/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.fx.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.basics.currency.CurrencyPair;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.TradeTemplate;
import com.opengamma.strata.product.common.BuySell;
import com.opengamma.strata.product.fx.FxSwapTrade;
/**
* A template for creating an FX swap trade.
* <p>
* This defines almost all the data necessary to create a {@link FxSwapTrade}.
* The trade date, notional, FX rate and forward points 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.
* <p>
* The convention is defined by four dates.
* <ul>
* <li>Trade date, the date that the trade is agreed
* <li>Spot date, the base for date calculations, typically 2 business days in the
* joint calendar of both currencies after the trade date
* <li>Near date, the date on which the near leg of the swap is exchanged,
* typically equal to the spot date
* <li>Far date, the date on which the far leg of the swap is exchanged,
* typically a number of months or years after the spot date
* </ul>
* Some of these dates are specified by the convention embedded within this template.
*/
@BeanDefinition
public final class FxSwapTemplate
implements TradeTemplate, ImmutableBean, Serializable {
/**
* The period between the spot value date and the near date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the near date of 3 months
*/
@PropertyDefinition(validate = "notNull")
private final Period periodToNear;
/**
* The period between the spot value date and the far date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the far date of 6 months
*/
@PropertyDefinition(validate = "notNull")
private final Period periodToFar;
/**
* The underlying FX Swap convention.
* <p>
* This specifies the market convention of the FX Swap to be created.
*/
@PropertyDefinition(validate = "notNull")
private final FxSwapConvention convention;
//-------------------------------------------------------------------------
/**
* Obtains a template based on the specified period and convention.
* <p>
* The near date is equal to the spot date.
* The period from the spot date to the far date is specified
* <p>
* For example, a '6M' FX swap has a near leg on the spot date and a period from spot to the far date of 6 months
*
* @param periodToFar the period between the spot date and the far date
* @param convention the market convention
* @return the template
*/
public static FxSwapTemplate of(Period periodToFar, FxSwapConvention convention) {
return FxSwapTemplate.builder()
.periodToNear(Period.ZERO)
.periodToFar(periodToFar)
.convention(convention).build();
}
/**
* Obtains a template based on the specified periods and convention.
* <p>
* Both the period from the spot date to the near date and far date are specified.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the start date of 3 months and
* a period from spot to the far date of 6 months
*
* @param periodToNear the period between the spot date and the near date
* @param periodToFar the period between the spot date and the far date
* @param convention the market convention
* @return the template
*/
public static FxSwapTemplate of(Period periodToNear, Period periodToFar, FxSwapConvention convention) {
return FxSwapTemplate.builder()
.periodToNear(periodToNear)
.periodToFar(periodToFar)
.convention(convention).build();
}
@ImmutableValidator
private void validate() {
ArgChecker.isFalse(periodToNear.isNegative(), "Period to start must not be negative");
ArgChecker.isFalse(periodToFar.isNegative(), "Period to end must not be negative");
}
//-------------------------------------------------------------------------
/**
* Gets the currency pair of the template.
*
* @return the currency pair
*/
public CurrencyPair getCurrencyPair() {
return convention.getCurrencyPair();
}
/**
* 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 FX Swap, the amount in the first currency of the pair is received
* in the near leg and paid in the far leg, while the second currency is paid in the
* near leg and received in the far leg.
*
* @param tradeDate the date of the trade
* @param buySell the buy/sell flag
* @param notional the notional amount, in the first currency of the currency pair
* @param nearFxRate the FX rate for the near leg
* @param forwardPoints the FX points to be added to the FX rate at the far leg
* @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 FxSwapTrade createTrade(
LocalDate tradeDate,
BuySell buySell,
double notional,
double nearFxRate,
double forwardPoints,
ReferenceData refData) {
return convention.createTrade(
tradeDate, periodToNear, periodToFar, buySell, notional, nearFxRate, forwardPoints, refData);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code FxSwapTemplate}.
* @return the meta-bean, not null
*/
public static FxSwapTemplate.Meta meta() {
return FxSwapTemplate.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(FxSwapTemplate.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 FxSwapTemplate.Builder builder() {
return new FxSwapTemplate.Builder();
}
private FxSwapTemplate(
Period periodToNear,
Period periodToFar,
FxSwapConvention convention) {
JodaBeanUtils.notNull(periodToNear, "periodToNear");
JodaBeanUtils.notNull(periodToFar, "periodToFar");
JodaBeanUtils.notNull(convention, "convention");
this.periodToNear = periodToNear;
this.periodToFar = periodToFar;
this.convention = convention;
validate();
}
@Override
public FxSwapTemplate.Meta metaBean() {
return FxSwapTemplate.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 spot value date and the near date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the near date of 3 months
* @return the value of the property, not null
*/
public Period getPeriodToNear() {
return periodToNear;
}
//-----------------------------------------------------------------------
/**
* Gets the period between the spot value date and the far date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the far date of 6 months
* @return the value of the property, not null
*/
public Period getPeriodToFar() {
return periodToFar;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying FX Swap convention.
