/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.deposit;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
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.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.Resolvable;
import com.opengamma.strata.basics.currency.Currency;
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.basics.date.DaysAdjustment;
import com.opengamma.strata.basics.index.IborIndex;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.Product;
import com.opengamma.strata.product.common.BuySell;
import com.opengamma.strata.product.rate.IborRateComputation;
/**
* An Ibor fixing deposit.
* <p>
* An Ibor fixing deposit is a fictitious financial instrument that provides a floating rate of interest on
* notional amount for a specific term, which is effectively an exchange of a fixed rate and a floating rate
* based on an Ibor index on the term end date.
* <p>
* For example, an Ibor fixing deposit involves the exchange of the difference between
* the fixed rate of 1% and the 'GBP-LIBOR-3M' rate for the principal in 3 months time.
*/
@BeanDefinition
public final class IborFixingDeposit
implements Product, Resolvable<ResolvedIborFixingDeposit>, ImmutableBean, Serializable {
/**
* Whether the Ibor fixing deposit is 'Buy' or 'Sell'.
* <p>
* A value of 'Buy' implies that the floating rate is paid to the counterparty, with the fixed rate being received.
* A value of 'Sell' implies that the floating rate is received from the counterparty, with the fixed rate being paid.
*/
@PropertyDefinition(validate = "notNull")
private final BuySell buySell;
/**
* The primary currency, defaulted to the currency of the index.
* <p>
* This is the currency of the deposit and the currency that payment is made in.
* The data model permits this currency to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the currency of the index if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final Currency currency;
/**
* The notional amount.
* <p>
* The notional expressed here must be non-negative.
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double notional;
/**
* The start date of the deposit.
* <p>
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of the deposit.
* <p>
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate endDate;
/**
* The business day adjustment to apply to the start and end date, optional.
* <p>
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
*/
@PropertyDefinition(get = "optional")
private final BusinessDayAdjustment businessDayAdjustment;
/**
* The Ibor index.
* <p>
* The floating rate to be paid or received is based on this index
* It will be a well known market index such as 'GBP-LIBOR-3M'.
* <p>
* See {@code buySell} to determine whether this rate is paid or received.
*/
@PropertyDefinition(validate = "notNull")
private final IborIndex index;
/**
* The offset of the fixing date from the start date.
* <p>
* The offset is applied to the start date and is typically minus 2 business days.
* The data model permits the offset to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the fixing date offset of the index if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final DaysAdjustment fixingDateOffset;
/**
* The day count convention applicable, defaulted to the day count of the index.
* <p>
* This is used to convert dates to a numerical value.
* The data model permits the day count to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the day count of the index if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
*/
@PropertyDefinition
private final double fixedRate;
//-------------------------------------------------------------------------
@ImmutablePreBuild
private static void preBuild(Builder builder) {
if (builder.index != null) {
if (builder.dayCount == null) {
builder.dayCount = builder.index.getDayCount();
}
if (builder.fixingDateOffset == null) {
builder.fixingDateOffset = builder.index.getFixingDateOffset();
}
if (builder.currency == null) {
builder.currency = builder.index.getCurrency();
}
}
}
@ImmutableValidator
private void validate() {
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
}
//-------------------------------------------------------------------------
@Override
public ResolvedIborFixingDeposit resolve(ReferenceData refData) {
DateAdjuster bda = getBusinessDayAdjustment().orElse(BusinessDayAdjustment.NONE).resolve(refData);
LocalDate start = bda.adjust(startDate);
LocalDate end = bda.adjust(endDate);
double yearFraction = dayCount.yearFraction(start, end);
LocalDate fixingDate = fixingDateOffset.adjust(startDate, refData);
return ResolvedIborFixingDeposit.builder()
.startDate(start)
.endDate(end)
.yearFraction(yearFraction)
.currency(getCurrency())
.notional(buySell.normalize(notional))
.floatingRate(IborRateComputation.of(index, fixingDate, refData))
.fixedRate(fixedRate)
.build();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code IborFixingDeposit}.
