/**
* 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;
/**
* An IMM FRA curve node.
*/
@BeanDefinition
public class RollDateFRANode extends CurveNode {
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* The start tenor.
*/
@PropertyDefinition(validate = "notNull")
private Tenor _startTenor;
/**
* The index tenor.
*/
@PropertyDefinition(validate = "notNull")
private Tenor _indexTenor;
/**
* The roll date start number.
*/
@PropertyDefinition(validate = "notNull")
private int _rollDateStartNumber;
/**
* The roll date end number.
*/
@PropertyDefinition(validate = "notNull")
private int _rollDateEndNumber;
/**
* The IMM FRA convention with the underlying convention and the roll date convention.
*/
@PropertyDefinition(validate = "notNull")
private ExternalId _rollDateFRAConvention;
/**
* For the builder.
*/
RollDateFRANode() {
super();
}
/**
* Sets the useFixings field to true and the node name to null
* @param startTenor The start tenor, not null
* @param indexTenor The index tenor, not null
* @param rollDateStartNumber The IMM date start number, not negative or zero
* @param rollDateEndNumber The IMM date end number, not negative or zero
* @param convention The swap convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
*/
public RollDateFRANode(final Tenor startTenor, final Tenor indexTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId convention,
final String curveNodeIdMapperName) {
super(curveNodeIdMapperName);
setStartTenor(startTenor);
setIndexTenor(indexTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateFRAConvention(convention);
}
/**
* Sets the useFixings field to true and the node name to null
* @param startTenor The start tenor, not null
* @param indexTenor The index tenor, not null
* @param rollDateStartNumber The IMM date start number, not negative or zero
* @param rollDateEndNumber The IMM date end number, not negative or zero
* @param convention The IMM FRA convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
* @param name The curve node name
*/
public RollDateFRANode(final Tenor startTenor, final Tenor indexTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId convention,
final String curveNodeIdMapperName, final String name) {
super(curveNodeIdMapperName, name);
setStartTenor(startTenor);
setIndexTenor(indexTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateFRAConvention(convention);
}
@Override
public Tenor getResolvedMaturity() {
final int m = getIndexTenor().getPeriod().getMonths(); // TODO: Review: should it be index tenor or Roll date adjuster period?
return Tenor.of(getStartTenor().getPeriod().plusMonths(m * getRollDateEndNumber()));
}
@Override
public <T> T accept(final CurveNodeVisitor<T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitRollDateFRANode(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code RollDateFRANode}.
* @return the meta-bean, not null
*/
public static RollDateFRANode.Meta meta() {
return RollDateFRANode.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(RollDateFRANode.Meta.INSTANCE);
}
@Override
public RollDateFRANode.Meta metaBean() {
return RollDateFRANode.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* 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 index tenor.
* @return the value of the property, not null
*/
public Tenor getIndexTenor() {
return _indexTenor;
}
/**
* Sets the index tenor.
* @param indexTenor the new value of the property, not null
*/
public void setIndexTenor(Tenor indexTenor) {
JodaBeanUtils.notNull(indexTenor, "indexTenor");
this._indexTenor = indexTenor;
}
/**
* Gets the the {@code indexTenor} property.
* @return the property, not null
*/
public final Property<Tenor> indexTenor() {
return metaBean().indexTenor().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the roll date start number.
* @return the value of the property, not null
*/
public int getRollDateStartNumber() {
return _rollDateStartNumber;
}
/**
* Sets the roll date start number.
* @param rollDateStartNumber the new value of the property, not null
*/
public void setRollDateStartNumber(int rollDateStartNumber) {
JodaBeanUtils.notNull(rollDateStartNumber, "rollDateStartNumber");
this._rollDateStartNumber = rollDateStartNumber;
}
/**
* Gets the the {@code rollDateStartNumber} property.
* @return the property, not null
*/
public final Property<Integer> rollDateStartNumber() {
return metaBean().rollDateStartNumber().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the roll date end number.
* @return the value of the property, not null
*/
public int getRollDateEndNumber() {
return _rollDateEndNumber;
}
/**
* Sets the roll date end number.
* @param rollDateEndNumber the new value of the property, not null
*/
public void setRollDateEndNumber(int rollDateEndNumber) {
JodaBeanUtils.notNull(rollDateEndNumber, "rollDateEndNumber");
this._rollDateEndNumber = rollDateEndNumber;
}
/**
* Gets the the {@code rollDateEndNumber} property.
* @return the property, not null
*/
public final Property<Integer> rollDateEndNumber() {
return metaBean().rollDateEndNumber().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the IMM FRA convention with the underlying convention and the roll date convention.
* @return the value of the property, not null
*/
public ExternalId getRollDateFRAConvention() {
return _rollDateFRAConvention;
}
/**
* Sets the IMM FRA convention with the underlying convention and the roll date convention.
* @param rollDateFRAConvention the new value of the property, not null
*/
public void setRollDateFRAConvention(ExternalId rollDateFRAConvention) {
JodaBeanUtils.notNull(rollDateFRAConvention, "rollDateFRAConvention");
this._rollDateFRAConvention = rollDateFRAConvention;
}
/**
* Gets the the {@code rollDateFRAConvention} property.
