/** * 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 static com.opengamma.strata.collect.Guavate.ensureOnlyOne; import java.io.Serializable; import java.time.LocalDate; import java.util.List; import java.util.Map; import java.util.NoSuchElementException; import java.util.Optional; import java.util.OptionalInt; import java.util.Set; import java.util.stream.Collectors; import org.joda.beans.Bean; import org.joda.beans.BeanDefinition; import org.joda.beans.ImmutableBean; 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.StandardId; import com.opengamma.strata.basics.currency.Currency; import com.opengamma.strata.basics.date.DayCount; import com.opengamma.strata.basics.date.DayCount.ScheduleInfo; import com.opengamma.strata.basics.date.DayCounts; import com.opengamma.strata.basics.date.DaysAdjustment; import com.opengamma.strata.basics.schedule.Frequency; import com.opengamma.strata.basics.schedule.RollConvention; import com.opengamma.strata.basics.schedule.RollConventions; import com.opengamma.strata.collect.ArgChecker; import com.opengamma.strata.product.ResolvedProduct; import com.opengamma.strata.product.SecurityId; import com.opengamma.strata.product.swap.InflationRateCalculation; /** * A capital indexed bond. * <p> * This is the resolved form of {@link CapitalIndexedBond} and is an input to the pricers. * Applications will typically create a {@code ResolvedCapitalIndexedBond} from a {@code CapitalIndexedBond} * using {@link CapitalIndexedBond#resolve(ReferenceData)}. * <p> * The periodic coupon payments are defined in {@code periodicPayments}, * whereas {@code nominalPayment} separately represents the nominal payments. * <p> * The legal entity of this bond is identified by {@code legalEntityId}. * The enum, {@code yieldConvention}, specifies the yield computation convention. * The accrued interest must be computed with {@code dayCount}. * <p> * A {@code ResolvedCapitalIndexedBond} 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 bonds in the trade model, pricers and market data. * For example, a price of 99.32% is represented in Strata by 0.9932. */ @BeanDefinition public final class ResolvedCapitalIndexedBond implements ResolvedProduct, ImmutableBean, Serializable { /** * The security identifier. * <p> * This identifier uniquely identifies the security within the system. */ @PropertyDefinition(validate = "notNull") private final SecurityId securityId; /** * The nominal payment of the product. * <p> * The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments. */ @PropertyDefinition(validate = "notNull") private final CapitalIndexedBondPaymentPeriod nominalPayment; /** * The periodic payments of the product. * <p> * Each payment period represents part of the life-time of the product. * The start date and end date of the leg are determined from the first and last period. * As such, the periods should be sorted. */ @PropertyDefinition(validate = "notNull") private final ImmutableList<CapitalIndexedBondPaymentPeriod> periodicPayments; /** * The frequency of the bond payments. * <p> * This must match the frequency used to generate the payment schedule. */ @PropertyDefinition(validate = "notNull") private final Frequency frequency; /** * The roll convention of the bond payments. * <p> * This must match the convention used to generate the payment schedule. */ @PropertyDefinition(validate = "notNull") private final RollConvention rollConvention; /** * The day count convention applicable. * <p> * The conversion from dates to a numerical value is made based on this day count. * For the inflation-indexed bond, the day count convention is used to compute accrued interest. */ @PropertyDefinition(validate = "notNull") private final DayCount dayCount; /** * Yield convention. * <p> * The convention defines how to convert from yield to price and inversely. */ @PropertyDefinition(validate = "notNull") private final CapitalIndexedBondYieldConvention yieldConvention; /** * The legal entity identifier. * <p> * This identifier is used for the legal entity that issues the bond. */ @PropertyDefinition(validate = "notNull") private final StandardId legalEntityId; /** * The number of days between valuation date and settlement date. * <p> * This is used to compute clean price. * The clean price is the relative price to be paid at the standard settlement date in exchange for the