/**
* 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 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.core.convention.ConventionType;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.Tenor;
/**
* Convention for a vanilla ibor swap leg.
*/
@BeanDefinition
public class VanillaIborLegConvention extends FinancialConvention {
/**
* Type of the convention.
*/
public static final ConventionType TYPE = ConventionType.of("VanillaIborLeg");
/** Serialization version. */
private static final long serialVersionUID = 1L;
/**
* The ibor index.
*/
@PropertyDefinition(validate = "notNull")
private ExternalId _iborIndexConvention;
/**
* Whether the fixing in advance (true) or in arrears (false).
*/
@PropertyDefinition
private boolean _isAdvanceFixing;
/**
* The interpolation method to use for broken periods.
*/
@PropertyDefinition(validate = "notNull")
private String _interpolationMethod;
/**
* The reset tenor of the underlying index.
*/
@PropertyDefinition(validate = "notNull")
private Tenor _resetTenor;
/**
* The number of settlement days.
*/
@PropertyDefinition
private int _settlementDays;
/**
* Whether the schedule is end-of-month.
*/
@PropertyDefinition
private boolean _isEOM;
/**
* The stub type.
*/
@PropertyDefinition(validate = "notNull")
private StubType _stubType;
/**
* Whether the notional exchanged.
*/
@PropertyDefinition
private boolean _isExchangeNotional;
/**
* The payment lag in days.
*/
@PropertyDefinition
private int _paymentLag;
/**
* Creates an instance.
*/
protected VanillaIborLegConvention() {
super();
}
/**
* Creates an instance.
*
* @param name the convention name, not null
* @param externalIdBundle the external identifiers for this convention, not null
* @param iborIndexConvention the underlying ibor index convention, not null
* @param isAdvanceFixing true if fixing is in advance
* @param interpolationMethod the interpolation method for broken periods, not null
* @param resetTenor the reset tenor, not null
* @param settlementDays the number of settlement days
* @param isEOM true if dates follow the end-of-month rule
* @param stubType the stub type, not null
* @param isExchangeNotional true if notional is to be exchanged
* @param paymentLag the payment lag in days
*/
public VanillaIborLegConvention(
final String name, final ExternalIdBundle externalIdBundle, final ExternalId iborIndexConvention,
final boolean isAdvanceFixing, final String interpolationMethod, final Tenor resetTenor,
final int settlementDays, final boolean isEOM, final StubType stubType,
final boolean isExchangeNotional, final int paymentLag) {
super(name, externalIdBundle);
setIborIndexConvention(iborIndexConvention);
setIsAdvanceFixing(isAdvanceFixing);
setInterpolationMethod(interpolationMethod);
setResetTenor(resetTenor);
setSettlementDays(settlementDays);
setIsEOM(isEOM);
setStubType(stubType);
setIsExchangeNotional(isExchangeNotional);
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.visitVanillaIborLegConvention(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code VanillaIborLegConvention}.
* @return the meta-bean, not null
*/
public static VanillaIborLegConvention.Meta meta() {
return VanillaIborLegConvention.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(VanillaIborLegConvention.Meta.INSTANCE);
}
@Override
public VanillaIborLegConvention.Meta metaBean() {
return VanillaIborLegConvention.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the ibor index.
* @return the value of the property, not null
*/
public ExternalId getIborIndexConvention() {
return _iborIndexConvention;
}
/**
* Sets the ibor index.
* @param iborIndexConvention the new value of the property, not null
*/
public void setIborIndexConvention(ExternalId iborIndexConvention) {
JodaBeanUtils.notNull(iborIndexConvention, "iborIndexConvention");
this._iborIndexConvention = iborIndexConvention;
}
/**
* Gets the the {@code iborIndexConvention} property.
* @return the property, not null
*/
public final Property<ExternalId> iborIndexConvention() {
return metaBean().iborIndexConvention().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether the fixing in advance (true) or in arrears (false).
* @return the value of the property
*/
public boolean isIsAdvanceFixing() {
return _isAdvanceFixing;
}
/**
* Sets whether the fixing in advance (true) or in arrears (false).
* @param isAdvanceFixing the new value of the property
*/
public void setIsAdvanceFixing(boolean isAdvanceFixing) {
this._isAdvanceFixing = isAdvanceFixing;
}
/**
* Gets the the {@code isAdvanceFixing} property.
