/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.deposit.type;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.Period;
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.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.BusinessDayAdjustment;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.date.DaysAdjustment;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.TradeInfo;
import com.opengamma.strata.product.common.BuySell;
import com.opengamma.strata.product.deposit.TermDeposit;
import com.opengamma.strata.product.deposit.TermDepositTrade;
/**
* A market convention for term deposit trades.
* <p>
* This defines the market convention for a term deposit.
* <p>
* The convention is defined by three dates.
* <ul>
* <li>Trade date, the date that the trade is agreed
* <li>Start date or spot date, the date on which the deposit starts, typically 2 business days after the trade date
* <li>End date, the date on which the deposit ends, typically a number of months after the start date
* </ul>
* The period between the start date and the end date is specified by {@link TermDepositTemplate},
* not by this convention.
*/
@BeanDefinition
public final class ImmutableTermDepositConvention
implements TermDepositConvention, ImmutableBean, Serializable {
/**
* The primary currency.
* <p>
* This is the currency of the term deposit and the currency that payment is made in.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The convention name, such as 'GBP-Deposit-ON'.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final String name;
/**
* The business day adjustment to apply to the start and end date.
* <p>
* The start and end date will be adjusted as defined here.
*/
@PropertyDefinition(validate = "notNull")
private final BusinessDayAdjustment businessDayAdjustment;
/**
* The day count convention.
* <p>
* This is used to convert dates to a numerical value.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The offset of the spot value date from the trade date.
* <p>
* The offset is applied to the trade date and is typically plus 2 business days.
* The start date of the term deposit is equal to the spot date
* and the end date of the term deposit is relative to the start date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DaysAdjustment spotDateOffset;
//-----------------------------------------------------------------------
/**
* Obtains a convention based on the specified currency, business day adjustment,
* day count convention and spot date offset.
*
* @param name the name of the convention, such as 'GBP-Deposit-ON'
* @param currency the currency, in which the payments are made
* @param businessDayAdjustment the business day adjustment to apply to the start and end date
* @param dayCount the day count convention, used to convert dates to a numerical value
* @param spotDateOffset the offset of the spot value date from the trade date
* @return the convention
*/
public static ImmutableTermDepositConvention of(
String name,
Currency currency,
BusinessDayAdjustment businessDayAdjustment,
DayCount dayCount,
DaysAdjustment spotDateOffset) {
return ImmutableTermDepositConvention.builder()
.name(name)
.currency(currency)
.businessDayAdjustment(businessDayAdjustment)
.dayCount(dayCount)
.spotDateOffset(spotDateOffset)
.build();
}
//-------------------------------------------------------------------------
@Override
public TermDepositTrade createTrade(
LocalDate tradeDate,
Period depositPeriod,
BuySell buySell,
double notional,
double rate,
ReferenceData refData) {
LocalDate startDate = calculateSpotDateFromTradeDate(tradeDate, refData);
LocalDate endDate = startDate.plus(depositPeriod);
return toTrade(tradeDate, startDate, endDate, buySell, notional, rate);
}
@Override
public TermDepositTrade toTrade(
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double rate) {
Optional<LocalDate> tradeDate = tradeInfo.getTradeDate();
if (tradeDate.isPresent()) {
ArgChecker.inOrderOrEqual(tradeDate.get(), startDate, "tradeDate", "startDate");
}
return TermDepositTrade.builder()
.info(tradeInfo)
.product(TermDeposit.builder()
.buySell(buySell)
.currency(currency)
.notional(notional)
.startDate(startDate)
.endDate(endDate)
.businessDayAdjustment(businessDayAdjustment)
.rate(rate)
.dayCount(dayCount)
.build())
.build();
}
@Override
public String toString() {
return getName();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ImmutableTermDepositConvention}.
* @return the meta-bean, not null
*/
public static ImmutableTermDepositConvention.Meta meta() {
return ImmutableTermDepositConvention.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ImmutableTermDepositConvention.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 ImmutableTermDepositConvention.Builder builder() {
return new ImmutableTermDepositConvention.Builder();
}
private ImmutableTermDepositConvention(
Currency currency,
String name,
BusinessDayAdjustment businessDayAdjustment,
DayCount dayCount,
DaysAdjustment spotDateOffset) {
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(businessDayAdjustment, "businessDayAdjustment");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset");
this.currency = currency;
this.name = name;
this.businessDayAdjustment = businessDayAdjustment;
this.dayCount = dayCount;
this.spotDateOffset = spotDateOffset;
}
@Override
public ImmutableTermDepositConvention.Meta metaBean() {
return ImmutableTermDepositConvention.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 term deposit and the currency that payment is made in.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the convention name, such as 'GBP-Deposit-ON'.
* @return the value of the property, not null
*/
@Override
public String getName() {
return name;
}
//-----------------------------------------------------------------------
/**
* Gets the business day adjustment to apply to the start and end date.
* <p>
* The start and end date will be adjusted as defined here.
* @return the value of the property, not null
*/
public BusinessDayAdjustment getBusinessDayAdjustment() {
return businessDayAdjustment;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention.
* <p>
* This is used to convert dates to a numerical value.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the offset of the spot value date from the trade date.
* <p>
* The offset is applied to the trade date and is typically plus 2 business days.
* The start date of the term deposit is equal to the spot date
* and the end date of the term deposit is relative to the start date.
