/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.ircurve.strips;
import java.util.Map;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
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.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.Tenor;
/**
* A swap curve node that uses calendar dates to set the start and maturity dates.
* By calendar we mean a list of dates, e.g. ECB dates stored in a {@see com.opengamma.core.DateSet}
* configuration object this is unrelated to the holiday calendar implementation.
*/
@BeanDefinition
public class CalendarSwapNode extends CurveNode {
/** Serialization version. */
private static final long serialVersionUID = 1L;
/**
* The set of dates (i.e. calendar) name, not null. Used to determine swap start and end dates using the offsets below.
* Refers to the name of the {@see com.opengamma.core.DateSet} configuration object holding the dates.
*/
@PropertyDefinition(validate = "notNull")
private String _dateSetName;
/**
* The start tenor.
*/
@PropertyDefinition(validate = "notNull")
private Tenor _startTenor;
/**
* The calendar date number for the swap start (effective) date.
*/
@PropertyDefinition
private int _startDateNumber;
/**
* The calendar date number for the swap end (maturity) date.
*/
@PropertyDefinition
private int _endDateNumber;
/**
* The swap convention.
*/
@PropertyDefinition(validate = "notNull")
private ExternalId _swapConvention;
/**
* Whether to use fixings when constructing the swap.
*/
@PropertyDefinition
private boolean _useFixings;
/**
* For the builder.
*/
/* package */CalendarSwapNode() {
super();
}
/**
* Sets the useFixings parameter to true.
* @param dateSetName The calendar name, not null
* @param startTenor The start tenor, not null
* @param startDateNumber The start date number, greater than zero
* @param endDateNumber The maturity date number, greater than the start date number
* @param swapConvention The swap convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
*/
public CalendarSwapNode(final String dateSetName, final Tenor startTenor, final int startDateNumber, final int endDateNumber, final ExternalId swapConvention,
final String curveNodeIdMapperName) {
super(curveNodeIdMapperName);
ArgumentChecker.notNegativeOrZero(startDateNumber, "start date number");
ArgumentChecker.isTrue(endDateNumber > startDateNumber, "Maturity date number {} must be greater than the start date number {}",
endDateNumber,
startDateNumber);
setDateSetName(dateSetName);
setStartTenor(startTenor);
setStartDateNumber(startDateNumber);
setEndDateNumber(endDateNumber);
setSwapConvention(swapConvention);
setUseFixings(true);
}
/**
* @param dateSetName The calendar id, not null
* @param startTenor The start tenor, not null
* @param startDateNumber The start date number, greater than zero
* @param endDateNumber The end date number, greater than the start date number
* @param swapConvention The swap convention, not null
* @param useFixings The use fixings parameter
* @param curveNodeIdMapperName The curve node id mapper name, not null
*/
public CalendarSwapNode(final String dateSetName, final Tenor startTenor, final int startDateNumber, final int endDateNumber, final ExternalId swapConvention,
final boolean useFixings, final String curveNodeIdMapperName) {
super(curveNodeIdMapperName);
ArgumentChecker.notNegativeOrZero(startDateNumber, "start date number");
ArgumentChecker.isTrue(endDateNumber > startDateNumber, "Maturity date number {} must be greater than the start date number {}",
endDateNumber,
startDateNumber);
setDateSetName(dateSetName);
setStartTenor(startTenor);
setStartDateNumber(startDateNumber);
setEndDateNumber(endDateNumber);
setSwapConvention(swapConvention);
setUseFixings(useFixings);
}
/**
* Sets the useFixings parameter to true.