* @return the property, not null
*/
public final Property<Boolean> isAdvanceFixing() {
return metaBean().isAdvanceFixing().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the interpolation method to use for broken periods.
* @return the value of the property, not null
*/
public String getInterpolationMethod() {
return _interpolationMethod;
}
/**
* Sets the interpolation method to use for broken periods.
* @param interpolationMethod the new value of the property, not null
*/
public void setInterpolationMethod(String interpolationMethod) {
JodaBeanUtils.notNull(interpolationMethod, "interpolationMethod");
this._interpolationMethod = interpolationMethod;
}
/**
* Gets the the {@code interpolationMethod} property.
* @return the property, not null
*/
public final Property<String> interpolationMethod() {
return metaBean().interpolationMethod().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the reset tenor of the underlying index.
* @return the value of the property, not null
*/
public Tenor getResetTenor() {
return _resetTenor;
}
/**
* Sets the reset tenor of the underlying index.
* @param resetTenor the new value of the property, not null
*/
public void setResetTenor(Tenor resetTenor) {
JodaBeanUtils.notNull(resetTenor, "resetTenor");
this._resetTenor = resetTenor;
}
/**
* Gets the the {@code resetTenor} property.
* @return the property, not null
*/
public final Property<Tenor> resetTenor() {
return metaBean().resetTenor().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the number of settlement days.
* @return the value of the property
*/
public int getSettlementDays() {
return _settlementDays;
}
/**
* Sets the number of settlement days.
* @param settlementDays the new value of the property
*/
public void setSettlementDays(int settlementDays) {
this._settlementDays = settlementDays;
}
/**
* Gets the the {@code settlementDays} property.
* @return the property, not null
*/
public final Property<Integer> settlementDays() {
return metaBean().settlementDays().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether the schedule is end-of-month.
* @return the value of the property
*/
public boolean isIsEOM() {
return _isEOM;
}
/**
* Sets whether the schedule is end-of-month.
* @param isEOM the new value of the property
*/
public void setIsEOM(boolean isEOM) {
this._isEOM = isEOM;
}
/**
* Gets the the {@code isEOM} property.
* @return the property, not null
*/
public final Property<Boolean> isEOM() {
return metaBean().isEOM().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the stub type.
* @return the value of the property, not null
*/
public StubType getStubType() {
return _stubType;
}
/**
* Sets the stub type.
* @param stubType the new value of the property, not null
*/
public void setStubType(StubType stubType) {
JodaBeanUtils.notNull(stubType, "stubType");
this._stubType = stubType;
}
/**
* Gets the the {@code stubType} property.
* @return the property, not null
*/
public final Property<StubType> stubType() {
return metaBean().stubType().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets whether the notional exchanged.
* @return the value of the property
*/
public boolean isIsExchangeNotional() {
return _isExchangeNotional;
}
/**
* Sets whether the notional exchanged.
* @param isExchangeNotional the new value of the property
*/
public void setIsExchangeNotional(boolean isExchangeNotional) {
this._isExchangeNotional = isExchangeNotional;
}
/**
* Gets the the {@code isExchangeNotional} property.
