/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.convention;
import java.util.Map;
import java.util.Set;
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 org.threeten.bp.LocalDate;
import com.opengamma.analytics.financial.instrument.annuity.CompoundingMethod;
import com.opengamma.analytics.financial.instrument.annuity.DateRelativeTo;
import com.opengamma.core.convention.ConventionType;
import com.opengamma.financial.convention.businessday.BusinessDayConvention;
import com.opengamma.financial.convention.daycount.DayCount;
import com.opengamma.financial.convention.frequency.Frequency;
import com.opengamma.financial.convention.rolldate.RollConvention;
import com.opengamma.financial.security.irs.FixedInterestRateSwapLeg;
import com.opengamma.financial.security.irs.InterestRateSwapNotional;
import com.opengamma.financial.security.irs.PayReceiveType;
import com.opengamma.financial.security.irs.Rate;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
/**
* The convention for the fixed leg of an interest rate swap.
*/
@BeanDefinition
public final class FixedInterestRateSwapLegConvention extends InterestRateSwapLegConvention {
/**
* Type of the convention.
*/
public static final ConventionType TYPE = ConventionType.of("FixedInterestRateSwapLeg");
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* The payment lag in days.
*/
@PropertyDefinition
private int _paymentLag;
/**
* Creates an instance.
*/
protected FixedInterestRateSwapLegConvention() {
}
/**
* Creates an instance.
* <p>
* This instance will be incomplete with fields that are null that should not be.
*
* @param name the convention name, not null
* @param externalIdBundle the external identifiers for this convention, not null
*/
public FixedInterestRateSwapLegConvention(final String name, final ExternalIdBundle externalIdBundle) {
super(name, externalIdBundle);
}
/**
* Creates an instance.
*
* @param name the convention name, not null
* @param externalIdBundle the external identifiers for this convention, not null
* @param paymentCalendars the payment calendars, not null
* @param calculationCalendars the calculation calendars, not null
* @param maturityCalendars the maturity calendars, not null
* @param paymentDayConvention the payment day convention, not null
* @param calculationBusinessDayConvention the calculation day convention, not null
* @param maturityBusinessDayConvention the maturity day convention, not null
* @param dayCountConvention the day count frequency, not null
* @param paymentFrequency the payment frequency, not null
* @param calculationFrequency the calculation frequency, not null
* @param paymentRelativeTo the payment is relative to the beginning or end of the period, not null
* @param adjustedAccrual whether the accrual should be adjusted
* @param settlementDays the number of settlement days
* @param rollConvention the roll convention, not null
* @param compoundingMethod the compounding, not null
* @param paymentLag the payment lag in days
*/
public FixedInterestRateSwapLegConvention(final String name, final ExternalIdBundle externalIdBundle,
final Set<ExternalId> paymentCalendars,
final Set<ExternalId> calculationCalendars,
final Set<ExternalId> maturityCalendars,
final BusinessDayConvention paymentDayConvention,
final BusinessDayConvention calculationBusinessDayConvention,
final BusinessDayConvention maturityBusinessDayConvention,
final DayCount dayCountConvention,
final Frequency paymentFrequency,
final Frequency calculationFrequency,
final DateRelativeTo paymentRelativeTo,
final boolean adjustedAccrual,
final int settlementDays,
final RollConvention rollConvention,
final CompoundingMethod compoundingMethod,
final int paymentLag) {
super(name, externalIdBundle, paymentCalendars, calculationCalendars, maturityCalendars,
paymentDayConvention, calculationBusinessDayConvention, maturityBusinessDayConvention,
dayCountConvention, paymentFrequency, calculationFrequency, paymentRelativeTo,
adjustedAccrual, settlementDays, rollConvention, compoundingMethod);
setPaymentLag(paymentLag);
}
//-------------------------------------------------------------------------
/**
* Gets the type identifying this convention.
*
* @return the {@link #TYPE} constant, not null
*/
@Override
public ConventionType getConventionType() {
return TYPE;
}
/**
* Accepts a visitor to manage traversal of the hierarchy.
*
* @param <T> the result type of the visitor
* @param visitor the visitor, not null
* @return the result
*/
@Override
public <T> T accept(final FinancialConventionVisitor<T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitFixedInterestRateSwapLegConvention(this);
}
//-------------------------------------------------------------------------
/**
* Create a leg from a convention.
*
* @param notional the notional (may be simple or complex)
* @param payOrReceive is this a pay or receive leg?
