/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.security.cds;
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 org.threeten.bp.ZonedDateTime;
import com.opengamma.financial.convention.StubType;
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.security.FinancialSecurityVisitor;
import com.opengamma.financial.security.swap.InterestRateNotional;
import com.opengamma.id.ExternalId;
import com.opengamma.master.security.SecurityDescription;
/**
* A credit security based on a underlying CDS Index rather than a reference
* entity for a standard CDS trade.
*/
@BeanDefinition
@SecurityDescription(type = CreditDefaultSwapIndexSecurity.SECURITY_TYPE, description = "Cds index")
public class CreditDefaultSwapIndexSecurity extends AbstractCreditDefaultSwapSecurity {
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* The security type
*/
public static final String SECURITY_TYPE = "CDS_INDEX";
/**
* The date on which the upfront payment is exchanged (usually T + 3bd).
*/
@PropertyDefinition(validate = "notNull")
private ZonedDateTime _settlementDate;
/**
* Flag to determine if we business day adjust the user input settlement
* date (not a standard feature of index CDS positions).
*/
@PropertyDefinition(validate = "notNull")
private boolean _adjustSettlementDate;
/**
* The amount of upfront exchanged (usually on T+ 3bd) - can be positive or negative.
*/
@PropertyDefinition(validate = "notNull")
private InterestRateNotional _upfrontPayment;
/**
* The fixed index coupon (fixed at the issuance of the index).
*/
@PropertyDefinition(validate = "notNull")
private double _indexCoupon;
/**
* Constructor for Joda bean usage.
*/
CreditDefaultSwapIndexSecurity() {
super(SECURITY_TYPE);
}
public CreditDefaultSwapIndexSecurity(boolean buy, // CSIGNORE: number of parameters is appropriate here
ExternalId protectionBuyer,
ExternalId protectionSeller,
ExternalId underlyingIndex,
ZonedDateTime startDate,
ZonedDateTime effectiveDate,
ZonedDateTime maturityDate,
StubType stubType,
Frequency couponFrequency,
DayCount dayCount,
BusinessDayConvention businessDayConvention,
boolean immAdjustMaturityDate,
boolean adjustEffectiveDate,
boolean adjustMaturityDate,
InterestRateNotional notional,
boolean includeAccruedPremium,
boolean protectionStart,
ZonedDateTime settlementDate,
boolean adjustSettlementDate,
InterestRateNotional upfrontPayment,
double indexCoupon) {
super(SECURITY_TYPE,
buy,
protectionBuyer,
protectionSeller,
underlyingIndex,
startDate,
effectiveDate,
maturityDate,
stubType,
couponFrequency,
dayCount,
businessDayConvention,
immAdjustMaturityDate,
adjustEffectiveDate,
adjustMaturityDate,
notional,
includeAccruedPremium,
protectionStart);
setSettlementDate(settlementDate);
setAdjustSettlementDate(adjustSettlementDate);
setUpfrontPayment(upfrontPayment);
setIndexCoupon(indexCoupon);
}
@Override
public <T> T accept(FinancialSecurityVisitor<T> visitor) {
return visitor.visitCreditDefaultSwapIndexSecurity(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code CreditDefaultSwapIndexSecurity}.
* @return the meta-bean, not null
*/
public static CreditDefaultSwapIndexSecurity.Meta meta() {
return CreditDefaultSwapIndexSecurity.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(CreditDefaultSwapIndexSecurity.Meta.INSTANCE);
}
@Override
public CreditDefaultSwapIndexSecurity.Meta metaBean() {
return CreditDefaultSwapIndexSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the date on which the upfront payment is exchanged (usually T + 3bd).
* @return the value of the property, not null
*/
public ZonedDateTime getSettlementDate() {
return _settlementDate;
}
/**
* Sets the date on which the upfront payment is exchanged (usually T + 3bd).
