/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.security.credit;
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.LocalDate;
import com.opengamma.core.link.ResolvableSecurityLink;
import com.opengamma.core.link.SecurityLink;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.financial.security.FinancialSecurityVisitor;
import com.opengamma.financial.security.swap.InterestRateNotional;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.master.security.SecurityDescription;
import com.opengamma.util.time.Tenor;
/**
* A credit security based on an underlying CDS Index.
*/
@BeanDefinition
@SecurityDescription(type = IndexCDSSecurity.SECURITY_TYPE, description = "Index CDS")
public class IndexCDSSecurity extends FinancialSecurity {
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* The security type
*/
public static final String SECURITY_TYPE = "INDEX_CDS";
/**
* The trade date, aka T.
*/
@PropertyDefinition(validate = "notNull")
private LocalDate _tradeDate;
/**
* The maturity date. Corresponds to the trade date plus a valid tenor listed in the index definition.
*/
@PropertyDefinition(validate = "notNull")
private LocalDate _maturityDate;
/**
* Is protection being bought?
*/
@PropertyDefinition(validate = "notNull")
private boolean _buyProtection;
/**
* The reference entity. The underlying index identifier for the CDS Index.
*/
@PropertyDefinition(validate = "notNull")
private SecurityLink<IndexCDSDefinitionSecurity> _underlyingIndex;
/**
* The notional.
*/
@PropertyDefinition(validate = "notNull")
private InterestRateNotional _notional;
/**
* Constructor for Joda bean usage.
*/
IndexCDSSecurity() {
super(SECURITY_TYPE);
}
/**
* An Index CDS
*
* @param id identifier for this index cds, not null
* @param buy is protection being bought, not null
* @param underlyingIndex the underling index definition identifier, not null
* @param maturityDate the maturity date, not null
* @param tradeDate the trade date, not null
* @param notional the notional, not null
*/
public IndexCDSSecurity(ExternalIdBundle id, final boolean buy,
final SecurityLink<IndexCDSDefinitionSecurity> underlyingIndex,
final LocalDate tradeDate, LocalDate maturityDate, final InterestRateNotional notional) {
super(SECURITY_TYPE);
setExternalIdBundle(id);
setBuyProtection(buy);
setUnderlyingIndex(underlyingIndex);
setTradeDate(tradeDate);
setMaturityDate(maturityDate);
setNotional(notional);
}
/**
* An Index CDS
*
* @param id identifier for this index cds, not null
* @param buy is protection being bought, not null
* @param underlyingIndex the underling index definition identifier, not null
* @param maturityDate the maturity date, not null
* @param tradeDate the trade date, not null
* @param notional the notional, not null
*/
public IndexCDSSecurity(ExternalIdBundle id, final boolean buy, final ExternalId underlyingIndex,
final LocalDate tradeDate, LocalDate maturityDate, final InterestRateNotional notional) {
super(SECURITY_TYPE);
setExternalIdBundle(id);
setBuyProtection(buy);
setUnderlyingIndex(SecurityLink.<IndexCDSDefinitionSecurity>resolvable(underlyingIndex));
setTradeDate(tradeDate);
setMaturityDate(maturityDate);
setNotional(notional);
}
/**
* An Index CDS
*
* @param id identifier for this index cds, not null
* @param name the descriptive name for the security, not null
* @param buy is protection being bought, not null
* @param underlyingIndex the underling index definition (generally a RED code), not null
* @param maturityDate the the maturity date, not null
* @param tradeDate the trade date, not null
* @param notional the notional, not null
*/
public IndexCDSSecurity(ExternalIdBundle id, String name, final boolean buy,
final SecurityLink<IndexCDSDefinitionSecurity> underlyingIndex,
final LocalDate tradeDate, LocalDate maturityDate, final InterestRateNotional notional) {
super(SECURITY_TYPE);
setExternalIdBundle(id);
setName(name);
setBuyProtection(buy);
setUnderlyingIndex(underlyingIndex);
setTradeDate(tradeDate);
setMaturityDate(maturityDate);
setNotional(notional);
}
/**
* An Index CDS
*
* @param id identifier for this index cds, not null
* @param name the descriptive name for the security, not null
* @param buy is protection being bought, not null
* @param underlyingIndex the underling index definition (generally a RED code), not null
* @param maturityDate the maturity date, not null
* @param tradeDate the trade date, not null
* @param notional the notional, not null
*/
public IndexCDSSecurity(ExternalIdBundle id, String name, final boolean buy, final ExternalId underlyingIndex,
final LocalDate tradeDate, LocalDate maturityDate, final InterestRateNotional notional) {
super(SECURITY_TYPE);
setExternalIdBundle(id);
setName(name);
setBuyProtection(buy);
setUnderlyingIndex(SecurityLink.<IndexCDSDefinitionSecurity>resolvable(underlyingIndex));
setMaturityDate(maturityDate);
setTradeDate(tradeDate);
setNotional(notional);
}
@Override
public <T> T accept(FinancialSecurityVisitor<T> visitor) {
return visitor.visitIndexCDSSecurity(this);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code IndexCDSSecurity}.
