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/*
* Copyright (C) 2017 - 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.Set;
import java.util.stream.Collectors;
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")
public final class MarginWhatIfCalcResult 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 valuation date for which the portfolio will be processed.
*/
@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 summary of the portfolio items, may be empty.
*/
@PropertyDefinition(validate = "notNull")
private final List portfolioItems;
/**
* The result of the margin calculation for the base portfolio.
*/
@PropertyDefinition
private final MarginSummary baseSummary;
/**
* The result of the margin calculation for the combined portfolio (base + delta).
*/
@PropertyDefinition
private final MarginSummary combinedSummary;
/**
* The difference between the base and combined portfolio.
* This is the change of margin that would occur if the delta portfolio was addded.
*/
@PropertyDefinition
private final MarginSummary deltaSummary;
/**
* The list of failures that occurred, may be empty.
*/
@PropertyDefinition(validate = "notNull")
private final List failures;
//-------------------------------------------------------------------------
/**
* Creates a new instance of {@link MarginWhatIfCalcResult} with the given details.
*
* @param status the request status, as an instance of {@link MarginCalcResultStatus}
* @param types the types of calculation that were performed
* @param valuationDate the valuation date for which the portfolio will be processed
* @param reportingCurrency the reporting currency, as an ISO 4217 three letter currency code
* @param portfolioItems the summary of the portfolio items, may be empty
* @param baseSummary the details of the base portfolio margin calculation
* @param combinedSummary the details of the combined (base + delta) portfolios margin calculation
* @param failures the list of failures that occurred, may be empty
* @return a new instance of {@link MarginWhatIfCalcResult}
*/
public static MarginWhatIfCalcResult of(
MarginCalcResultStatus status,
Set types,
LocalDate valuationDate,
String reportingCurrency,
List portfolioItems,
MarginSummary baseSummary,
MarginSummary combinedSummary,
List failures) {
Map baseSummaryDetails = baseSummary.getMarginDetails().stream()
.collect(Collectors.toMap(NamedValue::getKey, NamedValue::getValue));
Map combinedSummaryDetails = combinedSummary.getMarginDetails().stream()
.collect(Collectors.toMap(NamedValue::getKey, NamedValue::getValue));
List deltaDetails = baseSummaryDetails.entrySet().stream()
.map(namedValue -> NamedValue.of(
namedValue.getKey(), combinedSummaryDetails.get(namedValue.getKey()) - namedValue.getValue()))
.collect(Collectors.toList());
MarginBreakdown baseBrk = baseSummary.getBreakdown();
MarginBreakdown combinedBrk = combinedSummary.getBreakdown();
MarginBreakdown diffBreakdown = MarginBreakdown.of(
combinedBrk.getTotalMargin() - baseBrk.getTotalMargin(),
combinedBrk.getBaseMargin() - baseBrk.getBaseMargin(),
combinedBrk.getAddOns() - baseBrk.getAddOns(),
combinedBrk.getNetLiquidatingValue() - baseBrk.getNetLiquidatingValue());
double marginDifference = combinedSummary.getMargin() - baseSummary.getMargin();
MarginSummary deltaSummary = MarginSummary.of(marginDifference, deltaDetails, diffBreakdown);
return new MarginWhatIfCalcResult(
status,
types,
valuationDate,
reportingCurrency,
portfolioItems,
baseSummary,
deltaSummary,
combinedSummary,
failures);
}
//-------------------------------------------------------------------------
/**
* Obtains an instance.