* @param settlementDate the new value of the property, not null
*/
public void setSettlementDate(ZonedDateTime settlementDate) {
JodaBeanUtils.notNull(settlementDate, "settlementDate");
this._settlementDate = settlementDate;
}
/**
* Gets the the {@code settlementDate} property.
* @return the property, not null
*/
public final Property<ZonedDateTime> settlementDate() {
return metaBean().settlementDate().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets flag to determine if we business day adjust the user input settlement
* date (not a standard feature of index CDS positions).
* @return the value of the property, not null
*/
public boolean isAdjustSettlementDate() {
return _adjustSettlementDate;
}
/**
* Sets flag to determine if we business day adjust the user input settlement
* date (not a standard feature of index CDS positions).
* @param adjustSettlementDate the new value of the property, not null
*/
public void setAdjustSettlementDate(boolean adjustSettlementDate) {
JodaBeanUtils.notNull(adjustSettlementDate, "adjustSettlementDate");
this._adjustSettlementDate = adjustSettlementDate;
}
/**
* Gets the the {@code adjustSettlementDate} property.
* date (not a standard feature of index CDS positions).
* @return the property, not null
*/
public final Property<Boolean> adjustSettlementDate() {
return metaBean().adjustSettlementDate().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the amount of upfront exchanged (usually on T+ 3bd) - can be positive or negative.
* @return the value of the property, not null
*/
public InterestRateNotional getUpfrontPayment() {
return _upfrontPayment;
}
/**
* Sets the amount of upfront exchanged (usually on T+ 3bd) - can be positive or negative.
* @param upfrontPayment the new value of the property, not null
*/
public void setUpfrontPayment(InterestRateNotional upfrontPayment) {
JodaBeanUtils.notNull(upfrontPayment, "upfrontPayment");
this._upfrontPayment = upfrontPayment;
}
/**
* Gets the the {@code upfrontPayment} property.
* @return the property, not null
*/
public final Property<InterestRateNotional> upfrontPayment() {
return metaBean().upfrontPayment().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the fixed index coupon (fixed at the issuance of the index).
* @return the value of the property, not null
*/
public double getIndexCoupon() {
return _indexCoupon;
}
/**
* Sets the fixed index coupon (fixed at the issuance of the index).
* @param indexCoupon the new value of the property, not null
*/
public void setIndexCoupon(double indexCoupon) {
JodaBeanUtils.notNull(indexCoupon, "indexCoupon");
this._indexCoupon = indexCoupon;
}
/**
* Gets the the {@code indexCoupon} property.
* @return the property, not null
*/
public final Property<Double> indexCoupon() {
return metaBean().indexCoupon().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public CreditDefaultSwapIndexSecurity clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CreditDefaultSwapIndexSecurity other = (CreditDefaultSwapIndexSecurity) obj;
return JodaBeanUtils.equal(getSettlementDate(), other.getSettlementDate()) &&
(isAdjustSettlementDate() == other.isAdjustSettlementDate()) &&
JodaBeanUtils.equal(getUpfrontPayment(), other.getUpfrontPayment()) &&
JodaBeanUtils.equal(getIndexCoupon(), other.getIndexCoupon()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getSettlementDate());
hash = hash * 31 + JodaBeanUtils.hashCode(isAdjustSettlementDate());
hash = hash * 31 + JodaBeanUtils.hashCode(getUpfrontPayment());
hash = hash * 31 + JodaBeanUtils.hashCode(getIndexCoupon());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("CreditDefaultSwapIndexSecurity{");
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("settlementDate").append('=').append(JodaBeanUtils.toString(getSettlementDate())).append(',').append(' ');
buf.append("adjustSettlementDate").append('=').append(JodaBeanUtils.toString(isAdjustSettlementDate())).append(',').append(' ');
buf.append("upfrontPayment").append('=').append(JodaBeanUtils.toString(getUpfrontPayment())).append(',').append(' ');
buf.append("indexCoupon").append('=').append(JodaBeanUtils.toString(getIndexCoupon())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CreditDefaultSwapIndexSecurity}.
