/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import static com.opengamma.strata.basics.currency.Currency.GBP;
import static com.opengamma.strata.basics.currency.Currency.USD;
import static com.opengamma.strata.basics.date.DayCounts.ACT_365F;
import static com.opengamma.strata.collect.TestHelper.date;
import static com.opengamma.strata.product.common.PayReceive.PAY;
import static com.opengamma.strata.product.common.PayReceive.RECEIVE;
import static com.opengamma.strata.product.swap.SwapLegType.FIXED;
import static com.opengamma.strata.product.swap.SwapLegType.IBOR;
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.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.AdjustableDate;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.product.common.PayReceive;
import com.opengamma.strata.product.rate.FixedRateComputation;
/**
* Mock.
*/
@BeanDefinition
public final class MockSwapLeg implements SwapLeg, ImmutableBean, Serializable {
public static final SwapLeg MOCK_GBP1 = MockSwapLeg.of(FIXED, PAY, date(2012, 1, 15), date(2012, 8, 15), GBP);
public static final ResolvedSwapLeg MOCK_EXPANDED_GBP1 = ResolvedSwapLeg.builder()
.type(FIXED)
.payReceive(PAY)
.paymentPeriods(RatePaymentPeriod.builder()
.paymentDate(date(2012, 8, 15))
.accrualPeriods(RateAccrualPeriod.builder()
.startDate(date(2012, 1, 15))
.endDate(date(2012, 8, 15))
.rateComputation(FixedRateComputation.of(0.012d))
.build())
.dayCount(ACT_365F)
.notional(1_000_000d)
.currency(GBP)
.build())
.build();
public static final SwapLeg MOCK_GBP2 = MockSwapLeg.of(FIXED, PAY, date(2012, 1, 15), date(2012, 6, 15), GBP);
public static final SwapLeg MOCK_USD1 = MockSwapLeg.of(IBOR, RECEIVE, date(2012, 1, 15), date(2012, 8, 15), USD);
public static final ResolvedSwapLeg MOCK_EXPANDED_USD1 = ResolvedSwapLeg.builder()
.type(IBOR)
.payReceive(RECEIVE)
.paymentPeriods(RatePaymentPeriod.builder()
.paymentDate(date(2012, 8, 15))
.accrualPeriods(RateAccrualPeriod.builder()
.startDate(date(2012, 1, 15))
.endDate(date(2012, 8, 15))
.rateComputation(FixedRateComputation.of(0.012d))
.build())
.dayCount(ACT_365F)
.notional(1_000_000d)
.currency(USD)
.build())
.build();
@PropertyDefinition(overrideGet = true)
private final SwapLegType type;
@PropertyDefinition(overrideGet = true)
private final PayReceive payReceive;
@PropertyDefinition(overrideGet = true)
private final AdjustableDate startDate;
@PropertyDefinition(overrideGet = true)
private final AdjustableDate endDate;
@PropertyDefinition(overrideGet = true)
private final Currency currency;
public static MockSwapLeg of(
SwapLegType type,
PayReceive payReceive,
LocalDate startDate,
LocalDate endDate,
Currency currency) {
return new MockSwapLeg(type, payReceive, AdjustableDate.of(startDate), AdjustableDate.of(endDate), currency);
}
@Override
public void collectIndices(ImmutableSet.Builder<Index> builder) {
}
@Override
public ResolvedSwapLeg resolve(ReferenceData refData) {
if (this == MOCK_GBP1) {
return MOCK_EXPANDED_GBP1;
}
if (this == MOCK_USD1) {
return MOCK_EXPANDED_USD1;
}
throw new UnsupportedOperationException();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code MockSwapLeg}.
* @return the meta-bean, not null
*/
public static MockSwapLeg.Meta meta() {
return MockSwapLeg.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(MockSwapLeg.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 MockSwapLeg.Builder builder() {
return new MockSwapLeg.Builder();
}
private MockSwapLeg(
SwapLegType type,
PayReceive payReceive,
AdjustableDate startDate,
AdjustableDate endDate,
Currency currency) {
this.type = type;
this.payReceive = payReceive;
this.startDate = startDate;
this.endDate = endDate;
this.currency = currency;
}
@Override
public MockSwapLeg.Meta metaBean() {
return MockSwapLeg.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 type.
* @return the value of the property
*/
@Override
public SwapLegType getType() {
return type;
}
//-----------------------------------------------------------------------
/**
* Gets the payReceive.
* @return the value of the property
*/
@Override
public PayReceive getPayReceive() {
return payReceive;
}
//-----------------------------------------------------------------------
/**
* Gets the startDate.
* @return the value of the property
*/
@Override
public AdjustableDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the endDate.
* @return the value of the property
*/
@Override
public AdjustableDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the currency.
