/**
* 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.Set;
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.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.ResolvedProduct;
import com.opengamma.strata.product.rate.IborRateComputation;
/**
* An Ibor fixing deposit, resolved for pricing.
* <p>
* This is the resolved form of {@link IborFixingDeposit} and is an input to the pricers.
* Applications will typically create a {@code ResolvedIborFixingDeposit} from a {@code IborFixingDeposit}
* using {@link IborFixingDeposit#resolve(ReferenceData)}.
* <p>
* A {@code ResolvedIborFixingDeposit} 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.
*/
@BeanDefinition
public final class ResolvedIborFixingDeposit
implements ResolvedProduct, ImmutableBean, Serializable {
/**
* The primary currency.
* <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.
*/
@PropertyDefinition(validate = "notNull")
private final Currency currency;
/**
* The notional amount.
* <p>
* The amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
* <p>
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition
private final double notional;
/**
* The start date of the deposit.
* <p>
* This is the first date that interest accrues.
* <p>
* This is an adjusted date, which should be a valid business day
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of the deposit.
* <p>
* This is the last day that interest accrues.
* This date must be after the start date.
* <p>
* This is an adjusted date, which should be a valid business day
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate endDate;
/**
* The year fraction between the start and end date.
* <p>
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double yearFraction;
/**
* The fixed rate of interest.
* A 5% rate will be expressed as 0.05.
*/
@PropertyDefinition
private final double fixedRate;
/**
* The floating rate of interest.
* <p>
* The floating rate to be paid is based on this index.
* It will be a well known market index such as 'GBP-LIBOR-3M'.
*/
@PropertyDefinition(validate = "notNull")
private final IborRateComputation floatingRate;
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ResolvedIborFixingDeposit}.
* @return the meta-bean, not null
*/
public static ResolvedIborFixingDeposit.Meta meta() {
return ResolvedIborFixingDeposit.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ResolvedIborFixingDeposit.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 ResolvedIborFixingDeposit.Builder builder() {
return new ResolvedIborFixingDeposit.Builder();
}
private ResolvedIborFixingDeposit(
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
double yearFraction,
double fixedRate,
IborRateComputation floatingRate) {
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
ArgChecker.notNegative(yearFraction, "yearFraction");
JodaBeanUtils.notNull(floatingRate, "floatingRate");
this.currency = currency;
this.notional = notional;
this.startDate = startDate;
this.endDate = endDate;
this.yearFraction = yearFraction;
this.fixedRate = fixedRate;
this.floatingRate = floatingRate;
validate();
}
@Override
public ResolvedIborFixingDeposit.Meta metaBean() {
return ResolvedIborFixingDeposit.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 primary currency.
* <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.
* @return the value of the property, not null
*/
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount.
* <p>
* The amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
* <p>
* 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>
* This is the first date that interest accrues.
* <p>
* This is an adjusted date, which should be a valid business day
* @return the value of the property, not null
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the deposit.
* <p>
* This is the last day that interest accrues.
* This date must be after the start date.
* <p>
* This is an adjusted date, which should be a valid business day
* @return the value of the property, not null
*/
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the year fraction between the start and end date.
* <p>
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @return the value of the property
*/
public double getYearFraction() {
return yearFraction;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed rate of interest.
* A 5% rate will be expressed as 0.05.
* @return the value of the property
*/
public double getFixedRate() {
return fixedRate;
}
//-----------------------------------------------------------------------
/**
* Gets the floating rate of interest.
* <p>
* The floating rate to be paid is based on this index.
* It will be a well known market index such as 'GBP-LIBOR-3M'.
* @return the value of the property, not null
*/
public IborRateComputation getFloatingRate() {
return floatingRate;
}
//-----------------------------------------------------------------------
/**
* 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()) {
ResolvedIborFixingDeposit other = (ResolvedIborFixingDeposit) obj;
return JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(yearFraction, other.yearFraction) &&
JodaBeanUtils.equal(fixedRate, other.fixedRate) &&
JodaBeanUtils.equal(floatingRate, other.floatingRate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
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(yearFraction);
hash = hash * 31 + JodaBeanUtils.hashCode(fixedRate);
hash = hash * 31 + JodaBeanUtils.hashCode(floatingRate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("ResolvedIborFixingDeposit{");
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("yearFraction").append('=').append(yearFraction).append(',').append(' ');
buf.append("fixedRate").append('=').append(fixedRate).append(',').append(' ');
buf.append("floatingRate").append('=').append(JodaBeanUtils.toString(floatingRate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedIborFixingDeposit}.
*/
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 currency} property.
*/
private final MetaProperty<Currency> currency = DirectMetaProperty.ofImmutable(
this, "currency", ResolvedIborFixingDeposit.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty<Double> notional = DirectMetaProperty.ofImmutable(
this, "notional", ResolvedIborFixingDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty<LocalDate> startDate = DirectMetaProperty.ofImmutable(
this, "startDate", ResolvedIborFixingDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty<LocalDate> endDate = DirectMetaProperty.ofImmutable(
this, "endDate", ResolvedIborFixingDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code yearFraction} property.