* @param dateSetName The calendar id, not null
* @param startTenor The start tenor, not null
* @param startDateNumber The start date number, greater than zero
* @param endDateNumber The end date number, greater than the start date number
* @param swapConvention The swap convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
* @param name The curve node name
*/
public CalendarSwapNode(final String dateSetName, final Tenor startTenor, final int startDateNumber, final int endDateNumber, final ExternalId swapConvention,
final String curveNodeIdMapperName, final String name) {
super(curveNodeIdMapperName, name);
ArgumentChecker.notNegativeOrZero(startDateNumber, "start date number");
ArgumentChecker.isTrue(endDateNumber > startDateNumber, "Maturity date number {} must be greater than the start date number {}",
endDateNumber,
startDateNumber);
setDateSetName(dateSetName);
setStartTenor(startTenor);
setStartDateNumber(startDateNumber);
setEndDateNumber(endDateNumber);
setSwapConvention(swapConvention);
setUseFixings(true);
}
/**
* @param dateSetName The calendar id, not null
* @param startTenor The start tenor, not null
* @param startDateNumber The start date number, greater than zero
* @param endDateNumber The end date number, greater than the start date number
* @param swapConvention The swap convention, not null
* @param useFixings The use fixings parameter
* @param curveNodeIdMapperName The curve node id mapper name, not null
* @param name The curve node name
*/
public CalendarSwapNode(final String dateSetName, final Tenor startTenor, final int startDateNumber, final int endDateNumber, final ExternalId swapConvention,
final boolean useFixings, final String curveNodeIdMapperName, final String name) {
super(curveNodeIdMapperName, name);
ArgumentChecker.notNegativeOrZero(startDateNumber, "start date number");
ArgumentChecker.isTrue(endDateNumber > startDateNumber, "Maturity date number {} must be greater than the start date number {}",
endDateNumber,
startDateNumber);
setDateSetName(dateSetName);
setStartTenor(startTenor);
setStartDateNumber(startDateNumber);
setEndDateNumber(endDateNumber);
setSwapConvention(swapConvention);
setUseFixings(useFixings);
}
@Override
public Tenor getResolvedMaturity() {
final int m = 1; // TODO [PLAT-6313]: Review: How to get the Roll date adjuster period?
return Tenor.of(getStartTenor().getPeriod().plusMonths(m * getEndDateNumber()));
}
@Override
public <T> T accept(final CurveNodeVisitor<T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitCalendarSwapNode(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code CalendarSwapNode}.
* @return the meta-bean, not null
*/
public static CalendarSwapNode.Meta meta() {
return CalendarSwapNode.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(CalendarSwapNode.Meta.INSTANCE);
}
@Override
public CalendarSwapNode.Meta metaBean() {
return CalendarSwapNode.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the set of dates (i.e. calendar) name, not null. Used to determine swap start and end dates using the offsets below.
* Refers to the name of the {@see com.opengamma.core.DateSet} configuration object holding the dates.
* @return the value of the property, not null
*/
public String getDateSetName() {
return _dateSetName;
}
/**
* Sets the set of dates (i.e. calendar) name, not null. Used to determine swap start and end dates using the offsets below.
* Refers to the name of the {@see com.opengamma.core.DateSet} configuration object holding the dates.
* @param dateSetName the new value of the property, not null
*/
public void setDateSetName(String dateSetName) {
JodaBeanUtils.notNull(dateSetName, "dateSetName");
this._dateSetName = dateSetName;
}
/**
* Gets the the {@code dateSetName} property.
* Refers to the name of the {@see com.opengamma.core.DateSet} configuration object holding the dates.
* @return the property, not null
*/
public final Property<String> dateSetName() {
return metaBean().dateSetName().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the start tenor.
* @return the value of the property, not null
*/
public Tenor getStartTenor() {
return _startTenor;
}
/**
* Sets the start tenor.
* @param startTenor the new value of the property, not null
*/
public void setStartTenor(Tenor startTenor) {
JodaBeanUtils.notNull(startTenor, "startTenor");
this._startTenor = startTenor;
}
/**
* Gets the the {@code startTenor} property.
* @return the property, not null
*/
public final Property<Tenor> startTenor() {
return metaBean().startTenor().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the calendar date number for the swap start (effective) date.
* @return the value of the property
*/
public int getStartDateNumber() {
return _startDateNumber;
}
/**
* Sets the calendar date number for the swap start (effective) date.