* @return the meta-bean, not null
*/
public static IborFixingDeposit.Meta meta() {
return IborFixingDeposit.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(IborFixingDeposit.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 IborFixingDeposit.Builder builder() {
return new IborFixingDeposit.Builder();
}
private IborFixingDeposit(
BuySell buySell,
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
BusinessDayAdjustment businessDayAdjustment,
IborIndex index,
DaysAdjustment fixingDateOffset,
DayCount dayCount,
double fixedRate) {
JodaBeanUtils.notNull(buySell, "buySell");
JodaBeanUtils.notNull(currency, "currency");
ArgChecker.notNegative(notional, "notional");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(index, "index");
JodaBeanUtils.notNull(fixingDateOffset, "fixingDateOffset");
JodaBeanUtils.notNull(dayCount, "dayCount");
this.buySell = buySell;
this.currency = currency;
this.notional = notional;
this.startDate = startDate;
this.endDate = endDate;
this.businessDayAdjustment = businessDayAdjustment;
this.index = index;
this.fixingDateOffset = fixingDateOffset;
this.dayCount = dayCount;
this.fixedRate = fixedRate;
validate();
}
@Override
public IborFixingDeposit.Meta metaBean() {
return IborFixingDeposit.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 whether the Ibor fixing deposit is 'Buy' or 'Sell'.
* <p>
* A value of 'Buy' implies that the floating rate is paid to the counterparty, with the fixed rate being received.
* A value of 'Sell' implies that the floating rate is received from the counterparty, with the fixed rate being paid.
* @return the value of the property, not null
*/
public BuySell getBuySell() {
return buySell;
}
//-----------------------------------------------------------------------
/**
* Gets the primary currency, defaulted to the currency of the index.
* <p>
* This is the currency of the deposit and the currency that payment is made in.
* The data model permits this currency to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the currency of the index if not specified.
* @return the value of the property, not null
*/
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount.
* <p>
* The notional expressed here must be non-negative.
* The currency of the notional is specified by {@code currency}.
* @return the value of the property
*/
public double getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the start date of the deposit.
* <p>
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* @return the value of the property, not null
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the deposit.
* <p>
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start date.
* @return the value of the property, not null
*/
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the business day adjustment to apply to the start and end date, optional.
* <p>
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
* @return the optional value of the property, not null
*/
public Optional<BusinessDayAdjustment> getBusinessDayAdjustment() {
return Optional.ofNullable(businessDayAdjustment);
}
//-----------------------------------------------------------------------
/**
* Gets the Ibor index.
* <p>
* The floating rate to be paid or received is based on this index
* It will be a well known market index such as 'GBP-LIBOR-3M'.
* <p>
* See {@code buySell} to determine whether this rate is paid or received.
* @return the value of the property, not null
*/
public IborIndex getIndex() {
return index;
}
//-----------------------------------------------------------------------
/**
* Gets the offset of the fixing date from the start date.
* <p>
* The offset is applied to the start date and is typically minus 2 business days.
* The data model permits the offset to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the fixing date offset of the index if not specified.
* @return the value of the property, not null
*/
public DaysAdjustment getFixingDateOffset() {
return fixingDateOffset;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention applicable, defaulted to the day count of the index.
* <p>
* This is used to convert dates to a numerical value.
* The data model permits the day count to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the day count of the index if not specified.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
* @return the value of the property
*/
public double getFixedRate() {
return fixedRate;
}
//-----------------------------------------------------------------------
/**
* 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()) {
IborFixingDeposit other = (IborFixingDeposit) obj;
return JodaBeanUtils.equal(buySell, other.buySell) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) &&
JodaBeanUtils.equal(index, other.index) &&
JodaBeanUtils.equal(fixingDateOffset, other.fixingDateOffset) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(fixedRate, other.fixedRate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(buySell);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(businessDayAdjustment);
hash = hash * 31 + JodaBeanUtils.hashCode(index);
hash = hash * 31 + JodaBeanUtils.hashCode(fixingDateOffset);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(fixedRate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("IborFixingDeposit{");
buf.append("buySell").append('=').append(buySell).append(',').append(' ');
buf.append("currency").append('=').append(currency).append(',').append(' ');
buf.append("notional").append('=').append(notional).append(',').append(' ');
buf.append("startDate").append('=').append(startDate).append(',').append(' ');
buf.append("endDate").append('=').append(endDate).append(',').append(' ');
buf.append("businessDayAdjustment").append('=').append(businessDayAdjustment).append(',').append(' ');
buf.append("index").append('=').append(index).append(',').append(' ');
buf.append("fixingDateOffset").append('=').append(fixingDateOffset).append(',').append(' ');
buf.append("dayCount").append('=').append(dayCount).append(',').append(' ');
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code IborFixingDeposit}.
*/
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 buySell} property.