* @param rate the interest rate (may be simple or complex)
* @param effectiveDate effective date of this leg
* @param terminationDate unadjusted maturity date of this leg
* @return the leg, not null
*/
public FixedInterestRateSwapLeg toLeg(final InterestRateSwapNotional notional, final PayReceiveType payOrReceive, final Rate rate, final LocalDate effectiveDate, final LocalDate terminationDate) {
validate();
final FixedInterestRateSwapLeg leg = new FixedInterestRateSwapLeg();
leg.setRate(rate);
leg.setPayReceiveType(payOrReceive);
leg.setNotional(notional);
leg.setDayCountConvention(getDayCountConvention());
leg.setRollConvention(getRollConvention());
leg.setEffectiveDate(effectiveDate);
leg.setUnadjustedMaturityDate(terminationDate);
// maturity date parameters
leg.setMaturityDateBusinessDayConvention(getMaturityBusinessDayConvention());
leg.setMaturityDateCalendars(getMaturityCalendars());
// payment
leg.setPaymentDateBusinessDayConvention(getPaymentDayConvention());
leg.setPaymentDateCalendars(getPaymentCalendars());
leg.setPaymentDateFrequency(getPaymentFrequency());
leg.setPaymentOffset(-_paymentLag);
leg.setPaymentDateRelativeTo(getPaymentRelativeTo());
// accrual period parameters
leg.setAccrualPeriodBusinessDayConvention(getCalculationBusinessDayConvention());
leg.setAccrualPeriodCalendars(getCalculationCalendars());
leg.setAccrualPeriodFrequency(getCalculationFrequency());
// compounding method
leg.setCompoundingMethod(getCompoundingMethod());
return leg;
}
/**
* Create a leg from a convention.
*
* @param notional the notional (may be simple or complex)
* @param payOrReceive is this a pay or receive leg?
* @param rate the interest rate (may be simple or complex)
* @return the leg, not null
*/
public FixedInterestRateSwapLeg toLeg(final InterestRateSwapNotional notional, final PayReceiveType payOrReceive, final Rate rate) {
return toLeg(notional, payOrReceive, rate, null, null);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code FixedInterestRateSwapLegConvention}.
* @return the meta-bean, not null
*/
public static FixedInterestRateSwapLegConvention.Meta meta() {
return FixedInterestRateSwapLegConvention.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(FixedInterestRateSwapLegConvention.Meta.INSTANCE);
}
@Override
public FixedInterestRateSwapLegConvention.Meta metaBean() {
return FixedInterestRateSwapLegConvention.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the payment lag in days.
* @return the value of the property
*/
public int getPaymentLag() {
return _paymentLag;
}
/**
* Sets the payment lag in days.
* @param paymentLag the new value of the property
*/
public void setPaymentLag(int paymentLag) {
this._paymentLag = paymentLag;
}
/**
* Gets the the {@code paymentLag} property.
* @return the property, not null
*/
public Property<Integer> paymentLag() {
return metaBean().paymentLag().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public FixedInterestRateSwapLegConvention clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
FixedInterestRateSwapLegConvention other = (FixedInterestRateSwapLegConvention) obj;
return (getPaymentLag() == other.getPaymentLag()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getPaymentLag());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("FixedInterestRateSwapLegConvention{");
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("paymentLag").append('=').append(JodaBeanUtils.toString(getPaymentLag())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FixedInterestRateSwapLegConvention}.
*/
public static final class Meta extends InterestRateSwapLegConvention.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code paymentLag} property.
*/
private final MetaProperty<Integer> _paymentLag = DirectMetaProperty.ofReadWrite(
this, "paymentLag", FixedInterestRateSwapLegConvention.class, Integer.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"paymentLag");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1612870060: // paymentLag
return _paymentLag;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends FixedInterestRateSwapLegConvention> builder() {
return new DirectBeanBuilder<FixedInterestRateSwapLegConvention>(new FixedInterestRateSwapLegConvention());
}
@Override
public Class<? extends FixedInterestRateSwapLegConvention> beanType() {
return FixedInterestRateSwapLegConvention.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code paymentLag} property.
* @return the meta-property, not null
*/
public MetaProperty<Integer> paymentLag() {
return _paymentLag;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1612870060: // paymentLag
return ((FixedInterestRateSwapLegConvention) bean).getPaymentLag();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 1612870060: // paymentLag
((FixedInterestRateSwapLegConvention) bean).setPaymentLag((Integer) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}