/**
* 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.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.ReferenceDataNotFoundException;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.TradeTemplate;
import com.opengamma.strata.product.common.BuySell;
import com.opengamma.strata.product.deposit.TermDeposit;
import com.opengamma.strata.product.deposit.TermDepositTrade;
/**
* A template for creating a term deposit trade.
* <p>
* This defines almost all the data necessary to create a {@link TermDeposit}.
* The trade date, notional and fixed rate are required to complete the template and create the trade.
* As such, it is often possible to get a market price for a trade based on the template.
* The market price is typically quoted as a bid/ask on the fixed rate.
* <p>
* The template 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 implied deposit ends, typically a number of months after the start date
* </ul>
*/
@BeanDefinition
public final class TermDepositTemplate
implements TradeTemplate, ImmutableBean, Serializable {
/**
* The period between the start date and the end date.
*/
@PropertyDefinition(validate = "notNull")
private final Period depositPeriod;
/**
* The underlying term deposit convention.
* <p>
* This specifies the standard convention of the term deposit to be created.
*/
@PropertyDefinition(validate = "notNull")
private final TermDepositConvention convention;
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
ArgChecker.isFalse(depositPeriod.isNegative(), "Deposit Period must not be negative");
}
//-------------------------------------------------------------------------
/**
* Obtains a template based on the specified period and convention.
*
* @param depositPeriod the period between the start date and the end date
* @param convention the market convention
* @return the template
*/
public static TermDepositTemplate of(Period depositPeriod, TermDepositConvention convention) {
ArgChecker.notNull(depositPeriod, "depositPeriod");
ArgChecker.notNull(convention, "convention");
return TermDepositTemplate.builder()
.depositPeriod(depositPeriod)
.convention(convention)
.build();
}
//-------------------------------------------------------------------------
/**
* Creates a trade based on this template.
* <p>
* This returns a trade based on the specified date.
* The notional is unsigned, with buy/sell determining the direction of the trade.
* If buying the term deposit, the principal is paid at the start date and the
* principal plus interest is received at the end date.
* If selling the term deposit, the principal is received at the start date and the
* principal plus interest is paid at the end date.
*
* @param tradeDate the date of the trade
* @param buySell the buy/sell flag, see {@link TermDeposit#getBuySell()}
* @param notional the notional amount, in the payment currency of the template
* @param rate the fixed rate, typically derived from the market
* @param refData the reference data, used to resolve the trade dates
* @return the trade
* @throws ReferenceDataNotFoundException if an identifier cannot be resolved in the reference data
*/
public TermDepositTrade createTrade(
LocalDate tradeDate,
BuySell buySell,
double notional,
double rate,
ReferenceData refData) {
return convention.createTrade(tradeDate, depositPeriod, buySell, notional, rate, refData);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code TermDepositTemplate}.
* @return the meta-bean, not null
*/
public static TermDepositTemplate.Meta meta() {
return TermDepositTemplate.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(TermDepositTemplate.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 TermDepositTemplate.Builder builder() {
return new TermDepositTemplate.Builder();
}
private TermDepositTemplate(
Period depositPeriod,
TermDepositConvention convention) {
JodaBeanUtils.notNull(depositPeriod, "depositPeriod");
JodaBeanUtils.notNull(convention, "convention");
this.depositPeriod = depositPeriod;
this.convention = convention;
validate();
}
@Override
public TermDepositTemplate.Meta metaBean() {
return TermDepositTemplate.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 period between the start date and the end date.
* @return the value of the property, not null
*/
public Period getDepositPeriod() {
return depositPeriod;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying term deposit convention.
* <p>
* This specifies the standard convention of the term deposit to be created.
* @return the value of the property, not null
*/
public TermDepositConvention getConvention() {
return convention;
}
//-----------------------------------------------------------------------
/**
* 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()) {
TermDepositTemplate other = (TermDepositTemplate) obj;
return JodaBeanUtils.equal(depositPeriod, other.depositPeriod) &&
JodaBeanUtils.equal(convention, other.convention);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(depositPeriod);
hash = hash * 31 + JodaBeanUtils.hashCode(convention);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("TermDepositTemplate{");
buf.append("depositPeriod").append('=').append(depositPeriod).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code TermDepositTemplate}.
*/
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 depositPeriod} property.
*/
private final MetaProperty<Period> depositPeriod = DirectMetaProperty.ofImmutable(
this, "depositPeriod", TermDepositTemplate.class, Period.class);
/**
* The meta-property for the {@code convention} property.
*/
private final MetaProperty<TermDepositConvention> convention = DirectMetaProperty.ofImmutable(
this, "convention", TermDepositTemplate.class, TermDepositConvention.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"depositPeriod",
"convention");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 14649855: // depositPeriod
return depositPeriod;
case 2039569265: // convention
return convention;
}
return super.metaPropertyGet(propertyName);
}
@Override
public TermDepositTemplate.Builder builder() {
return new TermDepositTemplate.Builder();
}
@Override
public Class<? extends TermDepositTemplate> beanType() {
return TermDepositTemplate.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code depositPeriod} property.
* @return the meta-property, not null
*/
public MetaProperty<Period> depositPeriod() {
return depositPeriod;
}
/**
* The meta-property for the {@code convention} property.
* @return the meta-property, not null
*/
public MetaProperty<TermDepositConvention> convention() {
return convention;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 14649855: // depositPeriod
return ((TermDepositTemplate) bean).getDepositPeriod();
case 2039569265: // convention
return ((TermDepositTemplate) bean).getConvention();
}
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 TermDepositTemplate}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<TermDepositTemplate> {
private Period depositPeriod;
private TermDepositConvention convention;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(TermDepositTemplate beanToCopy) {
this.depositPeriod = beanToCopy.getDepositPeriod();
this.convention = beanToCopy.getConvention();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 14649855: // depositPeriod
return depositPeriod;
case 2039569265: // convention
return convention;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 14649855: // depositPeriod
this.depositPeriod = (Period) newValue;
break;
case 2039569265: // convention
this.convention = (TermDepositConvention) 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 TermDepositTemplate build() {
return new TermDepositTemplate(
depositPeriod,
convention);
}
//-----------------------------------------------------------------------
/**
* Sets the period between the start date and the end date.
* @param depositPeriod the new value, not null
* @return this, for chaining, not null
*/
public Builder depositPeriod(Period depositPeriod) {
JodaBeanUtils.notNull(depositPeriod, "depositPeriod");
this.depositPeriod = depositPeriod;
return this;
}
/**
* Sets the underlying term deposit convention.
* <p>
* This specifies the standard convention of the term deposit to be created.
* @param convention the new value, not null
* @return this, for chaining, not null
*/
public Builder convention(TermDepositConvention convention) {
JodaBeanUtils.notNull(convention, "convention");
this.convention = convention;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("TermDepositTemplate.Builder{");
buf.append("depositPeriod").append('=').append(JodaBeanUtils.toString(depositPeriod)).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}