bond. */ @PropertyDefinition(validate = "notNull") private final DaysAdjustment settlementDateOffset; /** * The inflation rate calculation. * <p> * The reference index is interpolated index or monthly index. * Real coupons are represented by {@code gearing} in the calculation. * The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation. */ @PropertyDefinition(validate = "notNull") private final InflationRateCalculation rateCalculation; //------------------------------------------------------------------------- @ImmutableValidator private void validate() { Currency currencyNominal = nominalPayment.getCurrency(); Set<Currency> currencies = periodicPayments.stream().map(CapitalIndexedBondPaymentPeriod::getCurrency).collect(Collectors.toSet()); currencies.add(currencyNominal); ArgChecker.isTrue(currencies.size() == 1, "Product must have a single currency, found: " + currencies); ArgChecker.isTrue(rateCalculation.getFirstIndexValue().isPresent(), "Rate calculation must specify first index value"); } //------------------------------------------------------------------------- /** * Gets the start date of the product. * <p> * This is the first coupon period date of the bond, often known as the effective date. * This date has been adjusted to be a valid business day. * * @return the start date */ public LocalDate getStartDate() { return periodicPayments.get(0).getStartDate(); } /** * Gets the end date of the product. * <p> * This is the last coupon period date of the bond, often known as the maturity date. * This date has been adjusted to be a valid business day. * * @return the end date */ public LocalDate getEndDate() { return periodicPayments.get(periodicPayments.size() - 1).getEndDate(); } /** * The unadjusted start date. * <p> * This is the unadjusted first coupon period date of the bond. * * @return the unadjusted start date */ public LocalDate getUnadjustedStartDate() { return periodicPayments.get(0).getUnadjustedStartDate(); } /** * The unadjusted end date. * <p> * This is the unadjusted last coupon period date of the bond. * * @return the unadjusted end date */ public LocalDate getUnadjustedEndDate() { return periodicPayments.get(periodicPayments.size() - 1).getUnadjustedEndDate(); } /** * Gets the currency of the product. * <p> * All payments in the bond will have this currency. * * @return the currency */ public Currency getCurrency() { return nominalPayment.getCurrency(); } /** * Gets the notional amount, must be positive. * <p> * The notional expressed here must be positive. * The currency of the notional is specified by {@link #getCurrency()}. * * @return the notional amount */ public double getNotional() { return periodicPayments.get(0).getNotional(); } /** * Checks if there is an ex-coupon period. * * @return true if has an ex-coupon period */ public boolean hasExCouponPeriod() { return periodicPayments.get(0).hasExCouponPeriod(); } /** * Gets the first index value * <p> * This is the price index value at the start of the bond. * * @return the first index value */ public double getFirstIndexValue() { return rateCalculation.getFirstIndexValue().getAsDouble(); // validated in constructor } //------------------------------------------------------------------------- /** * Finds the period that contains the specified date. * <p> * The search is performed using unadjusted dates. * * @param date the date to find the period for * @return the period, empty if not found * @throws IllegalArgumentException if more than one period matches */ public Optional<CapitalIndexedBondPaymentPeriod> findPeriod(LocalDate date) { return periodicPayments.stream() .filter(p -> p.contains(date)) .reduce(ensureOnlyOne()); } /** * Finds the period that contains the specified date. * <p> * The search is performed using unadjusted dates. * * @param date the date to find the period for * @return the period, empty if not found * @throws IllegalArgumentException if more than one period matches */ public OptionalInt findPeriodIndex(LocalDate date) { for (int i = 0; i < periodicPayments.size(); i++) { if (periodicPayments.get(i).contains(date)) { return OptionalInt.of(i); } } return OptionalInt.empty(); } /** * Calculates the year fraction within the specified period. * <p> * Year fractions on bonds are calculated on unadjusted dates. * * @param startDate the start date * @param endDate the end date * @return