*/
private final MetaProperty<Double> yearFraction = DirectMetaProperty.ofImmutable(
this, "yearFraction", ResolvedIborFixingDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code fixedRate} property.
*/
private final MetaProperty<Double> fixedRate = DirectMetaProperty.ofImmutable(
this, "fixedRate", ResolvedIborFixingDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code floatingRate} property.
*/
private final MetaProperty<IborRateComputation> floatingRate = DirectMetaProperty.ofImmutable(
this, "floatingRate", ResolvedIborFixingDeposit.class, IborRateComputation.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"notional",
"startDate",
"endDate",
"yearFraction",
"fixedRate",
"floatingRate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1731780257: // yearFraction
return yearFraction;
case 747425396: // fixedRate
return fixedRate;
case -2130225658: // floatingRate
return floatingRate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ResolvedIborFixingDeposit.Builder builder() {
return new ResolvedIborFixingDeposit.Builder();
}
@Override
public Class<? extends ResolvedIborFixingDeposit> beanType() {
return ResolvedIborFixingDeposit.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* 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 yearFraction} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> yearFraction() {
return yearFraction;
}
/**
* The meta-property for the {@code fixedRate} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> fixedRate() {
return fixedRate;
}
/**
* The meta-property for the {@code floatingRate} property.
* @return the meta-property, not null
*/
public MetaProperty<IborRateComputation> floatingRate() {
return floatingRate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return ((ResolvedIborFixingDeposit) bean).getCurrency();
case 1585636160: // notional
return ((ResolvedIborFixingDeposit) bean).getNotional();
case -2129778896: // startDate
return ((ResolvedIborFixingDeposit) bean).getStartDate();
case -1607727319: // endDate
return ((ResolvedIborFixingDeposit) bean).getEndDate();
case -1731780257: // yearFraction
return ((ResolvedIborFixingDeposit) bean).getYearFraction();
case 747425396: // fixedRate
return ((ResolvedIborFixingDeposit) bean).getFixedRate();
case -2130225658: // floatingRate
return ((ResolvedIborFixingDeposit) bean).getFloatingRate();
}
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 ResolvedIborFixingDeposit}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<ResolvedIborFixingDeposit> {
private Currency currency;
private double notional;
private LocalDate startDate;
private LocalDate endDate;
private double yearFraction;
private double fixedRate;
private IborRateComputation floatingRate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ResolvedIborFixingDeposit beanToCopy) {
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.yearFraction = beanToCopy.getYearFraction();
this.fixedRate = beanToCopy.getFixedRate();
this.floatingRate = beanToCopy.getFloatingRate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1731780257: // yearFraction
return yearFraction;
case 747425396: // fixedRate
return fixedRate;
case -2130225658: // floatingRate
return floatingRate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
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 -1731780257: // yearFraction
this.yearFraction = (Double) newValue;
break;
case 747425396: // fixedRate
this.fixedRate = (Double) newValue;
break;
case -2130225658: // floatingRate
this.floatingRate = (IborRateComputation) 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 ResolvedIborFixingDeposit build() {
return new ResolvedIborFixingDeposit(
currency,
notional,
startDate,
endDate,
yearFraction,
fixedRate,
floatingRate);
}
//-----------------------------------------------------------------------
/**
* Sets the primary currency.
* <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.
* @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 amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
* <p>
* 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) {
this.notional = notional;
return this;
}
/**
* Sets the start date of the deposit.
* <p>
* This is the first date that interest accrues.
* <p>
* This is an adjusted date, which should be a valid business day
* @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>
* This is the last day that interest accrues.
* This date must be after the start date.
* <p>
* This is an adjusted date, which should be a valid business day
* @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 year fraction between the start and end date.
* <p>
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @param yearFraction the new value
* @return this, for chaining, not null
*/
public Builder yearFraction(double yearFraction) {
ArgChecker.notNegative(yearFraction, "yearFraction");
this.yearFraction = yearFraction;
return this;
}
/**
* Sets the fixed rate of interest.
* 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;
}
/**
* Sets the floating rate of interest.
* <p>
* The floating rate to be paid is based on this index.
* It will be a well known market index such as 'GBP-LIBOR-3M'.
* @param floatingRate the new value, not null
* @return this, for chaining, not null
*/
public Builder floatingRate(IborRateComputation floatingRate) {
JodaBeanUtils.notNull(floatingRate, "floatingRate");
this.floatingRate = floatingRate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("ResolvedIborFixingDeposit.Builder{");
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("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' ');
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate)).append(',').append(' ');
buf.append("floatingRate").append('=').append(JodaBeanUtils.toString(floatingRate));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}