* @return the value of the property
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* 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()) {
MockSwapLeg other = (MockSwapLeg) obj;
return JodaBeanUtils.equal(type, other.type) &&
JodaBeanUtils.equal(payReceive, other.payReceive) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(currency, other.currency);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(type);
hash = hash * 31 + JodaBeanUtils.hashCode(payReceive);
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("MockSwapLeg{");
buf.append("type").append('=').append(type).append(',').append(' ');
buf.append("payReceive").append('=').append(payReceive).append(',').append(' ');
buf.append("startDate").append('=').append(startDate).append(',').append(' ');
buf.append("endDate").append('=').append(endDate).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code MockSwapLeg}.
*/
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 type} property.
*/
private final MetaProperty<SwapLegType> type = DirectMetaProperty.ofImmutable(
this, "type", MockSwapLeg.class, SwapLegType.class);
/**
* The meta-property for the {@code payReceive} property.
*/
private final MetaProperty<PayReceive> payReceive = DirectMetaProperty.ofImmutable(
this, "payReceive", MockSwapLeg.class, PayReceive.class);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty<AdjustableDate> startDate = DirectMetaProperty.ofImmutable(
this, "startDate", MockSwapLeg.class, AdjustableDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty<AdjustableDate> endDate = DirectMetaProperty.ofImmutable(
this, "endDate", MockSwapLeg.class, AdjustableDate.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> currency = DirectMetaProperty.ofImmutable(
this, "currency", MockSwapLeg.class, Currency.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"type",
"payReceive",
"startDate",
"endDate",
"currency");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3575610: // type
return type;
case -885469925: // payReceive
return payReceive;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 575402001: // currency
return currency;
}
return super.metaPropertyGet(propertyName);
}
@Override
public MockSwapLeg.Builder builder() {
return new MockSwapLeg.Builder();
}
@Override
public Class<? extends MockSwapLeg> beanType() {
return MockSwapLeg.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code type} property.
* @return the meta-property, not null
*/
public MetaProperty<SwapLegType> type() {
return type;
}
/**
* The meta-property for the {@code payReceive} property.
* @return the meta-property, not null
*/
public MetaProperty<PayReceive> payReceive() {
return payReceive;
}
/**
* The meta-property for the {@code startDate} property.
* @return the meta-property, not null
*/
public MetaProperty<AdjustableDate> startDate() {
return startDate;
}
/**
* The meta-property for the {@code endDate} property.
* @return the meta-property, not null
*/
public MetaProperty<AdjustableDate> endDate() {
return endDate;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty<Currency> currency() {
return currency;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3575610: // type
return ((MockSwapLeg) bean).getType();
case -885469925: // payReceive
return ((MockSwapLeg) bean).getPayReceive();
case -2129778896: // startDate
return ((MockSwapLeg) bean).getStartDate();
case -1607727319: // endDate
return ((MockSwapLeg) bean).getEndDate();
case 575402001: // currency
return ((MockSwapLeg) bean).getCurrency();
}
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 MockSwapLeg}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<MockSwapLeg> {
private SwapLegType type;
private PayReceive payReceive;
private AdjustableDate startDate;
private AdjustableDate endDate;
private Currency currency;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(MockSwapLeg beanToCopy) {
this.type = beanToCopy.getType();
this.payReceive = beanToCopy.getPayReceive();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.currency = beanToCopy.getCurrency();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3575610: // type
return type;
case -885469925: // payReceive
return payReceive;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 575402001: // currency
return currency;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3575610: // type
this.type = (SwapLegType) newValue;
break;
case -885469925: // payReceive
this.payReceive = (PayReceive) newValue;
break;
case -2129778896: // startDate
this.startDate = (AdjustableDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (AdjustableDate) newValue;
break;
case 575402001: // currency
this.currency = (Currency) 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 MockSwapLeg build() {
return new MockSwapLeg(
type,
payReceive,
startDate,
endDate,
currency);
}
//-----------------------------------------------------------------------
/**
* Sets the type.
* @param type the new value
* @return this, for chaining, not null
*/
public Builder type(SwapLegType type) {
this.type = type;
return this;
}
/**
* Sets the payReceive.
* @param payReceive the new value
* @return this, for chaining, not null
*/
public Builder payReceive(PayReceive payReceive) {
this.payReceive = payReceive;
return this;
}
/**
* Sets the startDate.
* @param startDate the new value
* @return this, for chaining, not null
*/
public Builder startDate(AdjustableDate startDate) {
this.startDate = startDate;
return this;
}
/**
* Sets the endDate.
* @param endDate the new value
* @return this, for chaining, not null
*/
public Builder endDate(AdjustableDate endDate) {
this.endDate = endDate;
return this;
}
/**
* Sets the currency.
* @param currency the new value
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
this.currency = currency;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("MockSwapLeg.Builder{");
buf.append("type").append('=').append(JodaBeanUtils.toString(type)).append(',').append(' ');
buf.append("payReceive").append('=').append(JodaBeanUtils.toString(payReceive)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}