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/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sdk.margin;
import java.time.LocalDate;
import java.util.ArrayList;
import java.util.Collections;
import java.util.HashSet;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.Set;
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.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;
/**
* Result from the service.
*/
@BeanDefinition(builderScope = "private", metaScope = "private", factoryName = "of")
public final class MarginCalcResult implements ImmutableBean {
/**
* The status of the calculation - PENDING or COMPLETED.
*/
@PropertyDefinition(validate = "notNull")
private final MarginCalcResultStatus status;
/**
* The types of calculation that were performed.
*
* The types may differ from the requested calculation types if the user does not have
* the necessary permission for the calculation, or the CCP does not support it.
*/
@PropertyDefinition(validate = "notNull")
private final Set calculationTypes;
/**
* The mode of the calculation - SPOT or FORWARD.
*/
@PropertyDefinition(validate = "notNull")
private final MarginCalcMode mode;
/**
* The valuation date of the calculation.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate valuationDate;
/**
* The reporting currency, as an ISO 4217 three letter currency code.
*/
@PropertyDefinition(validate = "notNull")
private final String reportingCurrency;
/**
* The currency that the calculation was performed in, as an ISO 4217 three letter currency code.
*/
@PropertyDefinition(validate = "notNull")
private final String calculationCurrency;
/**
* Whether to apply the client multiplier.
*/
@PropertyDefinition(validate = "notNull")
private final boolean applyClientMultiplier;
/**
* The summary of the portfolio items, may be empty.
*/
@PropertyDefinition(validate = "notNull")
private final List portfolioItems;
/**
* The result of the margin calculation
*/
@PropertyDefinition(get = "optional")
private final MarginSummary margin;
/**
* The detailed breakdown of the margin calculation.
* The structure varies by CCP.
*/
@PropertyDefinition(get = "optional")
private final MarginDetail marginDetail;
/**
* The valuation of the trades, including present value, delta and gamma results.
* Sensitivity-based inputs are not valued.
*/
@PropertyDefinition(get = "optional")
private final TradeValuations tradeValuations;
/**
* The list of failures that occurred, may be empty.
*/
@PropertyDefinition(validate = "notNull")
private final List failures;
//-------------------------------------------------------------------------
/**
* Obtains an instance.
* @param status the value of the property, not null
* @param type the value of the property, not null
* @param mode the value of the property, not null
* @param valuationDate the value of the property, not null
* @param reportingCurrency the value of the property, not null
* @param applyClientMultiplier the value of the property, not null
* @param portfolioItems the value of the property, not null
* @param margin the value of the property
* @param failures the value of the property, not null
* @return the instance
* @deprecated Use the 12-arg version of this method
* (it is intended that the SDK creates instances of this class, your code should only create instances in tests)
*/
@Deprecated
public static MarginCalcResult of(
MarginCalcResultStatus status,
MarginCalcRequestType type,
MarginCalcMode mode,
LocalDate valuationDate,
String reportingCurrency,
boolean applyClientMultiplier,
List portfolioItems,
MarginSummary margin,
List failures) {
return new MarginCalcResult(
status,
type.toCalculationTypes(),
mode,
valuationDate,
reportingCurrency,
reportingCurrency,
applyClientMultiplier,
portfolioItems,
margin,
null,
null,
failures);
}
//-------------------------------------------------------------------------
/**
* Gets the type of the calculation request.
*
* @return the type
* @deprecated Use {@link #getCalculationTypes()} instead
*/
@Deprecated
public MarginCalcRequestType getType() {
// this is provided to retain backwards compatibility of the client library
// if the types contains neither MARGIN nor PORTFOLIO_SUMMARY then the caller
// must be using the newer form of the API, but we have to return a value to avoid NPE
boolean margin = calculationTypes.contains(MarginCalcType.MARGIN);
boolean summary = calculationTypes.contains(MarginCalcType.PORTFOLIO_SUMMARY);
if (margin) {
return summary ? MarginCalcRequestType.FULL : MarginCalcRequestType.STANDARD;
} else {
return summary ? MarginCalcRequestType.PARSE_INPUTS : MarginCalcRequestType.STANDARD;
}
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code MarginCalcResult}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return MarginCalcResult.Meta.INSTANCE;
}
static {
MetaBean.register(MarginCalcResult.Meta.INSTANCE);
}
/**
* Obtains an instance.