* @return the property, not null
*/
public final Property<Boolean> isExchangeNotional() {
return metaBean().isExchangeNotional().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* 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 final Property<Integer> paymentLag() {
return metaBean().paymentLag().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public VanillaIborLegConvention clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
VanillaIborLegConvention other = (VanillaIborLegConvention) obj;
return JodaBeanUtils.equal(getIborIndexConvention(), other.getIborIndexConvention()) &&
(isIsAdvanceFixing() == other.isIsAdvanceFixing()) &&
JodaBeanUtils.equal(getInterpolationMethod(), other.getInterpolationMethod()) &&
JodaBeanUtils.equal(getResetTenor(), other.getResetTenor()) &&
(getSettlementDays() == other.getSettlementDays()) &&
(isIsEOM() == other.isIsEOM()) &&
JodaBeanUtils.equal(getStubType(), other.getStubType()) &&
(isIsExchangeNotional() == other.isIsExchangeNotional()) &&
(getPaymentLag() == other.getPaymentLag()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getIborIndexConvention());
hash = hash * 31 + JodaBeanUtils.hashCode(isIsAdvanceFixing());
hash = hash * 31 + JodaBeanUtils.hashCode(getInterpolationMethod());
hash = hash * 31 + JodaBeanUtils.hashCode(getResetTenor());
hash = hash * 31 + JodaBeanUtils.hashCode(getSettlementDays());
hash = hash * 31 + JodaBeanUtils.hashCode(isIsEOM());
hash = hash * 31 + JodaBeanUtils.hashCode(getStubType());
hash = hash * 31 + JodaBeanUtils.hashCode(isIsExchangeNotional());
hash = hash * 31 + JodaBeanUtils.hashCode(getPaymentLag());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("VanillaIborLegConvention{");
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("iborIndexConvention").append('=').append(JodaBeanUtils.toString(getIborIndexConvention())).append(',').append(' ');
buf.append("isAdvanceFixing").append('=').append(JodaBeanUtils.toString(isIsAdvanceFixing())).append(',').append(' ');
buf.append("interpolationMethod").append('=').append(JodaBeanUtils.toString(getInterpolationMethod())).append(',').append(' ');
buf.append("resetTenor").append('=').append(JodaBeanUtils.toString(getResetTenor())).append(',').append(' ');
buf.append("settlementDays").append('=').append(JodaBeanUtils.toString(getSettlementDays())).append(',').append(' ');
buf.append("isEOM").append('=').append(JodaBeanUtils.toString(isIsEOM())).append(',').append(' ');
buf.append("stubType").append('=').append(JodaBeanUtils.toString(getStubType())).append(',').append(' ');
buf.append("isExchangeNotional").append('=').append(JodaBeanUtils.toString(isIsExchangeNotional())).append(',').append(' ');
buf.append("paymentLag").append('=').append(JodaBeanUtils.toString(getPaymentLag())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code VanillaIborLegConvention}.
*/
public static class Meta extends FinancialConvention.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code iborIndexConvention} property.
*/
private final MetaProperty<ExternalId> _iborIndexConvention = DirectMetaProperty.ofReadWrite(
this, "iborIndexConvention", VanillaIborLegConvention.class, ExternalId.class);
/**
* The meta-property for the {@code isAdvanceFixing} property.
*/
private final MetaProperty<Boolean> _isAdvanceFixing = DirectMetaProperty.ofReadWrite(
this, "isAdvanceFixing", VanillaIborLegConvention.class, Boolean.TYPE);
/**
* The meta-property for the {@code interpolationMethod} property.
*/
private final MetaProperty<String> _interpolationMethod = DirectMetaProperty.ofReadWrite(
this, "interpolationMethod", VanillaIborLegConvention.class, String.class);
/**
* The meta-property for the {@code resetTenor} property.
*/
private final MetaProperty<Tenor> _resetTenor = DirectMetaProperty.ofReadWrite(
this, "resetTenor", VanillaIborLegConvention.class, Tenor.class);
/**
* The meta-property for the {@code settlementDays} property.
*/
private final MetaProperty<Integer> _settlementDays = DirectMetaProperty.ofReadWrite(
this, "settlementDays", VanillaIborLegConvention.class, Integer.TYPE);
/**
* The meta-property for the {@code isEOM} property.
*/
private final MetaProperty<Boolean> _isEOM = DirectMetaProperty.ofReadWrite(
this, "isEOM", VanillaIborLegConvention.class, Boolean.TYPE);
/**
* The meta-property for the {@code stubType} property.
*/
private final MetaProperty<StubType> _stubType = DirectMetaProperty.ofReadWrite(
this, "stubType", VanillaIborLegConvention.class, StubType.class);
/**
* The meta-property for the {@code isExchangeNotional} property.
*/
private final MetaProperty<Boolean> _isExchangeNotional = DirectMetaProperty.ofReadWrite(
this, "isExchangeNotional", VanillaIborLegConvention.class, Boolean.TYPE);
/**
* The meta-property for the {@code paymentLag} property.