*
* @param status the request status, as an instance of {@link MarginCalcResultStatus}
* @param type the type of request, as an instance of {@link MarginCalcRequestType}
* @param valuationDate the valuation date for which the portfolio will be processed
* @param reportingCurrency the reporting currency, as an ISO 4217 three letter currency code
* @param portfolioItems the summary of the portfolio items, may be empty
* @param baseSummary the details of the base portfolio margin calculation
* @param combinedSummary the details of the combined (base + delta) portfolios margin calculation
* @param deltaSummary the details of the delta portfolio margin calculation
* @param failures the list of failures that occurred, may be empty
* @return the instance
* @deprecated Use the version of this method taking {@code MarginCalcType}
* (it is intended that the SDK creates instances of this class, your code should only create instances in tests)
*/
@Deprecated
public static MarginWhatIfCalcResult of(
MarginCalcResultStatus status,
MarginCalcRequestType type,
LocalDate valuationDate,
String reportingCurrency,
List portfolioItems,
MarginSummary baseSummary,
MarginSummary combinedSummary,
MarginSummary deltaSummary,
List failures) {
return new MarginWhatIfCalcResult(
status,
type.toCalculationTypes(),
valuationDate,
reportingCurrency,
portfolioItems,
baseSummary,
combinedSummary,
deltaSummary,
failures);
}
/**
* Creates a new instance of {@link MarginWhatIfCalcResult} with the given details.
*
* @param status the request status, as an instance of {@link MarginCalcResultStatus}
* @param type the type of request, as an instance of {@link MarginCalcRequestType}
* @param valuationDate the valuation date for which the portfolio will be processed
* @param reportingCurrency the reporting currency, as an ISO 4217 three letter currency code
* @param portfolioItems the summary of the portfolio items, may be empty
* @param baseSummary the details of the base portfolio margin calculation
* @param combinedSummary the details of the combined (base + delta) portfolios margin calculation
* @param failures the list of failures that occurred, may be empty
* @return a new instance of {@link MarginWhatIfCalcResult}
* @deprecated Use the version of this method taking {@code MarginCalcType}
* (it is intended that the SDK creates instances of this class, your code should only create instances in tests)
*/
@Deprecated
public static MarginWhatIfCalcResult of(
MarginCalcResultStatus status,
MarginCalcRequestType type,
LocalDate valuationDate,
String reportingCurrency,
List portfolioItems,
MarginSummary baseSummary,
MarginSummary combinedSummary,
List failures) {
return of(
status,
type.toCalculationTypes(),
valuationDate,
reportingCurrency,
portfolioItems,
baseSummary,
combinedSummary,
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 REST API
// 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 MarginWhatIfCalcResult}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return MarginWhatIfCalcResult.Meta.INSTANCE;
}
static {
MetaBean.register(MarginWhatIfCalcResult.Meta.INSTANCE);
}
private MarginWhatIfCalcResult(
MarginCalcResultStatus status,
Set calculationTypes,
LocalDate valuationDate,
String reportingCurrency,
List portfolioItems,
MarginSummary baseSummary,
MarginSummary combinedSummary,
MarginSummary deltaSummary,
List failures) {
JodaBeanUtils.notNull(status, "status");
JodaBeanUtils.notNull(calculationTypes, "calculationTypes");
JodaBeanUtils.notNull(valuationDate, "valuationDate");
JodaBeanUtils.notNull(reportingCurrency, "reportingCurrency");
JodaBeanUtils.notNull(portfolioItems, "portfolioItems");
JodaBeanUtils.notNull(failures, "failures");
this.status = status;
this.calculationTypes = Collections.unmodifiableSet(new HashSet<>(calculationTypes));
this.valuationDate = valuationDate;
this.reportingCurrency = reportingCurrency;
this.portfolioItems = Collections.unmodifiableList(new ArrayList<>(portfolioItems));
this.baseSummary = baseSummary;
this.combinedSummary = combinedSummary;
this.deltaSummary = deltaSummary;
this.failures = Collections.unmodifiableList(new ArrayList<>(failures));
}
@Override
public MetaBean metaBean() {
return MarginWhatIfCalcResult.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 valuation date for which the portfolio will be processed.
* @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 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 for the base portfolio.
* @return the value of the property
*/
public MarginSummary getBaseSummary() {
return baseSummary;
}
//-----------------------------------------------------------------------
/**
* Gets the result of the margin calculation for the combined portfolio (base + delta).
* @return the value of the property
*/
public MarginSummary getCombinedSummary() {
return combinedSummary;
}
//-----------------------------------------------------------------------
/**
* Gets the difference between the base and combined portfolio.
* This is the change of margin that would occur if the delta portfolio was addded.
* @return the value of the property
*/
public MarginSummary getDeltaSummary() {
return deltaSummary;
}
//-----------------------------------------------------------------------
/**
* 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()) {
MarginWhatIfCalcResult other = (MarginWhatIfCalcResult) obj;
return JodaBeanUtils.equal(status, other.status) &&
JodaBeanUtils.equal(calculationTypes, other.calculationTypes) &&
JodaBeanUtils.equal(valuationDate, other.valuationDate) &&
JodaBeanUtils.equal(reportingCurrency, other.reportingCurrency) &&
JodaBeanUtils.equal(portfolioItems, other.portfolioItems) &&
JodaBeanUtils.equal(baseSummary, other.baseSummary) &&
JodaBeanUtils.equal(combinedSummary, other.combinedSummary) &&
JodaBeanUtils.equal(deltaSummary, other.deltaSummary) &&
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(valuationDate);
hash = hash * 31 + JodaBeanUtils.hashCode(reportingCurrency);
hash = hash * 31 + JodaBeanUtils.hashCode(portfolioItems);
hash = hash * 31 + JodaBeanUtils.hashCode(baseSummary);
hash = hash * 31 + JodaBeanUtils.hashCode(combinedSummary);
hash = hash * 31 + JodaBeanUtils.hashCode(deltaSummary);
hash = hash * 31 + JodaBeanUtils.hashCode(failures);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("MarginWhatIfCalcResult{");
buf.append("status").append('=').append(status).append(',').append(' ');
buf.append("calculationTypes").append('=').append(calculationTypes).append(',').append(' ');
buf.append("valuationDate").append('=').append(valuationDate).append(',').append(' ');
buf.append("reportingCurrency").append('=').append(reportingCurrency).append(',').append(' ');
buf.append("portfolioItems").append('=').append(portfolioItems).append(',').append(' ');
buf.append("baseSummary").append('=').append(baseSummary).append(',').append(' ');
buf.append("combinedSummary").append('=').append(combinedSummary).append(',').append(' ');
buf.append("deltaSummary").append('=').append(deltaSummary).append(',').append(' ');
buf.append("failures").append('=').append(JodaBeanUtils.toString(failures));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code MarginWhatIfCalcResult}.
*/
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", MarginWhatIfCalcResult.class, MarginCalcResultStatus.class);
/**
* The meta-property for the {@code calculationTypes} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> calculationTypes = DirectMetaProperty.ofImmutable(
this, "calculationTypes", MarginWhatIfCalcResult.class, (Class) Set.class);
/**
* The meta-property for the {@code valuationDate} property.
*/
private final MetaProperty valuationDate = DirectMetaProperty.ofImmutable(
this, "valuationDate", MarginWhatIfCalcResult.class, LocalDate.class);
/**
* The meta-property for the {@code reportingCurrency} property.
*/
private final MetaProperty reportingCurrency = DirectMetaProperty.ofImmutable(
this, "reportingCurrency", MarginWhatIfCalcResult.class, String.class);
/**
* The meta-property for the {@code portfolioItems} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> portfolioItems = DirectMetaProperty.ofImmutable(
this, "portfolioItems", MarginWhatIfCalcResult.class, (Class) List.class);
/**
* The meta-property for the {@code baseSummary} property.
*/
private final MetaProperty baseSummary = DirectMetaProperty.ofImmutable(
this, "baseSummary", MarginWhatIfCalcResult.class, MarginSummary.class);
/**
* The meta-property for the {@code combinedSummary} property.
*/
private final MetaProperty combinedSummary = DirectMetaProperty.ofImmutable(
this, "combinedSummary", MarginWhatIfCalcResult.class, MarginSummary.class);
/**
* The meta-property for the {@code deltaSummary} property.
*/
private final MetaProperty deltaSummary = DirectMetaProperty.ofImmutable(
this, "deltaSummary", MarginWhatIfCalcResult.class, MarginSummary.class);
/**
* The meta-property for the {@code failures} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> failures = DirectMetaProperty.ofImmutable(
this, "failures", MarginWhatIfCalcResult.class, (Class) List.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"status",
"calculationTypes",
"valuationDate",
"reportingCurrency",
"portfolioItems",
"baseSummary",
"combinedSummary",
"deltaSummary",
"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 113107279: // valuationDate
return valuationDate;
case -1287844769: // reportingCurrency
return reportingCurrency;
case 110493528: // portfolioItems
return portfolioItems;
case 443816853: // baseSummary
return baseSummary;
case 1067455713: // combinedSummary
return combinedSummary;
case 1315857614: // deltaSummary
return deltaSummary;
case 675938345: // failures
return failures;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new MarginWhatIfCalcResult.Builder();
}
@Override
public Class beanType() {
return MarginWhatIfCalcResult.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -892481550: // status
return ((MarginWhatIfCalcResult) bean).getStatus();
case 755457840: // calculationTypes
return ((MarginWhatIfCalcResult) bean).getCalculationTypes();
case 113107279: // valuationDate
return ((MarginWhatIfCalcResult) bean).getValuationDate();
case -1287844769: // reportingCurrency
return ((MarginWhatIfCalcResult) bean).getReportingCurrency();
case 110493528: // portfolioItems
return ((MarginWhatIfCalcResult) bean).getPortfolioItems();
case 443816853: // baseSummary
return ((MarginWhatIfCalcResult) bean).getBaseSummary();
case 1067455713: // combinedSummary
return ((MarginWhatIfCalcResult) bean).getCombinedSummary();
case 1315857614: // deltaSummary
return ((MarginWhatIfCalcResult) bean).getDeltaSummary();
case 675938345: // failures
return ((MarginWhatIfCalcResult) 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 MarginWhatIfCalcResult}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private MarginCalcResultStatus status;
private Set calculationTypes = Collections.emptySet();
private LocalDate valuationDate;
private String reportingCurrency;
private List portfolioItems = Collections.emptyList();
private MarginSummary baseSummary;
private MarginSummary combinedSummary;
private MarginSummary deltaSummary;
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 113107279: // valuationDate
return valuationDate;
case -1287844769: // reportingCurrency
return reportingCurrency;
case 110493528: // portfolioItems
return portfolioItems;
case 443816853: // baseSummary
return baseSummary;
case 1067455713: // combinedSummary
return combinedSummary;
case 1315857614: // deltaSummary
return deltaSummary;
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 113107279: // valuationDate
this.valuationDate = (LocalDate) newValue;
break;
case -1287844769: // reportingCurrency
this.reportingCurrency = (String) newValue;
break;
case 110493528: // portfolioItems
this.portfolioItems = (List) newValue;
break;
case 443816853: // baseSummary
this.baseSummary = (MarginSummary) newValue;
break;
case 1067455713: // combinedSummary
this.combinedSummary = (MarginSummary) newValue;
break;
case 1315857614: // deltaSummary
this.deltaSummary = (MarginSummary) newValue;
break;
case 675938345: // failures
this.failures = (List) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public MarginWhatIfCalcResult build() {
return new MarginWhatIfCalcResult(
status,
calculationTypes,
valuationDate,
reportingCurrency,
portfolioItems,
baseSummary,
combinedSummary,
deltaSummary,
failures);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("MarginWhatIfCalcResult.Builder{");
buf.append("status").append('=').append(JodaBeanUtils.toString(status)).append(',').append(' ');
buf.append("calculationTypes").append('=').append(JodaBeanUtils.toString(calculationTypes)).append(',').append(' ');
buf.append("valuationDate").append('=').append(JodaBeanUtils.toString(valuationDate)).append(',').append(' ');
buf.append("reportingCurrency").append('=').append(JodaBeanUtils.toString(reportingCurrency)).append(',').append(' ');
buf.append("portfolioItems").append('=').append(JodaBeanUtils.toString(portfolioItems)).append(',').append(' ');
buf.append("baseSummary").append('=').append(JodaBeanUtils.toString(baseSummary)).append(',').append(' ');
buf.append("combinedSummary").append('=').append(JodaBeanUtils.toString(combinedSummary)).append(',').append(' ');
buf.append("deltaSummary").append('=').append(JodaBeanUtils.toString(deltaSummary)).append(',').append(' ');
buf.append("failures").append('=').append(JodaBeanUtils.toString(failures));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}