the year fraction * @throws IllegalArgumentException if the dates are outside the range of the bond or start is after end */ public double yearFraction(LocalDate startDate, LocalDate endDate) { return yearFraction(startDate, endDate, dayCount); } /** * Calculates the year fraction within the specified period and day count. * <p> * Year fractions on bonds are calculated on unadjusted dates. * * @param startDate the start date * @param endDate the end date * @param dayCount the day count * @return the year fraction * @throws IllegalArgumentException if the dates are outside the range of the bond or start is after end */ public double yearFraction(LocalDate startDate, LocalDate endDate, DayCount dayCount) { ArgChecker.inOrderOrEqual(getUnadjustedStartDate(), startDate, "bond.unadjustedStartDate", "startDate"); ArgChecker.inOrderOrEqual(startDate, endDate, "startDate", "endDate"); ArgChecker.inOrderOrEqual(endDate, getUnadjustedEndDate(), "endDate", "bond.unadjustedEndDate"); // bond day counts often need ScheduleInfo ScheduleInfo info = new ScheduleInfo() { @Override public LocalDate getStartDate() { return getUnadjustedStartDate(); } @Override public LocalDate getEndDate() { return getUnadjustedEndDate(); } @Override public Frequency getFrequency() { return frequency; } @Override public LocalDate getPeriodEndDate(LocalDate date) { return periodicPayments.stream() .filter(p -> p.contains(date)) .map(p -> p.getUnadjustedEndDate()) .findFirst() .orElseThrow(() -> new IllegalArgumentException("Date is not contained in any period")); } @Override public boolean isEndOfMonthConvention() { return rollConvention == RollConventions.EOM; } }; return dayCount.yearFraction(startDate, endDate, info); } //------------------------------------------------------------------------- /** * Calculates the settlement date from the valuation date. * * @param valuationDate the valuation date * @param refData the reference data to use * @return the settlement date */ public LocalDate calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData) { return settlementDateOffset.adjust(valuationDate, refData); } //------------------------------------------------------------------------- /** * Calculates the accrued interest of the bond with the specified date. * * @param referenceDate the reference date * @return the accrued interest of the product */ public double accruedInterest(LocalDate referenceDate) { if (getUnadjustedStartDate().isAfter(referenceDate)) { return 0d; } double notional = getNotional(); CapitalIndexedBondPaymentPeriod period = findPeriod(referenceDate) .orElseThrow(() -> new IllegalArgumentException("Date outside range of bond")); LocalDate previousAccrualDate = period.getUnadjustedStartDate(); double realCoupon = period.getRealCoupon(); double couponPerYear = getFrequency().eventsPerYear(); double rate = realCoupon * couponPerYear; double accruedInterest = yieldConvention.equals(CapitalIndexedBondYieldConvention.JP_IL_COMPOUND) || yieldConvention.equals(CapitalIndexedBondYieldConvention.JP_IL_SIMPLE) ? yearFraction(previousAccrualDate, referenceDate, DayCounts.ACT_365F) * rate * notional : yearFraction(previousAccrualDate, referenceDate) * rate * notional; double result = 0d; if (hasExCouponPeriod() && !referenceDate.isBefore(period.getDetachmentDate())) { result = accruedInterest - notional * rate * yearFraction(previousAccrualDate, period.getUnadjustedEndDate()); } else { result = accruedInterest; } return result; } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code ResolvedCapitalIndexedBond}. * @return the meta-bean, not null */ public static ResolvedCapitalIndexedBond.Meta meta() { return ResolvedCapitalIndexedBond.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(ResolvedCapitalIndexedBond.