*/
private final MetaProperty<Integer> _paymentLag = DirectMetaProperty.ofReadWrite(
this, "paymentLag", VanillaIborLegConvention.class, Integer.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"iborIndexConvention",
"isAdvanceFixing",
"interpolationMethod",
"resetTenor",
"settlementDays",
"isEOM",
"stubType",
"isExchangeNotional",
"paymentLag");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
return _iborIndexConvention;
case 1363941829: // isAdvanceFixing
return _isAdvanceFixing;
case 374385573: // interpolationMethod
return _interpolationMethod;
case -1687017807: // resetTenor
return _resetTenor;
case -295948000: // settlementDays
return _settlementDays;
case 100464505: // isEOM
return _isEOM;
case 1873675528: // stubType
return _stubType;
case 348962765: // isExchangeNotional
return _isExchangeNotional;
case 1612870060: // paymentLag
return _paymentLag;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends VanillaIborLegConvention> builder() {
return new DirectBeanBuilder<VanillaIborLegConvention>(new VanillaIborLegConvention());
}
@Override
public Class<? extends VanillaIborLegConvention> beanType() {
return VanillaIborLegConvention.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code iborIndexConvention} property.
* @return the meta-property, not null
*/
public final MetaProperty<ExternalId> iborIndexConvention() {
return _iborIndexConvention;
}
/**
* The meta-property for the {@code isAdvanceFixing} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> isAdvanceFixing() {
return _isAdvanceFixing;
}
/**
* The meta-property for the {@code interpolationMethod} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> interpolationMethod() {
return _interpolationMethod;
}
/**
* The meta-property for the {@code resetTenor} property.
* @return the meta-property, not null
*/
public final MetaProperty<Tenor> resetTenor() {
return _resetTenor;
}
/**
* The meta-property for the {@code settlementDays} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> settlementDays() {
return _settlementDays;
}
/**
* The meta-property for the {@code isEOM} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> isEOM() {
return _isEOM;
}
/**
* The meta-property for the {@code stubType} property.
* @return the meta-property, not null
*/
public final MetaProperty<StubType> stubType() {
return _stubType;
}
/**
* The meta-property for the {@code isExchangeNotional} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> isExchangeNotional() {
return _isExchangeNotional;
}
/**
* The meta-property for the {@code paymentLag} property.
* @return the meta-property, not null
*/
public final MetaProperty<Integer> paymentLag() {
return _paymentLag;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
return ((VanillaIborLegConvention) bean).getIborIndexConvention();
case 1363941829: // isAdvanceFixing
return ((VanillaIborLegConvention) bean).isIsAdvanceFixing();
case 374385573: // interpolationMethod
return ((VanillaIborLegConvention) bean).getInterpolationMethod();
case -1687017807: // resetTenor
return ((VanillaIborLegConvention) bean).getResetTenor();
case -295948000: // settlementDays
return ((VanillaIborLegConvention) bean).getSettlementDays();
case 100464505: // isEOM
return ((VanillaIborLegConvention) bean).isIsEOM();
case 1873675528: // stubType
return ((VanillaIborLegConvention) bean).getStubType();
case 348962765: // isExchangeNotional
return ((VanillaIborLegConvention) bean).isIsExchangeNotional();
case 1612870060: // paymentLag
return ((VanillaIborLegConvention) bean).getPaymentLag();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1542426233: // iborIndexConvention
((VanillaIborLegConvention) bean).setIborIndexConvention((ExternalId) newValue);
return;
case 1363941829: // isAdvanceFixing
((VanillaIborLegConvention) bean).setIsAdvanceFixing((Boolean) newValue);
return;
case 374385573: // interpolationMethod
((VanillaIborLegConvention) bean).setInterpolationMethod((String) newValue);
return;
case -1687017807: // resetTenor
((VanillaIborLegConvention) bean).setResetTenor((Tenor) newValue);
return;
case -295948000: // settlementDays
((VanillaIborLegConvention) bean).setSettlementDays((Integer) newValue);
return;
case 100464505: // isEOM
((VanillaIborLegConvention) bean).setIsEOM((Boolean) newValue);
return;
case 1873675528: // stubType
((VanillaIborLegConvention) bean).setStubType((StubType) newValue);
return;
case 348962765: // isExchangeNotional
((VanillaIborLegConvention) bean).setIsExchangeNotional((Boolean) newValue);
return;
case 1612870060: // paymentLag
((VanillaIborLegConvention) bean).setPaymentLag((Integer) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((VanillaIborLegConvention) bean)._iborIndexConvention, "iborIndexConvention");
JodaBeanUtils.notNull(((VanillaIborLegConvention) bean)._interpolationMethod, "interpolationMethod");
JodaBeanUtils.notNull(((VanillaIborLegConvention) bean)._resetTenor, "resetTenor");
JodaBeanUtils.notNull(((VanillaIborLegConvention) bean)._stubType, "stubType");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}