/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap.type;
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.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.date.Tenor;
import com.opengamma.strata.product.TradeTemplate;
import com.opengamma.strata.product.common.BuySell;
import com.opengamma.strata.product.swap.SwapTrade;
/**
* An template for creating inflation swap trades.
* <p>
* This defines almost all the data necessary to create a Inflation single currency {@link SwapTrade}.
* The trade date, end date, lag, 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.
*/
@BeanDefinition
public final class FixedInflationSwapTemplate
implements TradeTemplate, ImmutableBean, Serializable {
/**
* The tenor of the swap.
* <p>
* This is the period from the first accrual date to the last accrual date.
*/
@PropertyDefinition(validate = "notNull")
private final Tenor tenor;
/**
* The market convention of the swap.
*/
@PropertyDefinition(validate = "notNull")
private final FixedInflationSwapConvention convention;
//-------------------------------------------------------------------------
/**
* Creates a template based on the specified tenor and convention.
*
* @param tenor the tenor of the swap
* @param convention the market convention
* @return the template
*/
public static FixedInflationSwapTemplate of(Tenor tenor, FixedInflationSwapConvention convention) {
return FixedInflationSwapTemplate.builder()
.tenor(tenor)
.convention(convention)
.build();
}
//-------------------------------------------------------------------------
/**
* Creates a trade based on this template.
* <p>
* This returns a trade based on the specified trade date.
* <p>
* The notional is unsigned, with buy/sell determining the direction of the trade.
* If buying the swap, the floating rate is received from the counterparty, with the fixed rate being paid.
* If selling the swap, the floating rate is paid to the counterparty, with the fixed rate being received.
*
* @param tradeDate the date of the trade
* @param buySell the buy/sell flag
* @param notional the notional amount, in the payment currency of the template
* @param fixedRate 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 SwapTrade createTrade(
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) {
return convention.createTrade(tradeDate, tenor, buySell, notional, fixedRate, refData);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code FixedInflationSwapTemplate}.
* @return the meta-bean, not null
*/
public static FixedInflationSwapTemplate.Meta meta() {
return FixedInflationSwapTemplate.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(FixedInflationSwapTemplate.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 FixedInflationSwapTemplate.Builder builder() {
return new FixedInflationSwapTemplate.Builder();
}
private FixedInflationSwapTemplate(
Tenor tenor,
FixedInflationSwapConvention convention) {
JodaBeanUtils.notNull(tenor, "tenor");
JodaBeanUtils.notNull(convention, "convention");
this.tenor = tenor;
this.convention = convention;
}
@Override
public FixedInflationSwapTemplate.Meta metaBean() {
return FixedInflationSwapTemplate.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 tenor of the swap.
* <p>
* This is the period from the first accrual date to the last accrual date.
* @return the value of the property, not null
*/
public Tenor getTenor() {
return tenor;
}
//-----------------------------------------------------------------------
/**
* Gets the market convention of the swap.
* @return the value of the property, not null
*/
public FixedInflationSwapConvention 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()) {
FixedInflationSwapTemplate other = (FixedInflationSwapTemplate) obj;
return JodaBeanUtils.equal(tenor, other.tenor) &&
JodaBeanUtils.equal(convention, other.convention);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(tenor);
hash = hash * 31 + JodaBeanUtils.hashCode(convention);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FixedInflationSwapTemplate{");
buf.append("tenor").append('=').append(tenor).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FixedInflationSwapTemplate}.
*/
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 tenor} property.
*/
private final MetaProperty<Tenor> tenor = DirectMetaProperty.ofImmutable(
this, "tenor", FixedInflationSwapTemplate.class, Tenor.class);
/**
* The meta-property for the {@code convention} property.
*/
private final MetaProperty<FixedInflationSwapConvention> convention = DirectMetaProperty.ofImmutable(
this, "convention", FixedInflationSwapTemplate.class, FixedInflationSwapConvention.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"tenor",
"convention");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 110246592: // tenor
return tenor;
case 2039569265: // convention
return convention;
}
return super.metaPropertyGet(propertyName);
}
@Override
public FixedInflationSwapTemplate.Builder builder() {
return new FixedInflationSwapTemplate.Builder();
}
@Override
public Class<? extends FixedInflationSwapTemplate> beanType() {
return FixedInflationSwapTemplate.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code tenor} property.
* @return the meta-property, not null
*/
public MetaProperty<Tenor> tenor() {
return tenor;
}
/**
* The meta-property for the {@code convention} property.
* @return the meta-property, not null
*/
public MetaProperty<FixedInflationSwapConvention> convention() {
return convention;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 110246592: // tenor
return ((FixedInflationSwapTemplate) bean).getTenor();
case 2039569265: // convention
return ((FixedInflationSwapTemplate) 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 FixedInflationSwapTemplate}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<FixedInflationSwapTemplate> {
private Tenor tenor;
private FixedInflationSwapConvention convention;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FixedInflationSwapTemplate beanToCopy) {
this.tenor = beanToCopy.getTenor();
this.convention = beanToCopy.getConvention();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 110246592: // tenor
return tenor;
case 2039569265: // convention
return convention;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 110246592: // tenor
this.tenor = (Tenor) newValue;
break;
case 2039569265: // convention
this.convention = (FixedInflationSwapConvention) 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 FixedInflationSwapTemplate build() {
return new FixedInflationSwapTemplate(
tenor,
convention);
}
//-----------------------------------------------------------------------
/**
* Sets the tenor of the swap.
* <p>
* This is the period from the first accrual date to the last accrual date.
* @param tenor the new value, not null
* @return this, for chaining, not null
*/
public Builder tenor(Tenor tenor) {
JodaBeanUtils.notNull(tenor, "tenor");
this.tenor = tenor;
return this;
}
/**
* Sets the market convention of the swap.
* @param convention the new value, not null
* @return this, for chaining, not null
*/
public Builder convention(FixedInflationSwapConvention convention) {
JodaBeanUtils.notNull(convention, "convention");
this.convention = convention;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FixedInflationSwapTemplate.Builder{");
buf.append("tenor").append('=').append(JodaBeanUtils.toString(tenor)).append(',').append(' ');
buf.append("convention").append('=').append(JodaBeanUtils.toString(convention));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}