*/
private final MetaProperty<BuySell> buySell = DirectMetaProperty.ofImmutable(
this, "buySell", IborFixingDeposit.class, BuySell.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> currency = DirectMetaProperty.ofImmutable(
this, "currency", IborFixingDeposit.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty<Double> notional = DirectMetaProperty.ofImmutable(
this, "notional", IborFixingDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty<LocalDate> startDate = DirectMetaProperty.ofImmutable(
this, "startDate", IborFixingDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty<LocalDate> endDate = DirectMetaProperty.ofImmutable(
this, "endDate", IborFixingDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code businessDayAdjustment} property.
*/
private final MetaProperty<BusinessDayAdjustment> businessDayAdjustment = DirectMetaProperty.ofImmutable(
this, "businessDayAdjustment", IborFixingDeposit.class, BusinessDayAdjustment.class);
/**
* The meta-property for the {@code index} property.
*/
private final MetaProperty<IborIndex> index = DirectMetaProperty.ofImmutable(
this, "index", IborFixingDeposit.class, IborIndex.class);
/**
* The meta-property for the {@code fixingDateOffset} property.
*/
private final MetaProperty<DaysAdjustment> fixingDateOffset = DirectMetaProperty.ofImmutable(
this, "fixingDateOffset", IborFixingDeposit.class, DaysAdjustment.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty<DayCount> dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", IborFixingDeposit.class, DayCount.class);
/**
* The meta-property for the {@code fixedRate} property.
*/
private final MetaProperty<Double> fixedRate = DirectMetaProperty.ofImmutable(
this, "fixedRate", IborFixingDeposit.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"buySell",
"currency",
"notional",
"startDate",
"endDate",
"businessDayAdjustment",
"index",
"fixingDateOffset",
"dayCount",
"fixedRate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return buySell;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 100346066: // index
return index;
case 873743726: // fixingDateOffset
return fixingDateOffset;
case 1905311443: // dayCount
return dayCount;
case 747425396: // fixedRate
return fixedRate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public IborFixingDeposit.Builder builder() {
return new IborFixingDeposit.Builder();
}
@Override
public Class<? extends IborFixingDeposit> beanType() {
return IborFixingDeposit.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code buySell} property.
* @return the meta-property, not null
*/
public MetaProperty<BuySell> buySell() {
return buySell;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty<Currency> currency() {
return currency;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> notional() {
return notional;
}
/**
* 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 businessDayAdjustment} property.
* @return the meta-property, not null
*/
public MetaProperty<BusinessDayAdjustment> businessDayAdjustment() {
return businessDayAdjustment;
}
/**
* The meta-property for the {@code index} property.
* @return the meta-property, not null
*/
public MetaProperty<IborIndex> index() {
return index;
}
/**
* The meta-property for the {@code fixingDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty<DaysAdjustment> fixingDateOffset() {
return fixingDateOffset;
}
/**
* 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 fixedRate} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> fixedRate() {
return fixedRate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return ((IborFixingDeposit) bean).getBuySell();
case 575402001: // currency
return ((IborFixingDeposit) bean).getCurrency();
case 1585636160: // notional
return ((IborFixingDeposit) bean).getNotional();
case -2129778896: // startDate
return ((IborFixingDeposit) bean).getStartDate();
case -1607727319: // endDate
return ((IborFixingDeposit) bean).getEndDate();
case -1065319863: // businessDayAdjustment
return ((IborFixingDeposit) bean).businessDayAdjustment;
case 100346066: // index
return ((IborFixingDeposit) bean).getIndex();
case 873743726: // fixingDateOffset
return ((IborFixingDeposit) bean).getFixingDateOffset();
case 1905311443: // dayCount
return ((IborFixingDeposit) bean).getDayCount();
case 747425396: // fixedRate
return ((IborFixingDeposit) bean).getFixedRate();
}
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 IborFixingDeposit}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<IborFixingDeposit> {
private BuySell buySell;
private Currency currency;
private double notional;
private LocalDate startDate;
private LocalDate endDate;
private BusinessDayAdjustment businessDayAdjustment;
private IborIndex index;
private DaysAdjustment fixingDateOffset;
private DayCount dayCount;
private double fixedRate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(IborFixingDeposit beanToCopy) {
this.buySell = beanToCopy.getBuySell();
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.businessDayAdjustment = beanToCopy.businessDayAdjustment;
this.index = beanToCopy.getIndex();
this.fixingDateOffset = beanToCopy.getFixingDateOffset();
this.dayCount = beanToCopy.getDayCount();
this.fixedRate = beanToCopy.getFixedRate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return buySell;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 100346066: // index
