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OpenGamma SDK - Provides access to the Margin service
/*
* Copyright (C) 2018 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sdk.margin;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.DerivedProperty;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.joda.beans.impl.direct.DirectPrivateBeanBuilder;
/**
* A detailed breakdown of the LCH margin calculation.
*/
@BeanDefinition(builderScope = "private", metaScope = "private", factoryName = "of")
public final class LchMarginDetail extends MarginDetail implements ImmutableBean {
/**
* The total margin, expressed in the reporting currency.
* This is the sum of the base margin and the add-ons.
*/
@PropertyDefinition(validate = "notNull")
private final double totalMargin;
/**
* The identifiers of the scenarios used to calculate margin for the diversified portfolio.
* Use {@link #findScenario(String)} to retrieve the scenario details.
*/
@PropertyDefinition(validate = "notNull")
private final List baseScenarioIds;
/**
* The indices contained in the portfolio.
*/
@PropertyDefinition(validate = "notNull")
private final List indices;
/**
* The scenarios used to calculate margin.
* This consists only of those scenarios that were actively used in the portfolio
* level diversified or the index level undiversified calculation.
*/
@PropertyDefinition(validate = "notNull")
private final List scenarios;
//-------------------------------------------------------------------------
@Override
@DerivedProperty
public Ccp getCcp() {
return Ccp.LCH;
}
/**
* Finds the first index matching by name.
*
* @param indexName the index name
* @return the optional index
*/
public Optional findIndex(String indexName) {
return indices.stream()
.filter(val -> val.getIndexName().equalsIgnoreCase(indexName))
.findFirst();
}
/**
* Finds the first scenario matching by identifier.
*
* @param scenarioId the scenario identifier
* @return the optional scenario
*/
public Optional findScenario(String scenarioId) {
return scenarios.stream()
.filter(val -> val.getId().equalsIgnoreCase(scenarioId))
.findFirst();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code LchMarginDetail}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return LchMarginDetail.Meta.INSTANCE;
}
static {
MetaBean.register(LchMarginDetail.Meta.INSTANCE);
}
/**
* Obtains an instance.
* @param totalMargin the value of the property, not null
* @param baseScenarioIds the value of the property, not null
* @param indices the value of the property, not null
* @param scenarios the value of the property, not null
* @return the instance
*/
public static LchMarginDetail of(
double totalMargin,
List baseScenarioIds,
List indices,
List scenarios) {
return new LchMarginDetail(
totalMargin,
baseScenarioIds,
indices,
scenarios);
}
private LchMarginDetail(
double totalMargin,
List baseScenarioIds,
List indices,
List scenarios) {
JodaBeanUtils.notNull(totalMargin, "totalMargin");
JodaBeanUtils.notNull(baseScenarioIds, "baseScenarioIds");
JodaBeanUtils.notNull(indices, "indices");
JodaBeanUtils.notNull(scenarios, "scenarios");
this.totalMargin = totalMargin;
this.baseScenarioIds = Collections.unmodifiableList(new ArrayList<>(baseScenarioIds));
this.indices = Collections.unmodifiableList(new ArrayList<>(indices));
this.scenarios = Collections.unmodifiableList(new ArrayList<>(scenarios));
}
@Override
public MetaBean metaBean() {
return LchMarginDetail.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the total margin, expressed in the reporting currency.
* This is the sum of the base margin and the add-ons.
* @return the value of the property, not null
*/
public double getTotalMargin() {
return totalMargin;
}
//-----------------------------------------------------------------------
/**
* Gets the identifiers of the scenarios used to calculate margin for the diversified portfolio.
* Use {@link #findScenario(String)} to retrieve the scenario details.
* @return the value of the property, not null
*/
public List getBaseScenarioIds() {
return baseScenarioIds;
}
//-----------------------------------------------------------------------
/**
* Gets the indices contained in the portfolio.
* @return the value of the property, not null
*/
public List getIndices() {
return indices;
}
//-----------------------------------------------------------------------
/**
* Gets the scenarios used to calculate margin.
* This consists only of those scenarios that were actively used in the portfolio
* level diversified or the index level undiversified calculation.