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 ResolvedCapitalIndexedBond.Builder builder() { return new ResolvedCapitalIndexedBond.Builder(); } private ResolvedCapitalIndexedBond( SecurityId securityId, CapitalIndexedBondPaymentPeriod nominalPayment, List<CapitalIndexedBondPaymentPeriod> periodicPayments, Frequency frequency, RollConvention rollConvention, DayCount dayCount, CapitalIndexedBondYieldConvention yieldConvention, StandardId legalEntityId, DaysAdjustment settlementDateOffset, InflationRateCalculation rateCalculation) { JodaBeanUtils.notNull(securityId, "securityId"); JodaBeanUtils.notNull(nominalPayment, "nominalPayment"); JodaBeanUtils.notNull(periodicPayments, "periodicPayments"); JodaBeanUtils.notNull(frequency, "frequency"); JodaBeanUtils.notNull(rollConvention, "rollConvention"); JodaBeanUtils.notNull(dayCount, "dayCount"); JodaBeanUtils.notNull(yieldConvention, "yieldConvention"); JodaBeanUtils.notNull(legalEntityId, "legalEntityId"); JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset"); JodaBeanUtils.notNull(rateCalculation, "rateCalculation"); this.securityId = securityId; this.nominalPayment = nominalPayment; this.periodicPayments = ImmutableList.copyOf(periodicPayments); this.frequency = frequency; this.rollConvention = rollConvention; this.dayCount = dayCount; this.yieldConvention = yieldConvention; this.legalEntityId = legalEntityId; this.settlementDateOffset = settlementDateOffset; this.rateCalculation = rateCalculation; validate(); } @Override public ResolvedCapitalIndexedBond.Meta metaBean() { return ResolvedCapitalIndexedBond.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 nominal payment of the product. * <p> * The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments. * @return the value of the property, not null */ public CapitalIndexedBondPaymentPeriod getNominalPayment() { return nominalPayment; } //----------------------------------------------------------------------- /** * Gets the periodic payments of the product. * <p> * Each payment period represents part of the life-time of the product. * The start date and end date of the leg are determined from the first and last period. * As such, the periods should be sorted. * @return the value of the property, not null */ public ImmutableList<CapitalIndexedBondPaymentPeriod> getPeriodicPayments() { return periodicPayments; } //----------------------------------------------------------------------- /** * Gets the frequency of the bond payments. * <p> * This must match the frequency used to generate the payment schedule. * @return the value of the property, not null */ public Frequency getFrequency() { return frequency; } //----------------------------------------------------------------------- /** * Gets the roll convention of the bond payments. * <p> * This must match the convention used to generate the payment schedule. * @return the value of the property, not null */ public RollConvention getRollConvention() { return rollConvention; } //----------------------------------------------------------------------- /** * Gets the day count convention applicable. * <p> * The conversion from dates to a numerical value is made based on this day count. * For the inflation-indexed bond, the day count convention is used to compute accrued interest. * @return the value of the property, not null */ public DayCount getDayCount() { return dayCount; } //----------------------------------------------------------------------- /** * Gets yield convention. * <p> * The convention defines how to convert from yield to price and inversely. * @return the value of the property, not null */ public CapitalIndexedBondYieldConvention getYieldConvention() { return yieldConvention; } //----------------------------------------------------------------------- /** * Gets the legal entity identifier. * <p> * This identifier is used for the legal entity that issues the bond. * @return the value of the property, not null */ public StandardId getLegalEntityId() { return legalEntityId; } //----------------------------------------------------------------------- /** * Gets the number of days between valuation date and settlement date. * <p> * This is used to compute clean price. * The clean price is the relative price to be paid at the standard settlement date in exchange for the bond. * @return the value of the property, not null */ public DaysAdjustment getSettlementDateOffset() { return settlementDateOffset; } //----------------------------------------------------------------------- /** * Gets the inflation rate calculation. * <p> * The reference index is interpolated index or monthly index. * Real coupons are represented by {@code gearing} in the calculation. * The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation. * @return the value of the property, not null */ public InflationRateCalculation getRateCalculation() { return rateCalculation; } //----------------------------------------------------------------------- /** * 