* @param status the value of the property, not null
* @param calculationTypes the value of the property, not null
* @param mode the value of the property, not null
* @param valuationDate the value of the property, not null
* @param reportingCurrency the value of the property, not null
* @param calculationCurrency the value of the property, not null
* @param applyClientMultiplier the value of the property, not null
* @param portfolioItems the value of the property, not null
* @param margin the value of the property
* @param marginDetail the value of the property
* @param tradeValuations the value of the property
* @param failures the value of the property, not null
* @return the instance
*/
public static MarginCalcResult of(
MarginCalcResultStatus status,
Set calculationTypes,
MarginCalcMode mode,
LocalDate valuationDate,
String reportingCurrency,
String calculationCurrency,
boolean applyClientMultiplier,
List portfolioItems,
MarginSummary margin,
MarginDetail marginDetail,
TradeValuations tradeValuations,
List failures) {
return new MarginCalcResult(
status,
calculationTypes,
mode,
valuationDate,
reportingCurrency,
calculationCurrency,
applyClientMultiplier,
portfolioItems,
margin,
marginDetail,
tradeValuations,
failures);
}
private MarginCalcResult(
MarginCalcResultStatus status,
Set calculationTypes,
MarginCalcMode mode,
LocalDate valuationDate,
String reportingCurrency,
String calculationCurrency,
boolean applyClientMultiplier,
List portfolioItems,
MarginSummary margin,
MarginDetail marginDetail,
TradeValuations tradeValuations,
List failures) {
JodaBeanUtils.notNull(status, "status");
JodaBeanUtils.notNull(calculationTypes, "calculationTypes");
JodaBeanUtils.notNull(mode, "mode");
JodaBeanUtils.notNull(valuationDate, "valuationDate");
JodaBeanUtils.notNull(reportingCurrency, "reportingCurrency");
JodaBeanUtils.notNull(calculationCurrency, "calculationCurrency");
JodaBeanUtils.notNull(applyClientMultiplier, "applyClientMultiplier");
JodaBeanUtils.notNull(portfolioItems, "portfolioItems");
JodaBeanUtils.notNull(failures, "failures");
this.status = status;
this.calculationTypes = Collections.unmodifiableSet(new HashSet<>(calculationTypes));
this.mode = mode;
this.valuationDate = valuationDate;
this.reportingCurrency = reportingCurrency;
this.calculationCurrency = calculationCurrency;
this.applyClientMultiplier = applyClientMultiplier;
this.portfolioItems = Collections.unmodifiableList(new ArrayList<>(portfolioItems));
this.margin = margin;
this.marginDetail = marginDetail;
this.tradeValuations = tradeValuations;
this.failures = Collections.unmodifiableList(new ArrayList<>(failures));
}
@Override
public MetaBean metaBean() {
return MarginCalcResult.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the status of the calculation - PENDING or COMPLETED.
* @return the value of the property, not null
*/
public MarginCalcResultStatus getStatus() {
return status;
}
//-----------------------------------------------------------------------
/**
* Gets the types of calculation that were performed.
*
* The types may differ from the requested calculation types if the user does not have
* the necessary permission for the calculation, or the CCP does not support it.
* @return the value of the property, not null
*/
public Set getCalculationTypes() {
return calculationTypes;
}
//-----------------------------------------------------------------------
/**
* Gets the mode of the calculation - SPOT or FORWARD.
* @return the value of the property, not null
*/
public MarginCalcMode getMode() {
return mode;
}
//-----------------------------------------------------------------------
/**
* Gets the valuation date of the calculation.
* @return the value of the property, not null
*/
public LocalDate getValuationDate() {
return valuationDate;
}
//-----------------------------------------------------------------------
/**
* Gets the reporting currency, as an ISO 4217 three letter currency code.
* @return the value of the property, not null
*/
public String getReportingCurrency() {
return reportingCurrency;
}
//-----------------------------------------------------------------------
/**
* Gets the currency that the calculation was performed in, as an ISO 4217 three letter currency code.
* @return the value of the property, not null
*/
public String getCalculationCurrency() {
return calculationCurrency;
}
//-----------------------------------------------------------------------
/**
* Gets whether to apply the client multiplier.