* @param startDateNumber the new value of the property
*/
public void setStartDateNumber(int startDateNumber) {
this._startDateNumber = startDateNumber;
}
/**
* Gets the the {@code startDateNumber} property.
* @return the property, not null
*/
public final Property<Integer> startDateNumber() {
return metaBean().startDateNumber().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the calendar date number for the swap end (maturity) date.
* @return the value of the property
*/
public int getEndDateNumber() {
return _endDateNumber;
}
/**
* Sets the calendar date number for the swap end (maturity) date.
* @param endDateNumber the new value of the property
*/
public void setEndDateNumber(int endDateNumber) {
this._endDateNumber = endDateNumber;
}
/**
* Gets the the {@code endDateNumber} property.
* @return the property, not null
*/
public final Property<Integer> endDateNumber() {
return metaBean().endDateNumber().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the swap convention.
* @return the value of the property, not null
*/
public ExternalId getSwapConvention() {
return _swapConvention;
}
/**
* Sets the swap convention.
* @param swapConvention the new value of the property, not null
*/
public void setSwapConvention(ExternalId swapConvention) {
JodaBeanUtils.notNull(swapConvention, "swapConvention");
this._swapConvention = swapConvention;
}
/**
* Gets the the {@code swapConvention} property.
* @return the property, not null
*/
public final Property<ExternalId> swapConvention() {
return metaBean().swapConvention().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether to use fixings when constructing the swap.
* @return the value of the property
*/
public boolean isUseFixings() {
return _useFixings;
}
/**
* Sets whether to use fixings when constructing the swap.
* @param useFixings the new value of the property
*/
public void setUseFixings(boolean useFixings) {
this._useFixings = useFixings;
}
/**
* Gets the the {@code useFixings} property.
* @return the property, not null
*/
public final Property<Boolean> useFixings() {
return metaBean().useFixings().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public CalendarSwapNode clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CalendarSwapNode other = (CalendarSwapNode) obj;
return JodaBeanUtils.equal(getDateSetName(), other.getDateSetName()) &&
JodaBeanUtils.equal(getStartTenor(), other.getStartTenor()) &&
(getStartDateNumber() == other.getStartDateNumber()) &&
(getEndDateNumber() == other.getEndDateNumber()) &&
JodaBeanUtils.equal(getSwapConvention(), other.getSwapConvention()) &&
(isUseFixings() == other.isUseFixings()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getDateSetName());
hash = hash * 31 + JodaBeanUtils.hashCode(getStartTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getStartDateNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getEndDateNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getSwapConvention());
hash = hash * 31 + JodaBeanUtils.hashCode(isUseFixings());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("CalendarSwapNode{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
@Override
protected void toString(StringBuilder buf) {
super.toString(buf);
buf.append("dateSetName").append('=').append(JodaBeanUtils.toString(getDateSetName())).append(',').append(' ');
buf.append("startTenor").append('=').append(JodaBeanUtils.toString(getStartTenor())).append(',').append(' ');
buf.append("startDateNumber").append('=').append(JodaBeanUtils.toString(getStartDateNumber())).append(',').append(' ');
buf.append("endDateNumber").append('=').append(JodaBeanUtils.toString(getEndDateNumber())).append(',').append(' ');
buf.append("swapConvention").append('=').append(JodaBeanUtils.toString(getSwapConvention())).append(',').append(' ');
buf.append("useFixings").append('=').append(JodaBeanUtils.toString(isUseFixings())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CalendarSwapNode}.
*/
public static class Meta extends CurveNode.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code dateSetName} property.
*/
private final MetaProperty<String> _dateSetName = DirectMetaProperty.ofReadWrite(
this, "dateSetName", CalendarSwapNode.class, String.class);
/**
* The meta-property for the {@code startTenor} property.