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()) { ResolvedCapitalIndexedBond other = (ResolvedCapitalIndexedBond) obj; return JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(nominalPayment, other.nominalPayment) && JodaBeanUtils.equal(periodicPayments, other.periodicPayments) && JodaBeanUtils.equal(frequency, other.frequency) && JodaBeanUtils.equal(rollConvention, other.rollConvention) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(yieldConvention, other.yieldConvention) && JodaBeanUtils.equal(legalEntityId, other.legalEntityId) && JodaBeanUtils.equal(settlementDateOffset, other.settlementDateOffset) && JodaBeanUtils.equal(rateCalculation, other.rateCalculation); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(securityId); hash = hash * 31 + JodaBeanUtils.hashCode(nominalPayment); hash = hash * 31 + JodaBeanUtils.hashCode(periodicPayments); hash = hash * 31 + JodaBeanUtils.hashCode(frequency); hash = hash * 31 + JodaBeanUtils.hashCode(rollConvention); hash = hash * 31 + JodaBeanUtils.hashCode(dayCount); hash = hash * 31 + JodaBeanUtils.hashCode(yieldConvention); hash = hash * 31 + JodaBeanUtils.hashCode(legalEntityId); hash = hash * 31 + JodaBeanUtils.hashCode(settlementDateOffset); hash = hash * 31 + JodaBeanUtils.hashCode(rateCalculation); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(352); buf.append("ResolvedCapitalIndexedBond{"); buf.append("securityId").append('=').append(securityId).append(',').append(' '); buf.append("nominalPayment").append('=').append(nominalPayment).append(',').append(' '); buf.append("periodicPayments").append('=').append(periodicPayments).append(',').append(' '); buf.append("frequency").append('=').append(frequency).append(',').append(' '); buf.append("rollConvention").append('=').append(rollConvention).append(',').append(' '); buf.append("dayCount").append('=').append(dayCount).append(',').append(' '); buf.append("yieldConvention").append('=').append(yieldConvention).append(',').append(' '); buf.append("legalEntityId").append('=').append(legalEntityId).append(',').append(' '); buf.append("settlementDateOffset").append('=').append(settlementDateOffset).append(',').append(' '); buf.append("rateCalculation").append('=').append(JodaBeanUtils.toString(rateCalculation)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code ResolvedCapitalIndexedBond}. */ 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", ResolvedCapitalIndexedBond.class, SecurityId.class); /** * The meta-property for the {@code nominalPayment} property. */ private final MetaProperty<CapitalIndexedBondPaymentPeriod> nominalPayment = DirectMetaProperty.ofImmutable( this, "nominalPayment", ResolvedCapitalIndexedBond.class, CapitalIndexedBondPaymentPeriod.class); /** * The meta-property for the {@code periodicPayments} property. */ @SuppressWarnings({"unchecked", "rawtypes" }) private final MetaProperty<ImmutableList<CapitalIndexedBondPaymentPeriod>> periodicPayments = DirectMetaProperty.ofImmutable( this, "periodicPayments", ResolvedCapitalIndexedBond.class, (Class) ImmutableList.class); /** * The meta-property for the {@code frequency} property. */ private final MetaProperty<Frequency> frequency = DirectMetaProperty.ofImmutable( this, "frequency", ResolvedCapitalIndexedBond.class, Frequency.class); /** * The meta-property for the {@code rollConvention} property. */ private final MetaProperty<RollConvention> rollConvention = DirectMetaProperty.ofImmutable( this, "rollConvention", ResolvedCapitalIndexedBond.class, RollConvention.class); /** * The meta-property for the {@code dayCount} property. */ private final MetaProperty<DayCount> dayCount = DirectMetaProperty.ofImmutable( this, "dayCount", ResolvedCapitalIndexedBond.class, DayCount.class); /** * The meta-property for the {@code yieldConvention} property. */ private final MetaProperty<CapitalIndexedBondYieldConvention> yieldConvention = DirectMetaProperty.ofImmutable( this, "yieldConvention", ResolvedCapitalIndexedBond.class, CapitalIndexedBondYieldConvention.class); /** * The meta-property for the {@code legalEntityId} property. */ private final MetaProperty<StandardId> legalEntityId = DirectMetaProperty.ofImmutable( this, "legalEntityId", ResolvedCapitalIndexedBond.class, StandardId.class); /** * The meta-property for the {@code settlementDateOffset} property. */ private final MetaProperty<DaysAdjustment> settlementDateOffset = DirectMetaProperty.ofImmutable( this, "settlementDateOffset", ResolvedCapitalIndexedBond.class, DaysAdjustment.class); /** * The meta-property for the {@code rateCalculation} property. */ private final MetaProperty<InflationRateCalculation> rateCalculation = DirectMetaProperty.ofImmutable( this, "rateCalculation", ResolvedCapitalIndexedBond.class, InflationRateCalculation.