* @return the value of the property, not null
*/
public boolean isApplyClientMultiplier() {
return applyClientMultiplier;
}
//-----------------------------------------------------------------------
/**
* Gets the summary of the portfolio items, may be empty.
* @return the value of the property, not null
*/
public List getPortfolioItems() {
return portfolioItems;
}
//-----------------------------------------------------------------------
/**
* Gets the result of the margin calculation
* @return the optional value of the property, not null
*/
public Optional getMargin() {
return Optional.ofNullable(margin);
}
//-----------------------------------------------------------------------
/**
* Gets the detailed breakdown of the margin calculation.
* The structure varies by CCP.
* @return the optional value of the property, not null
*/
public Optional getMarginDetail() {
return Optional.ofNullable(marginDetail);
}
//-----------------------------------------------------------------------
/**
* Gets the valuation of the trades, including present value, delta and gamma results.
* Sensitivity-based inputs are not valued.
* @return the optional value of the property, not null
*/
public Optional getTradeValuations() {
return Optional.ofNullable(tradeValuations);
}
//-----------------------------------------------------------------------
/**
* Gets the list of failures that occurred, may be empty.
* @return the value of the property, not null
*/
public List getFailures() {
return failures;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
MarginCalcResult other = (MarginCalcResult) obj;
return JodaBeanUtils.equal(status, other.status) &&
JodaBeanUtils.equal(calculationTypes, other.calculationTypes) &&
JodaBeanUtils.equal(mode, other.mode) &&
JodaBeanUtils.equal(valuationDate, other.valuationDate) &&
JodaBeanUtils.equal(reportingCurrency, other.reportingCurrency) &&
JodaBeanUtils.equal(calculationCurrency, other.calculationCurrency) &&
(applyClientMultiplier == other.applyClientMultiplier) &&
JodaBeanUtils.equal(portfolioItems, other.portfolioItems) &&
JodaBeanUtils.equal(margin, other.margin) &&
JodaBeanUtils.equal(marginDetail, other.marginDetail) &&
JodaBeanUtils.equal(tradeValuations, other.tradeValuations) &&
JodaBeanUtils.equal(failures, other.failures);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(status);
hash = hash * 31 + JodaBeanUtils.hashCode(calculationTypes);
hash = hash * 31 + JodaBeanUtils.hashCode(mode);
hash = hash * 31 + JodaBeanUtils.hashCode(valuationDate);
hash = hash * 31 + JodaBeanUtils.hashCode(reportingCurrency);
hash = hash * 31 + JodaBeanUtils.hashCode(calculationCurrency);
hash = hash * 31 + JodaBeanUtils.hashCode(applyClientMultiplier);
hash = hash * 31 + JodaBeanUtils.hashCode(portfolioItems);
hash = hash * 31 + JodaBeanUtils.hashCode(margin);
hash = hash * 31 + JodaBeanUtils.hashCode(marginDetail);
hash = hash * 31 + JodaBeanUtils.hashCode(tradeValuations);
hash = hash * 31 + JodaBeanUtils.hashCode(failures);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(416);
buf.append("MarginCalcResult{");
buf.append("status").append('=').append(status).append(',').append(' ');
buf.append("calculationTypes").append('=').append(calculationTypes).append(',').append(' ');
buf.append("mode").append('=').append(mode).append(',').append(' ');
buf.append("valuationDate").append('=').append(valuationDate).append(',').append(' ');
buf.append("reportingCurrency").append('=').append(reportingCurrency).append(',').append(' ');
buf.append("calculationCurrency").append('=').append(calculationCurrency).append(',').append(' ');
buf.append("applyClientMultiplier").append('=').append(applyClientMultiplier).append(',').append(' ');
buf.append("portfolioItems").append('=').append(portfolioItems).append(',').append(' ');
buf.append("margin").append('=').append(margin).append(',').append(' ');
buf.append("marginDetail").append('=').append(marginDetail).append(',').append(' ');
buf.append("tradeValuations").append('=').append(tradeValuations).append(',').append(' ');
buf.append("failures").append('=').append(JodaBeanUtils.toString(failures));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code MarginCalcResult}.