return index;
case 873743726: // fixingDateOffset
return fixingDateOffset;
case 1905311443: // dayCount
return dayCount;
case 747425396: // fixedRate
return fixedRate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
this.buySell = (BuySell) newValue;
break;
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case 1585636160: // notional
this.notional = (Double) newValue;
break;
case -2129778896: // startDate
this.startDate = (LocalDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (LocalDate) newValue;
break;
case -1065319863: // businessDayAdjustment
this.businessDayAdjustment = (BusinessDayAdjustment) newValue;
break;
case 100346066: // index
this.index = (IborIndex) newValue;
break;
case 873743726: // fixingDateOffset
this.fixingDateOffset = (DaysAdjustment) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 747425396: // fixedRate
this.fixedRate = (Double) 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 IborFixingDeposit build() {
preBuild(this);
return new IborFixingDeposit(
buySell,
currency,
notional,
startDate,
endDate,
businessDayAdjustment,
index,
fixingDateOffset,
dayCount,
fixedRate);
}
//-----------------------------------------------------------------------
/**
* Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
* <p>
* A value of 'Buy' implies that the floating rate is paid to the counterparty, with the fixed rate being received.
* A value of 'Sell' implies that the floating rate is received from the counterparty, with the fixed rate being paid.
* @param buySell the new value, not null
* @return this, for chaining, not null
*/
public Builder buySell(BuySell buySell) {
JodaBeanUtils.notNull(buySell, "buySell");
this.buySell = buySell;
return this;
}
/**
* Sets the primary currency, defaulted to the currency of the index.
* <p>
* This is the currency of the deposit and the currency that payment is made in.
* The data model permits this currency to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the currency of the index if not specified.
* @param currency the new value, not null
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this.currency = currency;
return this;
}
/**
* Sets the notional amount.
* <p>
* The notional expressed here must be non-negative.
* The currency of the notional is specified by {@code currency}.
* @param notional the new value
* @return this, for chaining, not null
*/
public Builder notional(double notional) {
ArgChecker.notNegative(notional, "notional");
this.notional = notional;
return this;
}
/**
* Sets the start date of the deposit.
* <p>
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* @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 the deposit.
* <p>
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start 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 business day adjustment to apply to the start and end date, optional.
* <p>
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
* @param businessDayAdjustment the new value
* @return this, for chaining, not null
*/
public Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) {
this.businessDayAdjustment = businessDayAdjustment;
return this;
}
/**
* Sets the Ibor index.
* <p>
* The floating rate to be paid or received is based on this index
* It will be a well known market index such as 'GBP-LIBOR-3M'.
* <p>
* See {@code buySell} to determine whether this rate is paid or received.
* @param index the new value, not null
* @return this, for chaining, not null
*/
public Builder index(IborIndex index) {
JodaBeanUtils.notNull(index, "index");
this.index = index;
return this;
}
/**
* Sets the offset of the fixing date from the start date.
* <p>
* The offset is applied to the start date and is typically minus 2 business days.
* The data model permits the offset to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the fixing date offset of the index if not specified.
* @param fixingDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder fixingDateOffset(DaysAdjustment fixingDateOffset) {
JodaBeanUtils.notNull(fixingDateOffset, "fixingDateOffset");
this.fixingDateOffset = fixingDateOffset;
return this;
}
/**
* Sets the day count convention applicable, defaulted to the day count of the index.
* <p>
* This is used to convert dates to a numerical value.
* The data model permits the day count to differ from that of the index,
* however the two are typically the same.
* <p>
* When building, this will default to the day count of the index if not specified.
* @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 the fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
* @param fixedRate the new value
* @return this, for chaining, not null
*/
public Builder fixedRate(double fixedRate) {
this.fixedRate = fixedRate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("IborFixingDeposit.Builder{");
buf.append("buySell").append('=').append(JodaBeanUtils.toString(buySell)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("businessDayAdjustment").append('=').append(JodaBeanUtils.toString(businessDayAdjustment)).append(',').append(' ');
buf.append("index").append('=').append(JodaBeanUtils.toString(index)).append(',').append(' ');
buf.append("fixingDateOffset").append('=').append(JodaBeanUtils.toString(fixingDateOffset)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}