* @return the value of the property, not null
*/
@Override
public DaysAdjustment getSpotDateOffset() {
return spotDateOffset;
}
//-----------------------------------------------------------------------
/**
* 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()) {
ImmutableTermDepositConvention other = (ImmutableTermDepositConvention) obj;
return JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(name, other.name) &&
JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(name);
hash = hash * 31 + JodaBeanUtils.hashCode(businessDayAdjustment);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(spotDateOffset);
return hash;
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ImmutableTermDepositConvention}.
*/
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", ImmutableTermDepositConvention.class, Currency.class);
/**
* The meta-property for the {@code name} property.
*/
private final MetaProperty<String> name = DirectMetaProperty.ofImmutable(
this, "name", ImmutableTermDepositConvention.class, String.class);
/**
* The meta-property for the {@code businessDayAdjustment} property.
*/
private final MetaProperty<BusinessDayAdjustment> businessDayAdjustment = DirectMetaProperty.ofImmutable(
this, "businessDayAdjustment", ImmutableTermDepositConvention.class, BusinessDayAdjustment.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty<DayCount> dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", ImmutableTermDepositConvention.class, DayCount.class);
/**
* The meta-property for the {@code spotDateOffset} property.
*/
private final MetaProperty<DaysAdjustment> spotDateOffset = DirectMetaProperty.ofImmutable(
this, "spotDateOffset", ImmutableTermDepositConvention.class, DaysAdjustment.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"name",
"businessDayAdjustment",
"dayCount",
"spotDateOffset");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 3373707: // name
return name;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 1905311443: // dayCount
return dayCount;
case 746995843: // spotDateOffset
return spotDateOffset;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ImmutableTermDepositConvention.Builder builder() {
return new ImmutableTermDepositConvention.Builder();
}
@Override
public Class<? extends ImmutableTermDepositConvention> beanType() {
return ImmutableTermDepositConvention.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 name} property.
* @return the meta-property, not null
*/
public MetaProperty<String> name() {
return name;
}
/**
* 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 dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty<DayCount> dayCount() {
return dayCount;
}
/**
* The meta-property for the {@code spotDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty<DaysAdjustment> spotDateOffset() {
return spotDateOffset;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return ((ImmutableTermDepositConvention) bean).getCurrency();
case 3373707: // name
return ((ImmutableTermDepositConvention) bean).getName();
case -1065319863: // businessDayAdjustment
return ((ImmutableTermDepositConvention) bean).getBusinessDayAdjustment();
case 1905311443: // dayCount
return ((ImmutableTermDepositConvention) bean).getDayCount();
case 746995843: // spotDateOffset
return ((ImmutableTermDepositConvention) bean).getSpotDateOffset();
}
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 ImmutableTermDepositConvention}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<ImmutableTermDepositConvention> {
private Currency currency;
private String name;
private BusinessDayAdjustment businessDayAdjustment;
private DayCount dayCount;
private DaysAdjustment spotDateOffset;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ImmutableTermDepositConvention beanToCopy) {
this.currency = beanToCopy.getCurrency();
this.name = beanToCopy.getName();
this.businessDayAdjustment = beanToCopy.getBusinessDayAdjustment();
this.dayCount = beanToCopy.getDayCount();
this.spotDateOffset = beanToCopy.getSpotDateOffset();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 3373707: // name
return name;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 1905311443: // dayCount
return dayCount;
case 746995843: // spotDateOffset
return spotDateOffset;
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 3373707: // name
this.name = (String) newValue;
break;
case -1065319863: // businessDayAdjustment
this.businessDayAdjustment = (BusinessDayAdjustment) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 746995843: // spotDateOffset
this.spotDateOffset = (DaysAdjustment) 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 ImmutableTermDepositConvention build() {
return new ImmutableTermDepositConvention(
currency,
name,
businessDayAdjustment,
dayCount,
spotDateOffset);
}
//-----------------------------------------------------------------------
/**
* Sets the primary currency.
* <p>
* This is the currency of the term deposit and the currency that payment is made in.
* @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 convention name, such as 'GBP-Deposit-ON'.
* @param name the new value, not null
* @return this, for chaining, not null
*/
public Builder name(String name) {
JodaBeanUtils.notNull(name, "name");
this.name = name;
return this;
}
/**
* Sets the business day adjustment to apply to the start and end date.
* <p>
* The start and end date will be adjusted as defined here.
* @param businessDayAdjustment the new value, not null
* @return this, for chaining, not null
*/
public Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) {
JodaBeanUtils.notNull(businessDayAdjustment, "businessDayAdjustment");
this.businessDayAdjustment = businessDayAdjustment;
return this;
}
/**
* Sets the day count convention.
* <p>
* This is used to convert dates to a numerical value.
* @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 offset of the spot value date from the trade date.
* <p>
* The offset is applied to the trade date and is typically plus 2 business days.
* The start date of the term deposit is equal to the spot date
* and the end date of the term deposit is relative to the start date.
* @param spotDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder spotDateOffset(DaysAdjustment spotDateOffset) {
JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset");
this.spotDateOffset = spotDateOffset;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("ImmutableTermDepositConvention.Builder{");
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("businessDayAdjustment").append('=').append(JodaBeanUtils.toString(businessDayAdjustment)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("spotDateOffset").append('=').append(JodaBeanUtils.toString(spotDateOffset));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}