*/
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 status} property.
*/
private final MetaProperty status = DirectMetaProperty.ofImmutable(
this, "status", MarginCalcResult.class, MarginCalcResultStatus.class);
/**
* The meta-property for the {@code calculationTypes} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> calculationTypes = DirectMetaProperty.ofImmutable(
this, "calculationTypes", MarginCalcResult.class, (Class) Set.class);
/**
* The meta-property for the {@code mode} property.
*/
private final MetaProperty mode = DirectMetaProperty.ofImmutable(
this, "mode", MarginCalcResult.class, MarginCalcMode.class);
/**
* The meta-property for the {@code valuationDate} property.
*/
private final MetaProperty valuationDate = DirectMetaProperty.ofImmutable(
this, "valuationDate", MarginCalcResult.class, LocalDate.class);
/**
* The meta-property for the {@code reportingCurrency} property.
*/
private final MetaProperty reportingCurrency = DirectMetaProperty.ofImmutable(
this, "reportingCurrency", MarginCalcResult.class, String.class);
/**
* The meta-property for the {@code calculationCurrency} property.
*/
private final MetaProperty calculationCurrency = DirectMetaProperty.ofImmutable(
this, "calculationCurrency", MarginCalcResult.class, String.class);
/**
* The meta-property for the {@code applyClientMultiplier} property.
*/
private final MetaProperty applyClientMultiplier = DirectMetaProperty.ofImmutable(
this, "applyClientMultiplier", MarginCalcResult.class, Boolean.TYPE);
/**
* The meta-property for the {@code portfolioItems} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> portfolioItems = DirectMetaProperty.ofImmutable(
this, "portfolioItems", MarginCalcResult.class, (Class) List.class);
/**
* The meta-property for the {@code margin} property.
*/
private final MetaProperty margin = DirectMetaProperty.ofImmutable(
this, "margin", MarginCalcResult.class, MarginSummary.class);
/**
* The meta-property for the {@code marginDetail} property.
*/
private final MetaProperty marginDetail = DirectMetaProperty.ofImmutable(
this, "marginDetail", MarginCalcResult.class, MarginDetail.class);
/**
* The meta-property for the {@code tradeValuations} property.
*/
private final MetaProperty tradeValuations = DirectMetaProperty.ofImmutable(
this, "tradeValuations", MarginCalcResult.class, TradeValuations.class);
/**
* The meta-property for the {@code failures} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> failures = DirectMetaProperty.ofImmutable(
this, "failures", MarginCalcResult.class, (Class) List.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"status",
"calculationTypes",
"mode",
"valuationDate",
"reportingCurrency",
"calculationCurrency",
"applyClientMultiplier",
"portfolioItems",
"margin",
"marginDetail",
"tradeValuations",
"failures");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -892481550: // status
return status;
case 755457840: // calculationTypes
return calculationTypes;
case 3357091: // mode
return mode;
case 113107279: // valuationDate
return valuationDate;
case -1287844769: // reportingCurrency
return reportingCurrency;
case 1466784250: // calculationCurrency
return calculationCurrency;
case 1555658618: // applyClientMultiplier
return applyClientMultiplier;
case 110493528: // portfolioItems
return portfolioItems;
case -1081309778: // margin
return margin;
case -241168481: // marginDetail
return marginDetail;
case 1449179926: // tradeValuations
return tradeValuations;
case 675938345: // failures
return failures;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new MarginCalcResult.Builder();
}
@Override
public Class beanType() {
return MarginCalcResult.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -892481550: // status
return ((MarginCalcResult) bean).getStatus();
case 755457840: // calculationTypes
return ((MarginCalcResult) bean).getCalculationTypes();
case 3357091: // mode
return ((MarginCalcResult) bean).getMode();
case 113107279: // valuationDate
return ((MarginCalcResult) bean).getValuationDate();
case -1287844769: // reportingCurrency
return ((MarginCalcResult) bean).getReportingCurrency();
case 1466784250: // calculationCurrency
return ((MarginCalcResult) bean).getCalculationCurrency();
case 1555658618: // applyClientMultiplier
return ((MarginCalcResult) bean).isApplyClientMultiplier();
case 110493528: // portfolioItems
return ((MarginCalcResult) bean).getPortfolioItems();