* <p>
* This specifies the market convention of the FX Swap to be created.
* @return the value of the property, not null
*/
public FxSwapConvention 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()) {
FxSwapTemplate other = (FxSwapTemplate) obj;
return JodaBeanUtils.equal(periodToNear, other.periodToNear) &&
JodaBeanUtils.equal(periodToFar, other.periodToFar) &&
JodaBeanUtils.equal(convention, other.convention);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(periodToNear);
hash = hash * 31 + JodaBeanUtils.hashCode(periodToFar);
hash = hash * 31 + JodaBeanUtils.hashCode(convention);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("FxSwapTemplate{");
buf.append("periodToNear").append('=').append(periodToNear).append(',').append(' ');
buf.append("periodToFar").append('=').append(periodToFar).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FxSwapTemplate}.
*/
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 periodToNear} property.
*/
private final MetaProperty<Period> periodToNear = DirectMetaProperty.ofImmutable(
this, "periodToNear", FxSwapTemplate.class, Period.class);
/**
* The meta-property for the {@code periodToFar} property.
*/
private final MetaProperty<Period> periodToFar = DirectMetaProperty.ofImmutable(
this, "periodToFar", FxSwapTemplate.class, Period.class);
/**
* The meta-property for the {@code convention} property.
*/
private final MetaProperty<FxSwapConvention> convention = DirectMetaProperty.ofImmutable(
this, "convention", FxSwapTemplate.class, FxSwapConvention.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"periodToNear",
"periodToFar",
"convention");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -18701724: // periodToNear
return periodToNear;
case -970442405: // periodToFar
return periodToFar;
case 2039569265: // convention
return convention;
}
return super.metaPropertyGet(propertyName);
}
@Override
public FxSwapTemplate.Builder builder() {
return new FxSwapTemplate.Builder();
}
@Override
public Class<? extends FxSwapTemplate> beanType() {
return FxSwapTemplate.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code periodToNear} property.
* @return the meta-property, not null
*/
public MetaProperty<Period> periodToNear() {
return periodToNear;
}
/**
* The meta-property for the {@code periodToFar} property.
* @return the meta-property, not null
*/
public MetaProperty<Period> periodToFar() {
return periodToFar;
}
/**
* The meta-property for the {@code convention} property.
* @return the meta-property, not null
*/
public MetaProperty<FxSwapConvention> convention() {
return convention;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -18701724: // periodToNear
return ((FxSwapTemplate) bean).getPeriodToNear();
case -970442405: // periodToFar
return ((FxSwapTemplate) bean).getPeriodToFar();
case 2039569265: // convention
return ((FxSwapTemplate) 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 FxSwapTemplate}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<FxSwapTemplate> {
private Period periodToNear;
private Period periodToFar;
private FxSwapConvention convention;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FxSwapTemplate beanToCopy) {
this.periodToNear = beanToCopy.getPeriodToNear();
this.periodToFar = beanToCopy.getPeriodToFar();
this.convention = beanToCopy.getConvention();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -18701724: // periodToNear
return periodToNear;
case -970442405: // periodToFar
return periodToFar;
case 2039569265: // convention
return convention;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -18701724: // periodToNear
this.periodToNear = (Period) newValue;
break;
case -970442405: // periodToFar
this.periodToFar = (Period) newValue;
break;
case 2039569265: // convention
this.convention = (FxSwapConvention) 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 FxSwapTemplate build() {
return new FxSwapTemplate(
periodToNear,
periodToFar,
convention);
}
//-----------------------------------------------------------------------
/**
* Sets the period between the spot value date and the near date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the near date of 3 months
* @param periodToNear the new value, not null
* @return this, for chaining, not null
*/
public Builder periodToNear(Period periodToNear) {
JodaBeanUtils.notNull(periodToNear, "periodToNear");
this.periodToNear = periodToNear;
return this;
}
/**
* Sets the period between the spot value date and the far date.
* <p>
* For example, a '3M x 6M' FX swap has a period from spot to the far date of 6 months
* @param periodToFar the new value, not null
* @return this, for chaining, not null
*/
public Builder periodToFar(Period periodToFar) {
JodaBeanUtils.notNull(periodToFar, "periodToFar");
this.periodToFar = periodToFar;
return this;
}
/**
* Sets the underlying FX Swap convention.
* <p>
* This specifies the market convention of the FX Swap to be created.
* @param convention the new value, not null
* @return this, for chaining, not null
*/
public Builder convention(FxSwapConvention convention) {
JodaBeanUtils.notNull(convention, "convention");
this.convention = convention;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("FxSwapTemplate.Builder{");
buf.append("periodToNear").append('=').append(JodaBeanUtils.toString(periodToNear)).append(',').append(' ');
buf.append("periodToFar").append('=').append(JodaBeanUtils.toString(periodToFar)).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}