* @return the meta-bean, not null
*/
public static IndexCDSSecurity.Meta meta() {
return IndexCDSSecurity.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(IndexCDSSecurity.Meta.INSTANCE);
}
@Override
public IndexCDSSecurity.Meta metaBean() {
return IndexCDSSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the trade date, aka T.
* @return the value of the property, not null
*/
public LocalDate getTradeDate() {
return _tradeDate;
}
/**
* Sets the trade date, aka T.
* @param tradeDate the new value of the property, not null
*/
public void setTradeDate(LocalDate tradeDate) {
JodaBeanUtils.notNull(tradeDate, "tradeDate");
this._tradeDate = tradeDate;
}
/**
* Gets the the {@code tradeDate} property.
* @return the property, not null
*/
public final Property<LocalDate> tradeDate() {
return metaBean().tradeDate().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the maturity date. Corresponds to the trade date plus a valid tenor listed in the index definition.
* @return the value of the property, not null
*/
public LocalDate getMaturityDate() {
return _maturityDate;
}
/**
* Sets the maturity date. Corresponds to the trade date plus a valid tenor listed in the index definition.
* @param maturityDate the new value of the property, not null
*/
public void setMaturityDate(LocalDate maturityDate) {
JodaBeanUtils.notNull(maturityDate, "maturityDate");
this._maturityDate = maturityDate;
}
/**
* Gets the the {@code maturityDate} property.
* @return the property, not null
*/
public final Property<LocalDate> maturityDate() {
return metaBean().maturityDate().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets is protection being bought?
* @return the value of the property, not null
*/
public boolean isBuyProtection() {
return _buyProtection;
}
/**
* Sets is protection being bought?
* @param buyProtection the new value of the property, not null
*/
public void setBuyProtection(boolean buyProtection) {
JodaBeanUtils.notNull(buyProtection, "buyProtection");
this._buyProtection = buyProtection;
}
/**
* Gets the the {@code buyProtection} property.
* @return the property, not null
*/
public final Property<Boolean> buyProtection() {
return metaBean().buyProtection().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the reference entity. The underlying index identifier for the CDS Index.
* @return the value of the property, not null
*/
public SecurityLink<IndexCDSDefinitionSecurity> getUnderlyingIndex() {
return _underlyingIndex;
}
/**
* Sets the reference entity. The underlying index identifier for the CDS Index.
* @param underlyingIndex the new value of the property, not null
*/
public void setUnderlyingIndex(SecurityLink<IndexCDSDefinitionSecurity> underlyingIndex) {
JodaBeanUtils.notNull(underlyingIndex, "underlyingIndex");
this._underlyingIndex = underlyingIndex;
}
/**
* Gets the the {@code underlyingIndex} property.
* @return the property, not null
*/
public final Property<SecurityLink<IndexCDSDefinitionSecurity>> underlyingIndex() {
return metaBean().underlyingIndex().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the notional.
* @return the value of the property, not null
*/
public InterestRateNotional getNotional() {
return _notional;
}
/**
* Sets the notional.
* @param notional the new value of the property, not null
*/
public void setNotional(InterestRateNotional notional) {
JodaBeanUtils.notNull(notional, "notional");
this._notional = notional;
}
/**
* Gets the the {@code notional} property.
* @return the property, not null
*/
public final Property<InterestRateNotional> notional() {
return metaBean().notional().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public IndexCDSSecurity clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
IndexCDSSecurity other = (IndexCDSSecurity) obj;
return JodaBeanUtils.equal(getTradeDate(), other.getTradeDate()) &&
JodaBeanUtils.equal(getMaturityDate(), other.getMaturityDate()) &&
(isBuyProtection() == other.isBuyProtection()) &&
JodaBeanUtils.equal(getUnderlyingIndex(), other.getUnderlyingIndex()) &&
JodaBeanUtils.equal(getNotional(), other.getNotional()) &&
super.equals(obj);
}
return false;
}
@Override
public int hashCode() {
int hash = 7;
hash = hash * 31 + JodaBeanUtils.hashCode(getTradeDate());
hash = hash * 31 + JodaBeanUtils.hashCode(getMaturityDate());
hash = hash * 31 + JodaBeanUtils.hashCode(isBuyProtection());
hash = hash * 31 + JodaBeanUtils.hashCode(getUnderlyingIndex());
hash = hash * 31 + JodaBeanUtils.hashCode(getNotional());
return hash ^ super.hashCode();
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("IndexCDSSecurity{");
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("tradeDate").append('=').append(JodaBeanUtils.toString(getTradeDate())).append(',').append(' ');
buf.append("maturityDate").append('=').append(JodaBeanUtils.toString(getMaturityDate())).append(',').append(' ');
buf.append("buyProtection").append('=').append(JodaBeanUtils.toString(isBuyProtection())).append(',').append(' ');
buf.append("underlyingIndex").append('=').append(JodaBeanUtils.toString(getUnderlyingIndex())).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(getNotional())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code IndexCDSSecurity}.