case -1081309778: // margin
return ((MarginCalcResult) bean).margin;
case -241168481: // marginDetail
return ((MarginCalcResult) bean).marginDetail;
case 1449179926: // tradeValuations
return ((MarginCalcResult) bean).tradeValuations;
case 675938345: // failures
return ((MarginCalcResult) bean).getFailures();
}
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 MarginCalcResult}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private MarginCalcResultStatus status;
private Set calculationTypes = Collections.emptySet();
private MarginCalcMode mode;
private LocalDate valuationDate;
private String reportingCurrency;
private String calculationCurrency;
private boolean applyClientMultiplier;
private List portfolioItems = Collections.emptyList();
private MarginSummary margin;
private MarginDetail marginDetail;
private TradeValuations tradeValuations;
private List failures = Collections.emptyList();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -892481550: // status
return status;
case 755457840: // calculationTypes
return calculationTypes;
case 3357091: // mode
return mode;
case 113107279: // valuationDate
return valuationDate;
case -1287844769: // reportingCurrency
return reportingCurrency;
case 1466784250: // calculationCurrency
return calculationCurrency;
case 1555658618: // applyClientMultiplier
return applyClientMultiplier;
case 110493528: // portfolioItems
return portfolioItems;
case -1081309778: // margin
return margin;
case -241168481: // marginDetail
return marginDetail;
case 1449179926: // tradeValuations
return tradeValuations;
case 675938345: // failures
return failures;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -892481550: // status
this.status = (MarginCalcResultStatus) newValue;
break;
case 755457840: // calculationTypes
this.calculationTypes = (Set) newValue;
break;
case 3357091: // mode
this.mode = (MarginCalcMode) newValue;
break;
case 113107279: // valuationDate
this.valuationDate = (LocalDate) newValue;
break;
case -1287844769: // reportingCurrency
this.reportingCurrency = (String) newValue;
break;
case 1466784250: // calculationCurrency
this.calculationCurrency = (String) newValue;
break;
case 1555658618: // applyClientMultiplier
this.applyClientMultiplier = (Boolean) newValue;
break;
case 110493528: // portfolioItems
this.portfolioItems = (List) newValue;
break;
case -1081309778: // margin
this.margin = (MarginSummary) newValue;
break;
case -241168481: // marginDetail
this.marginDetail = (MarginDetail) newValue;
break;
case 1449179926: // tradeValuations
this.tradeValuations = (TradeValuations) newValue;
break;
case 675938345: // failures
this.failures = (List) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public MarginCalcResult build() {
return new MarginCalcResult(
status,
calculationTypes,
mode,
valuationDate,
reportingCurrency,
calculationCurrency,
applyClientMultiplier,
portfolioItems,
margin,
marginDetail,
tradeValuations,
failures);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(416);
buf.append("MarginCalcResult.Builder{");
buf.append("status").append('=').append(JodaBeanUtils.toString(status)).append(',').append(' ');
buf.append("calculationTypes").append('=').append(JodaBeanUtils.toString(calculationTypes)).append(',').append(' ');
buf.append("mode").append('=').append(JodaBeanUtils.toString(mode)).append(',').append(' ');
buf.append("valuationDate").append('=').append(JodaBeanUtils.toString(valuationDate)).append(',').append(' ');
buf.append("reportingCurrency").append('=').append(JodaBeanUtils.toString(reportingCurrency)).append(',').append(' ');
buf.append("calculationCurrency").append('=').append(JodaBeanUtils.toString(calculationCurrency)).append(',').append(' ');
buf.append("applyClientMultiplier").append('=').append(JodaBeanUtils.toString(applyClientMultiplier)).append(',').append(' ');
buf.append("portfolioItems").append('=').append(JodaBeanUtils.toString(portfolioItems)).append(',').append(' ');
buf.append("margin").append('=').append(JodaBeanUtils.toString(margin)).append(',').append(' ');
buf.append("marginDetail").append('=').append(JodaBeanUtils.toString(marginDetail)).append(',').append(' ');
buf.append("tradeValuations").append('=').append(JodaBeanUtils.toString(tradeValuations)).append(',').append(' ');
buf.append("failures").append('=').append(JodaBeanUtils.toString(failures));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}