/**
* 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 swap curve node.
*/
@BeanDefinition
public class RollDateSwapNode extends CurveNode {
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* The start tenor.
*/
@PropertyDefinition(validate = "notNull")
private Tenor _startTenor;
/**
* The roll date start number.
*/
@PropertyDefinition(validate = "notNull")
private int _rollDateStartNumber;
/**
* The roll date end number.
*/
@PropertyDefinition(validate = "notNull")
private int _rollDateEndNumber;
/**
* The roll date swap convention.
*/
@PropertyDefinition(validate = "notNull")
private ExternalId _rollDateSwapConvention;
/**
* Whether to use fixings when constructing the swap
*/
@PropertyDefinition(validate = "notNull")
private boolean _useFixings;
/**
* For the builder.
*/
RollDateSwapNode() {
super();
}
/**
* Sets the useFixings field to true and the node name to null
* @param startTenor The start tenor, not null
* @param rollDateStartNumber The roll date start number, not negative or zero
* @param rollDateEndNumber The roll date end number, not negative or zero
* @param swapConvention The swap convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
*/
public RollDateSwapNode(final Tenor startTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId swapConvention,
final String curveNodeIdMapperName) {
super(curveNodeIdMapperName);
ArgumentChecker.notNegativeOrZero(rollDateStartNumber, "roll date start number");
ArgumentChecker.notNegativeOrZero(rollDateEndNumber, "roll date end number");
setStartTenor(startTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateSwapConvention(swapConvention);
setUseFixings(true);
}
/**
* Sets the node name to null
* @param startTenor The start 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 swapConvention The swap convention, not null
* @param useFixings Use fixings
* @param curveNodeIdMapperName The curve node id mapper name
*/
public RollDateSwapNode(final Tenor startTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId swapConvention,
final boolean useFixings, final String curveNodeIdMapperName) {
super(curveNodeIdMapperName);
ArgumentChecker.notNegativeOrZero(rollDateStartNumber, "roll date start number");
ArgumentChecker.notNegativeOrZero(rollDateEndNumber, "roll date end number");
setStartTenor(startTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateSwapConvention(swapConvention);
setUseFixings(useFixings);
}
/**
* Sets the useFixings field to true and the node name to null
* @param startTenor The start 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 swapConvention The swap convention, not null
* @param curveNodeIdMapperName The curve node id mapper name, not null
* @param name The curve node name
*/
public RollDateSwapNode(final Tenor startTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId swapConvention,
final String curveNodeIdMapperName, final String name) {
super(curveNodeIdMapperName, name);
ArgumentChecker.notNegativeOrZero(rollDateStartNumber, "roll date start number");
ArgumentChecker.notNegativeOrZero(rollDateEndNumber, "roll date end number");
setStartTenor(startTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateSwapConvention(swapConvention);
setUseFixings(true);
}
/**
* Sets the node name to null
* @param startTenor The start 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 swapConvention The swap convention, not null
* @param useFixings Use fixings
* @param curveNodeIdMapperName The curve node id mapper name
* @param name The curve node name
*/
public RollDateSwapNode(final Tenor startTenor, final int rollDateStartNumber, final int rollDateEndNumber, final ExternalId swapConvention,
final boolean useFixings, final String curveNodeIdMapperName, final String name) {
super(curveNodeIdMapperName, name);
ArgumentChecker.notNegativeOrZero(rollDateStartNumber, "roll date start number");
ArgumentChecker.notNegativeOrZero(rollDateEndNumber, "roll date end number");
setStartTenor(startTenor);
setRollDateStartNumber(rollDateStartNumber);
setRollDateEndNumber(rollDateEndNumber);
setRollDateSwapConvention(swapConvention);
setUseFixings(useFixings);
}
@Override
public Tenor getResolvedMaturity() {
final int m = 3; // TODO [PLAT-6313]: Review: How to get the 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.visitRollDateSwapNode(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code RollDateSwapNode}.
* @return the meta-bean, not null
*/
public static RollDateSwapNode.Meta meta() {
return RollDateSwapNode.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(RollDateSwapNode.Meta.INSTANCE);
}
@Override
public RollDateSwapNode.Meta metaBean() {
return RollDateSwapNode.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 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 roll date swap convention.
* @return the value of the property, not null
*/
public ExternalId getRollDateSwapConvention() {
return _rollDateSwapConvention;
}
/**
* Sets the roll date swap convention.
* @param rollDateSwapConvention the new value of the property, not null
*/
public void setRollDateSwapConvention(ExternalId rollDateSwapConvention) {
JodaBeanUtils.notNull(rollDateSwapConvention, "rollDateSwapConvention");
this._rollDateSwapConvention = rollDateSwapConvention;
}
/**
* Gets the the {@code rollDateSwapConvention} property.