* @return the value of the property, not null
*/
public List getScenarios() {
return scenarios;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
LchMarginDetail other = (LchMarginDetail) obj;
return JodaBeanUtils.equal(totalMargin, other.totalMargin) &&
JodaBeanUtils.equal(baseScenarioIds, other.baseScenarioIds) &&
JodaBeanUtils.equal(indices, other.indices) &&
JodaBeanUtils.equal(scenarios, other.scenarios);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(totalMargin);
hash = hash * 31 + JodaBeanUtils.hashCode(baseScenarioIds);
hash = hash * 31 + JodaBeanUtils.hashCode(indices);
hash = hash * 31 + JodaBeanUtils.hashCode(scenarios);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("LchMarginDetail{");
buf.append("totalMargin").append('=').append(totalMargin).append(',').append(' ');
buf.append("baseScenarioIds").append('=').append(baseScenarioIds).append(',').append(' ');
buf.append("indices").append('=').append(indices).append(',').append(' ');
buf.append("scenarios").append('=').append(JodaBeanUtils.toString(scenarios));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code LchMarginDetail}.
*/
private static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code totalMargin} property.
*/
private final MetaProperty totalMargin = DirectMetaProperty.ofImmutable(
this, "totalMargin", LchMarginDetail.class, Double.TYPE);
/**
* The meta-property for the {@code baseScenarioIds} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> baseScenarioIds = DirectMetaProperty.ofImmutable(
this, "baseScenarioIds", LchMarginDetail.class, (Class) List.class);
/**
* The meta-property for the {@code indices} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> indices = DirectMetaProperty.ofImmutable(
this, "indices", LchMarginDetail.class, (Class) List.class);
/**
* The meta-property for the {@code scenarios} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> scenarios = DirectMetaProperty.ofImmutable(
this, "scenarios", LchMarginDetail.class, (Class) List.class);
/**
* The meta-property for the {@code ccp} property.
*/
private final MetaProperty ccp = DirectMetaProperty.ofDerived(
this, "ccp", LchMarginDetail.class, Ccp.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"totalMargin",
"baseScenarioIds",
"indices",
"scenarios",
"ccp");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -924857838: // totalMargin
return totalMargin;
case -586668681: // baseScenarioIds
return baseScenarioIds;
case 1943391143: // indices
return indices;
case 1726545635: // scenarios
return scenarios;
case 98320: // ccp
return ccp;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new LchMarginDetail.Builder();
}
@Override
public Class beanType() {
return LchMarginDetail.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -924857838: // totalMargin
return ((LchMarginDetail) bean).getTotalMargin();
case -586668681: // baseScenarioIds
return ((LchMarginDetail) bean).getBaseScenarioIds();
case 1943391143: // indices
return ((LchMarginDetail) bean).getIndices();
case 1726545635: // scenarios
return ((LchMarginDetail) bean).getScenarios();
case 98320: // ccp
return ((LchMarginDetail) bean).getCcp();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code LchMarginDetail}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private double totalMargin;
private List baseScenarioIds = Collections.emptyList();
private List indices = Collections.emptyList();
private List scenarios = Collections.emptyList();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -924857838: // totalMargin
return totalMargin;
case -586668681: // baseScenarioIds
return baseScenarioIds;
case 1943391143: // indices
return indices;
case 1726545635: // scenarios
return scenarios;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -924857838: // totalMargin
this.totalMargin = (Double) newValue;
break;
case -586668681: // baseScenarioIds
this.baseScenarioIds = (List) newValue;
break;
case 1943391143: // indices
this.indices = (List) newValue;
break;
case 1726545635: // scenarios
this.scenarios = (List) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public LchMarginDetail build() {
return new LchMarginDetail(
totalMargin,
baseScenarioIds,
indices,
scenarios);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("LchMarginDetail.Builder{");
buf.append("totalMargin").append('=').append(JodaBeanUtils.toString(totalMargin)).append(',').append(' ');
buf.append("baseScenarioIds").append('=').append(JodaBeanUtils.toString(baseScenarioIds)).append(',').append(' ');
buf.append("indices").append('=').append(JodaBeanUtils.toString(indices)).append(',').append(' ');
buf.append("scenarios").append('=').append(JodaBeanUtils.toString(scenarios));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}