*/
private final MetaProperty<Tenor> _startTenor = DirectMetaProperty.ofReadWrite(
this, "startTenor", CalendarSwapNode.class, Tenor.class);
/**
* The meta-property for the {@code startDateNumber} property.
*/
private final MetaProperty<Integer> _startDateNumber = DirectMetaProperty.ofReadWrite(
this, "startDateNumber", CalendarSwapNode.class, Integer.TYPE);
/**
* The meta-property for the {@code endDateNumber} property.
*/
private final MetaProperty<Integer> _endDateNumber = DirectMetaProperty.ofReadWrite(
this, "endDateNumber", CalendarSwapNode.class, Integer.TYPE);
/**
* The meta-property for the {@code swapConvention} property.
*/
private final MetaProperty<ExternalId> _swapConvention = DirectMetaProperty.ofReadWrite(
this, "swapConvention", CalendarSwapNode.class, ExternalId.class);
/**
* The meta-property for the {@code useFixings} property.
*/
private final MetaProperty<Boolean> _useFixings = DirectMetaProperty.ofReadWrite(
this, "useFixings", CalendarSwapNode.class, Boolean.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"dateSetName",
"startTenor",
"startDateNumber",
"endDateNumber",
"swapConvention",
"useFixings");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1115098497: // dateSetName
return _dateSetName;
case -1583746178: // startTenor
return _startTenor;
case -2005022055: // startDateNumber
return _startDateNumber;
case 526912466: // endDateNumber
return _endDateNumber;
case 1414180196: // swapConvention
return _swapConvention;
case 1829944031: // useFixings
return _useFixings;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends CalendarSwapNode> builder() {
return new DirectBeanBuilder<CalendarSwapNode>(new CalendarSwapNode());
}
@Override
public Class<? extends CalendarSwapNode> beanType() {
return CalendarSwapNode.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code dateSetName} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> dateSetName() {
return _dateSetName;
}
/**
* The meta-property for the {@code startTenor} property.
* @return the meta-property, not null
*/
public final MetaProperty<Tenor> startTenor() {
return _startTenor;
}
/**
* The meta-property for the {@code startDateNumber} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> startDateNumber() {
return _startDateNumber;
}
/**
* The meta-property for the {@code endDateNumber} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> endDateNumber() {
return _endDateNumber;
}
/**
* The meta-property for the {@code swapConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> swapConvention() {
return _swapConvention;
}
/**
* The meta-property for the {@code useFixings} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> useFixings() {
return _useFixings;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1115098497: // dateSetName
return ((CalendarSwapNode) bean).getDateSetName();
case -1583746178: // startTenor
return ((CalendarSwapNode) bean).getStartTenor();
case -2005022055: // startDateNumber
return ((CalendarSwapNode) bean).getStartDateNumber();
case 526912466: // endDateNumber
return ((CalendarSwapNode) bean).getEndDateNumber();
case 1414180196: // swapConvention
return ((CalendarSwapNode) bean).getSwapConvention();
case 1829944031: // useFixings
return ((CalendarSwapNode) bean).isUseFixings();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1115098497: // dateSetName
((CalendarSwapNode) bean).setDateSetName((String) newValue);
return;
case -1583746178: // startTenor
((CalendarSwapNode) bean).setStartTenor((Tenor) newValue);
return;
case -2005022055: // startDateNumber
((CalendarSwapNode) bean).setStartDateNumber((Integer) newValue);
return;
case 526912466: // endDateNumber
((CalendarSwapNode) bean).setEndDateNumber((Integer) newValue);
return;
case 1414180196: // swapConvention
((CalendarSwapNode) bean).setSwapConvention((ExternalId) newValue);
return;
case 1829944031: // useFixings
((CalendarSwapNode) bean).setUseFixings((Boolean) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((CalendarSwapNode) bean)._dateSetName, "dateSetName");
JodaBeanUtils.notNull(((CalendarSwapNode) bean)._startTenor, "startTenor");
JodaBeanUtils.notNull(((CalendarSwapNode) bean)._swapConvention, "swapConvention");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}