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "securityId", "nominalPayment", "periodicPayments", "frequency", "rollConvention", "dayCount", "yieldConvention", "legalEntityId", "settlementDateOffset", "rateCalculation"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case 1574023291: // securityId return securityId; case -44199542: // nominalPayment return nominalPayment; case -367345944: // periodicPayments return periodicPayments; case -70023844: // frequency return frequency; case -10223666: // rollConvention return rollConvention; case 1905311443: // dayCount return dayCount; case -1895216418: // yieldConvention return yieldConvention; case 866287159: // legalEntityId return legalEntityId; case 135924714: // settlementDateOffset return settlementDateOffset; case -521703991: // rateCalculation return rateCalculation; } return super.metaPropertyGet(propertyName); } @Override public ResolvedCapitalIndexedBond.Builder builder() { return new ResolvedCapitalIndexedBond.Builder(); } @Override public Class<? extends ResolvedCapitalIndexedBond> beanType() { return ResolvedCapitalIndexedBond.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 nominalPayment} property. * @return the meta-property, not null */ public MetaProperty<CapitalIndexedBondPaymentPeriod> nominalPayment() { return nominalPayment; } /** * The meta-property for the {@code periodicPayments} property. * @return the meta-property, not null */ public MetaProperty<ImmutableList<CapitalIndexedBondPaymentPeriod>> periodicPayments() { return periodicPayments; } /** * The meta-property for the {@code frequency} property. * @return the meta-property, not null */ public MetaProperty<Frequency> frequency() { return frequency; } /** * The meta-property for the {@code rollConvention} property. * @return the meta-property, not null */ public MetaProperty<RollConvention> rollConvention() { return rollConvention; } /** * The meta-property for the {@code dayCount} property. * @return the meta-property, not null */ public MetaProperty<DayCount> dayCount() { return dayCount; } /** * The meta-property for the {@code yieldConvention} property. * @return the meta-property, not null */ public MetaProperty<CapitalIndexedBondYieldConvention> yieldConvention() { return yieldConvention; } /** * The meta-property for the {@code legalEntityId} property. * @return the meta-property, not null */ public MetaProperty<StandardId> legalEntityId() { return legalEntityId; } /** * The meta-property for the {@code settlementDateOffset} property. * @return the meta-property, not null */ public MetaProperty<DaysAdjustment> settlementDateOffset() { return settlementDateOffset; } /** * The meta-property for the {@code rateCalculation} property. * @return the meta-property, not null */ public MetaProperty<InflationRateCalculation> rateCalculation() { return rateCalculation; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1574023291: // securityId return ((ResolvedCapitalIndexedBond) bean).getSecurityId(); case -44199542: // nominalPayment return ((ResolvedCapitalIndexedBond) bean).getNominalPayment(); case -367345944: // periodicPayments return ((ResolvedCapitalIndexedBond) bean).getPeriodicPayments(); case -70023844: // frequency return ((ResolvedCapitalIndexedBond) bean).getFrequency(); case -10223666: // rollConvention return ((ResolvedCapitalIndexedBond) bean).getRollConvention(); case 1905311443: // dayCount return ((ResolvedCapitalIndexedBond) bean).getDayCount(); case -1895216418: // yieldConvention return ((ResolvedCapitalIndexedBond) bean).getYieldConvention(); case 866287159: // legalEntityId return ((ResolvedCapitalIndexedBond) bean).getLegalEntityId(); case 135924714: // settlementDateOffset return ((ResolvedCapitalIndexedBond) bean).getSettlementDateOffset(); case -521703991: // rateCalculation return ((ResolvedCapitalIndexedBond) bean).getRateCalculation(); } 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 