* @return the property, not null
*/
public final Property<ExternalId> rollDateSwapConvention() {
return metaBean().rollDateSwapConvention().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether to use fixings when constructing the swap
* @return the value of the property, not null
*/
public boolean isUseFixings() {
return _useFixings;
}
/**
* Sets whether to use fixings when constructing the swap
* @param useFixings the new value of the property, not null
*/
public void setUseFixings(boolean useFixings) {
JodaBeanUtils.notNull(useFixings, "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 RollDateSwapNode clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
RollDateSwapNode other = (RollDateSwapNode) obj;
return JodaBeanUtils.equal(getStartTenor(), other.getStartTenor()) &&
(getRollDateStartNumber() == other.getRollDateStartNumber()) &&
(getRollDateEndNumber() == other.getRollDateEndNumber()) &&
JodaBeanUtils.equal(getRollDateSwapConvention(), other.getRollDateSwapConvention()) &&
(isUseFixings() == other.isUseFixings()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getStartTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateStartNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateEndNumber());
hash = hash * 31 + JodaBeanUtils.hashCode(getRollDateSwapConvention());
hash = hash * 31 + JodaBeanUtils.hashCode(isUseFixings());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("RollDateSwapNode{");
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("rollDateStartNumber").append('=').append(JodaBeanUtils.toString(getRollDateStartNumber())).append(',').append(' ');
buf.append("rollDateEndNumber").append('=').append(JodaBeanUtils.toString(getRollDateEndNumber())).append(',').append(' ');
buf.append("rollDateSwapConvention").append('=').append(JodaBeanUtils.toString(getRollDateSwapConvention())).append(',').append(' ');
buf.append("useFixings").append('=').append(JodaBeanUtils.toString(isUseFixings())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code RollDateSwapNode}.
*/
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", RollDateSwapNode.class, Tenor.class);
/**
* The meta-property for the {@code rollDateStartNumber} property.
*/
private final MetaProperty<Integer> _rollDateStartNumber = DirectMetaProperty.ofReadWrite(
this, "rollDateStartNumber", RollDateSwapNode.class, Integer.TYPE);
/**
* The meta-property for the {@code rollDateEndNumber} property.
*/
private final MetaProperty<Integer> _rollDateEndNumber = DirectMetaProperty.ofReadWrite(
this, "rollDateEndNumber", RollDateSwapNode.class, Integer.TYPE);
/**
* The meta-property for the {@code rollDateSwapConvention} property.
*/
private final MetaProperty<ExternalId> _rollDateSwapConvention = DirectMetaProperty.ofReadWrite(
this, "rollDateSwapConvention", RollDateSwapNode.class, ExternalId.class);
/**
* The meta-property for the {@code useFixings} property.
*/
private final MetaProperty<Boolean> _useFixings = DirectMetaProperty.ofReadWrite(
this, "useFixings", RollDateSwapNode.class, Boolean.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"startTenor",
"rollDateStartNumber",
"rollDateEndNumber",
"rollDateSwapConvention",
"useFixings");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
return _startTenor;
case 2110556032: // rollDateStartNumber
return _rollDateStartNumber;
case -660728199: // rollDateEndNumber
return _rollDateEndNumber;
case 1667192847: // rollDateSwapConvention
return _rollDateSwapConvention;
case 1829944031: // useFixings
return _useFixings;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends RollDateSwapNode> builder() {
return new DirectBeanBuilder<RollDateSwapNode>(new RollDateSwapNode());
}
@Override
public Class<? extends RollDateSwapNode> beanType() {
return RollDateSwapNode.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 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 rollDateSwapConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> rollDateSwapConvention() {
return _rollDateSwapConvention;
}
/**
* 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 -1583746178: // startTenor
return ((RollDateSwapNode) bean).getStartTenor();
case 2110556032: // rollDateStartNumber
return ((RollDateSwapNode) bean).getRollDateStartNumber();
case -660728199: // rollDateEndNumber
return ((RollDateSwapNode) bean).getRollDateEndNumber();
case 1667192847: // rollDateSwapConvention
return ((RollDateSwapNode) bean).getRollDateSwapConvention();
case 1829944031: // useFixings
return ((RollDateSwapNode) bean).isUseFixings();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1583746178: // startTenor
((RollDateSwapNode) bean).setStartTenor((Tenor) newValue);
return;
case 2110556032: // rollDateStartNumber
((RollDateSwapNode) bean).setRollDateStartNumber((Integer) newValue);
return;
case -660728199: // rollDateEndNumber
((RollDateSwapNode) bean).setRollDateEndNumber((Integer) newValue);
return;
case 1667192847: // rollDateSwapConvention
((RollDateSwapNode) bean).setRollDateSwapConvention((ExternalId) newValue);
return;
case 1829944031: // useFixings
((RollDateSwapNode) bean).setUseFixings((Boolean) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((RollDateSwapNode) bean)._startTenor, "startTenor");
JodaBeanUtils.notNull(((RollDateSwapNode) bean)._rollDateStartNumber, "rollDateStartNumber");
JodaBeanUtils.notNull(((RollDateSwapNode) bean)._rollDateEndNumber, "rollDateEndNumber");
JodaBeanUtils.notNull(((RollDateSwapNode) bean)._rollDateSwapConvention, "rollDateSwapConvention");
JodaBeanUtils.notNull(((RollDateSwapNode) bean)._useFixings, "useFixings");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}