets the first delivery date.
* <p>
* The first date on which the underlying is delivered.
* If not specified, this is computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
* @param firstDeliveryDate the new value, not null
* @return this, for chaining, not null
*/
public Builder firstDeliveryDate(LocalDate firstDeliveryDate) {
JodaBeanUtils.notNull(firstDeliveryDate, "firstDeliveryDate");
this.firstDeliveryDate = firstDeliveryDate;
return this;
}
/**
* Sets the last notice date.
* <p>
* The last date on which the underlying is delivered.
* If not specified, this is computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket.
* @param lastDeliveryDate the new value, not null
* @return this, for chaining, not null
*/
public Builder lastDeliveryDate(LocalDate lastDeliveryDate) {
JodaBeanUtils.notNull(lastDeliveryDate, "lastDeliveryDate");
this.lastDeliveryDate = lastDeliveryDate;
return this;
}
/**
* Sets the definition of how to round the futures price, defaulted to no rounding.
* <p>
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
* @param rounding the new value, not null
* @return this, for chaining, not null
*/
public Builder rounding(Rounding rounding) {
JodaBeanUtils.notNull(rounding, "rounding");
this.rounding = rounding;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("ResolvedBondFuture.Builder{");
buf.append("securityId").append('=').append(JodaBeanUtils.toString(securityId)).append(',').append(' ');
buf.append("deliveryBasket").append('=').append(JodaBeanUtils.toString(deliveryBasket)).append(',').append(' ');
buf.append("conversionFactors").append('=').append(JodaBeanUtils.toString(conversionFactors)).append(',').append(' ');
buf.append("lastTradeDate").append('=').append(JodaBeanUtils.toString(lastTradeDate)).append(',').append(' ');
buf.append("firstNoticeDate").append('=').append(JodaBeanUtils.toString(firstNoticeDate)).append(',').append(' ');
buf.append("lastNoticeDate").append('=').append(JodaBeanUtils.toString(lastNoticeDate)).append(',').append(' ');
buf.append("firstDeliveryDate").append('=').append(JodaBeanUtils.toString(firstDeliveryDate)).append(',').append(' ');
buf.append("lastDeliveryDate").append('=').append(JodaBeanUtils.toString(lastDeliveryDate)).append(',').append(' ');
buf.append("rounding").append('=').append(JodaBeanUtils.toString(rounding));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}