*/
public static class Meta extends AbstractCreditDefaultSwapSecurity.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code settlementDate} property.
*/
private final MetaProperty<ZonedDateTime> _settlementDate = DirectMetaProperty.ofReadWrite(
this, "settlementDate", CreditDefaultSwapIndexSecurity.class, ZonedDateTime.class);
/**
* The meta-property for the {@code adjustSettlementDate} property.
*/
private final MetaProperty<Boolean> _adjustSettlementDate = DirectMetaProperty.ofReadWrite(
this, "adjustSettlementDate", CreditDefaultSwapIndexSecurity.class, Boolean.TYPE);
/**
* The meta-property for the {@code upfrontPayment} property.
*/
private final MetaProperty<InterestRateNotional> _upfrontPayment = DirectMetaProperty.ofReadWrite(
this, "upfrontPayment", CreditDefaultSwapIndexSecurity.class, InterestRateNotional.class);
/**
* The meta-property for the {@code indexCoupon} property.
*/
private final MetaProperty<Double> _indexCoupon = DirectMetaProperty.ofReadWrite(
this, "indexCoupon", CreditDefaultSwapIndexSecurity.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"settlementDate",
"adjustSettlementDate",
"upfrontPayment",
"indexCoupon");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
return _settlementDate;
case 461393382: // adjustSettlementDate
return _adjustSettlementDate;
case -638821960: // upfrontPayment
return _upfrontPayment;
case 880904088: // indexCoupon
return _indexCoupon;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends CreditDefaultSwapIndexSecurity> builder() {
return new DirectBeanBuilder<CreditDefaultSwapIndexSecurity>(new CreditDefaultSwapIndexSecurity());
}
@Override
public Class<? extends CreditDefaultSwapIndexSecurity> beanType() {
return CreditDefaultSwapIndexSecurity.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code settlementDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<ZonedDateTime> settlementDate() {
return _settlementDate;
}
/**
* The meta-property for the {@code adjustSettlementDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> adjustSettlementDate() {
return _adjustSettlementDate;
}
/**
* The meta-property for the {@code upfrontPayment} property.
* @return the meta-property, not null
*/
public final MetaProperty<InterestRateNotional> upfrontPayment() {
return _upfrontPayment;
}
/**
* The meta-property for the {@code indexCoupon} property.
* @return the meta-property, not null
*/
public final MetaProperty<Double> indexCoupon() {
return _indexCoupon;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
return ((CreditDefaultSwapIndexSecurity) bean).getSettlementDate();
case 461393382: // adjustSettlementDate
return ((CreditDefaultSwapIndexSecurity) bean).isAdjustSettlementDate();
case -638821960: // upfrontPayment
return ((CreditDefaultSwapIndexSecurity) bean).getUpfrontPayment();
case 880904088: // indexCoupon
return ((CreditDefaultSwapIndexSecurity) bean).getIndexCoupon();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
((CreditDefaultSwapIndexSecurity) bean).setSettlementDate((ZonedDateTime) newValue);
return;
case 461393382: // adjustSettlementDate
((CreditDefaultSwapIndexSecurity) bean).setAdjustSettlementDate((Boolean) newValue);
return;
case -638821960: // upfrontPayment
((CreditDefaultSwapIndexSecurity) bean).setUpfrontPayment((InterestRateNotional) newValue);
return;
case 880904088: // indexCoupon
((CreditDefaultSwapIndexSecurity) bean).setIndexCoupon((Double) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((CreditDefaultSwapIndexSecurity) bean)._settlementDate, "settlementDate");
JodaBeanUtils.notNull(((CreditDefaultSwapIndexSecurity) bean)._adjustSettlementDate, "adjustSettlementDate");
JodaBeanUtils.notNull(((CreditDefaultSwapIndexSecurity) bean)._upfrontPayment, "upfrontPayment");
JodaBeanUtils.notNull(((CreditDefaultSwapIndexSecurity) bean)._indexCoupon, "indexCoupon");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}