ResolvedCapitalIndexedBond}. */ public static final class Builder extends DirectFieldsBeanBuilder<ResolvedCapitalIndexedBond> { private SecurityId securityId; private CapitalIndexedBondPaymentPeriod nominalPayment; private List<CapitalIndexedBondPaymentPeriod> periodicPayments = ImmutableList.of(); private Frequency frequency; private RollConvention rollConvention; private DayCount dayCount; private CapitalIndexedBondYieldConvention yieldConvention; private StandardId legalEntityId; private DaysAdjustment settlementDateOffset; private InflationRateCalculation rateCalculation; /** * Restricted constructor. */ private Builder() { } /** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ResolvedCapitalIndexedBond beanToCopy) { this.securityId = beanToCopy.getSecurityId(); this.nominalPayment = beanToCopy.getNominalPayment(); this.periodicPayments = beanToCopy.getPeriodicPayments(); this.frequency = beanToCopy.getFrequency(); this.rollConvention = beanToCopy.getRollConvention(); this.dayCount = beanToCopy.getDayCount(); this.yieldConvention = beanToCopy.getYieldConvention(); this.legalEntityId = beanToCopy.getLegalEntityId(); this.settlementDateOffset = beanToCopy.getSettlementDateOffset(); this.rateCalculation = beanToCopy.getRateCalculation(); } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case 1574023291: // securityId return securityId; case -44199542: // nominalPayment return nominalPayment; case -367345944: // periodicPayments return periodicPayments; case -70023844: // frequency return frequency; case -10223666: // rollConvention return rollConvention; case 1905311443: // dayCount return dayCount; case -1895216418: // yieldConvention return yieldConvention; case 866287159: // legalEntityId return legalEntityId; case 135924714: // settlementDateOffset return settlementDateOffset; case -521703991: // rateCalculation return rateCalculation; 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 -44199542: // nominalPayment this.nominalPayment = (CapitalIndexedBondPaymentPeriod) newValue; break; case -367345944: // periodicPayments this.periodicPayments = (List<CapitalIndexedBondPaymentPeriod>) newValue; break; case -70023844: // frequency this.frequency = (Frequency) newValue; break; case -10223666: // rollConvention this.rollConvention = (RollConvention) newValue; break; case 1905311443: // dayCount this.dayCount = (DayCount) newValue; break; case -1895216418: // yieldConvention this.yieldConvention = (CapitalIndexedBondYieldConvention) newValue; break; case 866287159: // legalEntityId this.legalEntityId = (StandardId) newValue; break; case 135924714: // settlementDateOffset this.settlementDateOffset = (DaysAdjustment) newValue; break; case -521703991: // rateCalculation this.rateCalculation = (InflationRateCalculation) 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 ResolvedCapitalIndexedBond build() { return new ResolvedCapitalIndexedBond( securityId, nominalPayment, periodicPayments, frequency, rollConvention, dayCount, yieldConvention, legalEntityId, settlementDateOffset, rateCalculation); } //----------------------------------------------------------------------- /** * 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 nominal payment of the product. * <p> * The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments. * @param nominalPayment the new value, not null * @return this, for chaining, not null */ public Builder nominalPayment(CapitalIndexedBondPaymentPeriod nominalPayment) { JodaBeanUtils.notNull(nominalPayment, "nominalPayment"); this.nominalPayment = nominalPayment; return this; } /** * Sets the periodic payments of the product. * <p> * Each payment period represents part of the life-time of the product. * The start date and end date of the leg are determined from the first and last period. * As such, the periods should be sorted. * @param periodicPayments the new value, not null * @return this, for chaining, not null */ public Builder periodicPayments(List<CapitalIndexedBondPaymentPeriod> periodicPayments) { JodaBeanUtils.notNull(periodicPayments, "periodicPayments"); this.periodicPayments = periodicPayments; return this; } /** * Sets the {@code periodicPayments} property in the builder * from an array of objects. * @param periodicPayments the new value, not null * @return this, for chaining, not null */ public Builder