/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.credit;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.currency.Payment;
/**
* The fee leg of a credit default swap (CDS).
* <p>
* A CDS has two legs, a fee leg and a protection leg.
* The fee leg defines a regular schedule of payments that are made in exchange for the protection.
*/
@BeanDefinition
public final class FeeLeg
implements ImmutableBean, Serializable {
// TODO: consider moving fee up to Cds and flattening PeriodicPayments
/**
* The upfront fee.
* <p>
* This specifies a single amount payable by the buyer to the seller
* This amount occurs on the specified date and is considered to be a fee separate from the regular payments.
*/
@PropertyDefinition(validate = "notNull")
private final Payment upfrontFee;
/**
* The periodic schedule of payments.
* <p>
* This specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller
* on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be
* specified in terms of a known currency amount or as an amount calculated on a formula basis
* by reference to a per annum fixed rate. The applicable business day convention and business
* day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that
* is not a business day are those specified in the dateAdjustments element within the
* generalTerms component.
*/
@PropertyDefinition(validate = "notNull")
private final PeriodicPayments periodicPayments;
//-------------------------------------------------------------------------
/**
* Creates a fee leg from the fee and payments.
*
* @param upfrontFee the upfront fee
* @param periodicPayments the payments
* @return the leg
*/
public static FeeLeg of(Payment upfrontFee, PeriodicPayments periodicPayments) {
return new FeeLeg(upfrontFee, periodicPayments);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code FeeLeg}.
* @return the meta-bean, not null
*/
public static FeeLeg.Meta meta() {
return FeeLeg.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(FeeLeg.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 FeeLeg.Builder builder() {
return new FeeLeg.Builder();
}
private FeeLeg(
Payment upfrontFee,
PeriodicPayments periodicPayments) {
JodaBeanUtils.notNull(upfrontFee, "upfrontFee");
JodaBeanUtils.notNull(periodicPayments, "periodicPayments");
this.upfrontFee = upfrontFee;
this.periodicPayments = periodicPayments;
}
@Override
public FeeLeg.Meta metaBean() {
return FeeLeg.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 upfront fee.
* <p>
* This specifies a single amount payable by the buyer to the seller
* This amount occurs on the specified date and is considered to be a fee separate from the regular payments.
* @return the value of the property, not null
*/
public Payment getUpfrontFee() {
return upfrontFee;
}
//-----------------------------------------------------------------------
/**
* Gets the periodic schedule of payments.
* <p>
* This specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller
* on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be
* specified in terms of a known currency amount or as an amount calculated on a formula basis
* by reference to a per annum fixed rate. The applicable business day convention and business
* day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that
* is not a business day are those specified in the dateAdjustments element within the
* generalTerms component.
* @return the value of the property, not null
*/
public PeriodicPayments getPeriodicPayments() {
return periodicPayments;
}
//-----------------------------------------------------------------------
/**
* 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()) {
FeeLeg other = (FeeLeg) obj;
return JodaBeanUtils.equal(upfrontFee, other.upfrontFee) &&
JodaBeanUtils.equal(periodicPayments, other.periodicPayments);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(upfrontFee);
hash = hash * 31 + JodaBeanUtils.hashCode(periodicPayments);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FeeLeg{");
buf.append("upfrontFee").append('=').append(upfrontFee).append(',').append(' ');
buf.append("periodicPayments").append('=').append(JodaBeanUtils.toString(periodicPayments));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FeeLeg}.
*/
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 upfrontFee} property.
*/
private final MetaProperty<Payment> upfrontFee = DirectMetaProperty.ofImmutable(
this, "upfrontFee", FeeLeg.class, Payment.class);
/**
* The meta-property for the {@code periodicPayments} property.
*/
private final MetaProperty<PeriodicPayments> periodicPayments = DirectMetaProperty.ofImmutable(
this, "periodicPayments", FeeLeg.class, PeriodicPayments.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"upfrontFee",
"periodicPayments");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 963468344: // upfrontFee
return upfrontFee;
case -367345944: // periodicPayments
return periodicPayments;
}
return super.metaPropertyGet(propertyName);
}
@Override
public FeeLeg.Builder builder() {
return new FeeLeg.Builder();
}
@Override
public Class<? extends FeeLeg> beanType() {
return FeeLeg.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code upfrontFee} property.
* @return the meta-property, not null
*/
public MetaProperty<Payment> upfrontFee() {
return upfrontFee;
}
/**
* The meta-property for the {@code periodicPayments} property.
* @return the meta-property, not null
*/
public MetaProperty<PeriodicPayments> periodicPayments() {
return periodicPayments;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 963468344: // upfrontFee
return ((FeeLeg) bean).getUpfrontFee();
case -367345944: // periodicPayments
return ((FeeLeg) bean).getPeriodicPayments();
}
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 FeeLeg}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<FeeLeg> {
private Payment upfrontFee;
private PeriodicPayments periodicPayments;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FeeLeg beanToCopy) {
this.upfrontFee = beanToCopy.getUpfrontFee();
this.periodicPayments = beanToCopy.getPeriodicPayments();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 963468344: // upfrontFee
return upfrontFee;
case -367345944: // periodicPayments
return periodicPayments;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 963468344: // upfrontFee
this.upfrontFee = (Payment) newValue;
break;
case -367345944: // periodicPayments
this.periodicPayments = (PeriodicPayments) 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 FeeLeg build() {
return new FeeLeg(
upfrontFee,
periodicPayments);
}
//-----------------------------------------------------------------------
/**
* Sets the upfront fee.
* <p>
* This specifies a single amount payable by the buyer to the seller
* This amount occurs on the specified date and is considered to be a fee separate from the regular payments.
* @param upfrontFee the new value, not null
* @return this, for chaining, not null
*/
public Builder upfrontFee(Payment upfrontFee) {
JodaBeanUtils.notNull(upfrontFee, "upfrontFee");
this.upfrontFee = upfrontFee;
return this;
}
/**
* Sets the periodic schedule of payments.
* <p>
* This specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller
* on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be
* specified in terms of a known currency amount or as an amount calculated on a formula basis
* by reference to a per annum fixed rate. The applicable business day convention and business
* day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that
* is not a business day are those specified in the dateAdjustments element within the
* generalTerms component.
* @param periodicPayments the new value, not null
* @return this, for chaining, not null
*/
public Builder periodicPayments(PeriodicPayments periodicPayments) {
JodaBeanUtils.notNull(periodicPayments, "periodicPayments");
this.periodicPayments = periodicPayments;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FeeLeg.Builder{");
buf.append("upfrontFee").append('=').append(JodaBeanUtils.toString(upfrontFee)).append(',').append(' ');
buf.append("periodicPayments").append('=').append(JodaBeanUtils.toString(periodicPayments));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}