* @return the property, not null
*/
public final Property<ExternalId> rollDateFRAConvention() {
return metaBean().rollDateFRAConvention().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public RollDateFRANode clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
RollDateFRANode other = (RollDateFRANode) obj;
return JodaBeanUtils.equal(getStartTenor(), other.getStartTenor()) &&
JodaBeanUtils.equal(getIndexTenor(), other.getIndexTenor()) &&
(getRollDateStartNumber() == other.getRollDateStartNumber()) &&
(getRollDateEndNumber() == other.getRollDateEndNumber()) &&
JodaBeanUtils.equal(getRollDateFRAConvention(), other.getRollDateFRAConvention()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getStartTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getIndexTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateStartNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateEndNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateFRAConvention());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("RollDateFRANode{");
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("startTenor").append('=').append(JodaBeanUtils.toString(getStartTenor())).append(',').append(' ');
buf.append("indexTenor").append('=').append(JodaBeanUtils.toString(getIndexTenor())).append(',').append(' ');
buf.append("rollDateStartNumber").append('=').append(JodaBeanUtils.toString(getRollDateStartNumber())).append(',').append(' ');
buf.append("rollDateEndNumber").append('=').append(JodaBeanUtils.toString(getRollDateEndNumber())).append(',').append(' ');
buf.append("rollDateFRAConvention").append('=').append(JodaBeanUtils.toString(getRollDateFRAConvention())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code RollDateFRANode}.
*/
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 startTenor} property.
*/
private final MetaProperty<Tenor> _startTenor = DirectMetaProperty.ofReadWrite(
this, "startTenor", RollDateFRANode.class, Tenor.class);
/**
* The meta-property for the {@code indexTenor} property.
*/
private final MetaProperty<Tenor> _indexTenor = DirectMetaProperty.ofReadWrite(
this, "indexTenor", RollDateFRANode.class, Tenor.class);
/**
* The meta-property for the {@code rollDateStartNumber} property.
*/
private final MetaProperty<Integer> _rollDateStartNumber = DirectMetaProperty.ofReadWrite(
this, "rollDateStartNumber", RollDateFRANode.class, Integer.TYPE);
/**
* The meta-property for the {@code rollDateEndNumber} property.
*/
private final MetaProperty<Integer> _rollDateEndNumber = DirectMetaProperty.ofReadWrite(
this, "rollDateEndNumber", RollDateFRANode.class, Integer.TYPE);
/**
* The meta-property for the {@code rollDateFRAConvention} property.
*/
private final MetaProperty<ExternalId> _rollDateFRAConvention = DirectMetaProperty.ofReadWrite(
this, "rollDateFRAConvention", RollDateFRANode.class, ExternalId.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"startTenor",
"indexTenor",
"rollDateStartNumber",
"rollDateEndNumber",
"rollDateFRAConvention");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return _startTenor;
case 736548110: // indexTenor
return _indexTenor;
case 2110556032: // rollDateStartNumber
return _rollDateStartNumber;
case -660728199: // rollDateEndNumber
return _rollDateEndNumber;
case -483000741: // rollDateFRAConvention
return _rollDateFRAConvention;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends RollDateFRANode> builder() {
return new DirectBeanBuilder<RollDateFRANode>(new RollDateFRANode());
}
@Override
public Class<? extends RollDateFRANode> beanType() {
return RollDateFRANode.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* 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 indexTenor} property.
* @return the meta-property, not null
*/
public final MetaProperty<Tenor> indexTenor() {
return _indexTenor;
}
/**
* The meta-property for the {@code rollDateStartNumber} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> rollDateStartNumber() {
return _rollDateStartNumber;
}
/**
* The meta-property for the {@code rollDateEndNumber} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> rollDateEndNumber() {
return _rollDateEndNumber;
}
/**
* The meta-property for the {@code rollDateFRAConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> rollDateFRAConvention() {
return _rollDateFRAConvention;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return ((RollDateFRANode) bean).getStartTenor();
case 736548110: // indexTenor
return ((RollDateFRANode) bean).getIndexTenor();
case 2110556032: // rollDateStartNumber
return ((RollDateFRANode) bean).getRollDateStartNumber();
case -660728199: // rollDateEndNumber
return ((RollDateFRANode) bean).getRollDateEndNumber();
case -483000741: // rollDateFRAConvention
return ((RollDateFRANode) bean).getRollDateFRAConvention();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
((RollDateFRANode) bean).setStartTenor((Tenor) newValue);
return;
case 736548110: // indexTenor
((RollDateFRANode) bean).setIndexTenor((Tenor) newValue);
return;
case 2110556032: // rollDateStartNumber
((RollDateFRANode) bean).setRollDateStartNumber((Integer) newValue);
return;
case -660728199: // rollDateEndNumber
((RollDateFRANode) bean).setRollDateEndNumber((Integer) newValue);
return;
case -483000741: // rollDateFRAConvention
((RollDateFRANode) bean).setRollDateFRAConvention((ExternalId) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((RollDateFRANode) bean)._startTenor, "startTenor");
JodaBeanUtils.notNull(((RollDateFRANode) bean)._indexTenor, "indexTenor");
JodaBeanUtils.notNull(((RollDateFRANode) bean)._rollDateStartNumber, "rollDateStartNumber");
JodaBeanUtils.notNull(((RollDateFRANode) bean)._rollDateEndNumber, "rollDateEndNumber");
JodaBeanUtils.notNull(((RollDateFRANode) bean)._rollDateFRAConvention, "rollDateFRAConvention");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}