*/
public static class Meta extends FinancialSecurity.Meta {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code tradeDate} property.
*/
private final MetaProperty<LocalDate> _tradeDate = DirectMetaProperty.ofReadWrite(
this, "tradeDate", IndexCDSSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code maturityDate} property.
*/
private final MetaProperty<LocalDate> _maturityDate = DirectMetaProperty.ofReadWrite(
this, "maturityDate", IndexCDSSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code buyProtection} property.
*/
private final MetaProperty<Boolean> _buyProtection = DirectMetaProperty.ofReadWrite(
this, "buyProtection", IndexCDSSecurity.class, Boolean.TYPE);
/**
* The meta-property for the {@code underlyingIndex} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<SecurityLink<IndexCDSDefinitionSecurity>> _underlyingIndex = DirectMetaProperty.ofReadWrite(
this, "underlyingIndex", IndexCDSSecurity.class, (Class) SecurityLink.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty<InterestRateNotional> _notional = DirectMetaProperty.ofReadWrite(
this, "notional", IndexCDSSecurity.class, InterestRateNotional.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, (DirectMetaPropertyMap) super.metaPropertyMap(),
"tradeDate",
"maturityDate",
"buyProtection",
"underlyingIndex",
"notional");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 752419634: // tradeDate
return _tradeDate;
case -414641441: // maturityDate
return _maturityDate;
case 1154909695: // buyProtection
return _buyProtection;
case -834075787: // underlyingIndex
return _underlyingIndex;
case 1585636160: // notional
return _notional;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends IndexCDSSecurity> builder() {
return new DirectBeanBuilder<IndexCDSSecurity>(new IndexCDSSecurity());
}
@Override
public Class<? extends IndexCDSSecurity> beanType() {
return IndexCDSSecurity.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code tradeDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<LocalDate> tradeDate() {
return _tradeDate;
}
/**
* The meta-property for the {@code maturityDate} property.
* @return the meta-property, not null
*/
public final MetaProperty<LocalDate> maturityDate() {
return _maturityDate;
}
/**
* The meta-property for the {@code buyProtection} property.
* @return the meta-property, not null
*/
public final MetaProperty<Boolean> buyProtection() {
return _buyProtection;
}
/**
* The meta-property for the {@code underlyingIndex} property.
* @return the meta-property, not null
*/
public final MetaProperty<SecurityLink<IndexCDSDefinitionSecurity>> underlyingIndex() {
return _underlyingIndex;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public final MetaProperty<InterestRateNotional> notional() {
return _notional;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 752419634: // tradeDate
return ((IndexCDSSecurity) bean).getTradeDate();
case -414641441: // maturityDate
return ((IndexCDSSecurity) bean).getMaturityDate();
case 1154909695: // buyProtection
return ((IndexCDSSecurity) bean).isBuyProtection();
case -834075787: // underlyingIndex
return ((IndexCDSSecurity) bean).getUnderlyingIndex();
case 1585636160: // notional
return ((IndexCDSSecurity) bean).getNotional();
}
return super.propertyGet(bean, propertyName, quiet);
}
@SuppressWarnings("unchecked")
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 752419634: // tradeDate
((IndexCDSSecurity) bean).setTradeDate((LocalDate) newValue);
return;
case -414641441: // maturityDate
((IndexCDSSecurity) bean).setMaturityDate((LocalDate) newValue);
return;
case 1154909695: // buyProtection
((IndexCDSSecurity) bean).setBuyProtection((Boolean) newValue);
return;
case -834075787: // underlyingIndex
((IndexCDSSecurity) bean).setUnderlyingIndex((SecurityLink<IndexCDSDefinitionSecurity>) newValue);
return;
case 1585636160: // notional
((IndexCDSSecurity) bean).setNotional((InterestRateNotional) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((IndexCDSSecurity) bean)._tradeDate, "tradeDate");
JodaBeanUtils.notNull(((IndexCDSSecurity) bean)._maturityDate, "maturityDate");
JodaBeanUtils.notNull(((IndexCDSSecurity) bean)._buyProtection, "buyProtection");
JodaBeanUtils.notNull(((IndexCDSSecurity) bean)._underlyingIndex, "underlyingIndex");
JodaBeanUtils.notNull(((IndexCDSSecurity) bean)._notional, "notional");
super.validate(bean);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}