periodicPayments(CapitalIndexedBondPaymentPeriod... periodicPayments) { return periodicPayments(ImmutableList.copyOf(periodicPayments)); } /** * Sets the frequency of the bond payments. * <p> * This must match the frequency used to generate the payment schedule. * @param frequency the new value, not null * @return this, for chaining, not null */ public Builder frequency(Frequency frequency) { JodaBeanUtils.notNull(frequency, "frequency"); this.frequency = frequency; return this; } /** * Sets the roll convention of the bond payments. * <p> * This must match the convention used to generate the payment schedule. * @param rollConvention the new value, not null * @return this, for chaining, not null */ public Builder rollConvention(RollConvention rollConvention) { JodaBeanUtils.notNull(rollConvention, "rollConvention"); this.rollConvention = rollConvention; return this; } /** * Sets the day count convention applicable. * <p> * The conversion from dates to a numerical value is made based on this day count. * For the inflation-indexed bond, the day count convention is used to compute accrued interest. * @param dayCount the new value, not null * @return this, for chaining, not null */ public Builder dayCount(DayCount dayCount) { JodaBeanUtils.notNull(dayCount, "dayCount"); this.dayCount = dayCount; return this; } /** * Sets yield convention. * <p> * The convention defines how to convert from yield to price and inversely. * @param yieldConvention the new value, not null * @return this, for chaining, not null */ public Builder yieldConvention(CapitalIndexedBondYieldConvention yieldConvention) { JodaBeanUtils.notNull(yieldConvention, "yieldConvention"); this.yieldConvention = yieldConvention; return this; } /** * Sets the legal entity identifier. * <p> * This identifier is used for the legal entity that issues the bond. * @param legalEntityId the new value, not null * @return this, for chaining, not null */ public Builder legalEntityId(StandardId legalEntityId) { JodaBeanUtils.notNull(legalEntityId, "legalEntityId"); this.legalEntityId = legalEntityId; return this; } /** * Sets the number of days between valuation date and settlement date. * <p> * This is used to compute clean price. * The clean price is the relative price to be paid at the standard settlement date in exchange for the bond. * @param settlementDateOffset the new value, not null * @return this, for chaining, not null */ public Builder settlementDateOffset(DaysAdjustment settlementDateOffset) { JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset"); this.settlementDateOffset = settlementDateOffset; return this; } /** * Sets the inflation rate calculation. * <p> * The reference index is interpolated index or monthly index. * Real coupons are represented by {@code gearing} in the calculation. * The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation. * @param rateCalculation the new value, not null * @return this, for chaining, not null */ public Builder rateCalculation(InflationRateCalculation rateCalculation) { JodaBeanUtils.notNull(rateCalculation, "rateCalculation"); this.rateCalculation = rateCalculation; return this; } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(352); buf.append("ResolvedCapitalIndexedBond.Builder{"); buf.append("securityId").append('=').append(JodaBeanUtils.toString(securityId)).append(',').append(' '); buf.append("nominalPayment").append('=').append(JodaBeanUtils.toString(nominalPayment)).append(',').append(' '); buf.append("periodicPayments").append('=').append(JodaBeanUtils.toString(periodicPayments)).append(',').append(' '); buf.append("frequency").append('=').append(JodaBeanUtils.toString(frequency)).append(',').append(' '); buf.append("rollConvention").append('=').append(JodaBeanUtils.toString(rollConvention)).append(',').append(' '); buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' '); buf.append("yieldConvention").append('=').append(JodaBeanUtils.toString(yieldConvention)).append(',').append(' '); buf.append("legalEntityId").append('=').append(JodaBeanUtils.toString(legalEntityId)).append(',').append(' '); buf.append("settlementDateOffset").append('=').append(JodaBeanUtils.toString(settlementDateOffset)).append(',').append(' '); buf.append("rateCalculation").append('=').append(JodaBeanUtils.toString(rateCalculation)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }