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/*
* 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.OptionalDouble;
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;
/**
* The per-trade valuation of the portfolio.
*/
@BeanDefinition(builderScope = "private", metaScope = "private", factoryName = "of")
public final class TradeValuations implements ImmutableBean {
/**
* The total present value for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level present values.
*/
@PropertyDefinition
private final double totalPresentValue;
/**
* The total delta for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level deltas.
*/
@PropertyDefinition(get = "optional")
private final Double totalDelta;
/**
* The total gamma for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level gamma.
*/
@PropertyDefinition(get = "optional")
private final Double totalGamma;
/**
* The per-trade valuation.
*
* An entry will be added for each trade where the valuation was calculated.
*/
@PropertyDefinition(validate = "notNull")
private final List trades;
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code TradeValuations}.
* @return the meta-bean, not null
*/
public static MetaBean meta() {
return TradeValuations.Meta.INSTANCE;
}
static {
MetaBean.register(TradeValuations.Meta.INSTANCE);
}
/**
* Obtains an instance.
* @param totalPresentValue the value of the property
* @param totalDelta the value of the property
* @param totalGamma the value of the property
* @param trades the value of the property, not null
* @return the instance
*/
public static TradeValuations of(
double totalPresentValue,
Double totalDelta,
Double totalGamma,
List trades) {
return new TradeValuations(
totalPresentValue,
totalDelta,
totalGamma,
trades);
}
private TradeValuations(
double totalPresentValue,
Double totalDelta,
Double totalGamma,
List trades) {
JodaBeanUtils.notNull(trades, "trades");
this.totalPresentValue = totalPresentValue;
this.totalDelta = totalDelta;
this.totalGamma = totalGamma;
this.trades = Collections.unmodifiableList(new ArrayList<>(trades));
}
@Override
public MetaBean metaBean() {
return TradeValuations.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the total present value for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level present values.
* @return the value of the property
*/
public double getTotalPresentValue() {
return totalPresentValue;
}
//-----------------------------------------------------------------------
/**
* Gets the total delta for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level deltas.
* @return the optional value of the property, not null
*/
public OptionalDouble getTotalDelta() {
return totalDelta != null ? OptionalDouble.of(totalDelta) : OptionalDouble.empty();
}
//-----------------------------------------------------------------------
/**
* Gets the total gamma for all trades.
*
* The value is expressed in the reporting currency.
* Note that this is the sum of all the trade-level gamma.
* @return the optional value of the property, not null
*/
public OptionalDouble getTotalGamma() {
return totalGamma != null ? OptionalDouble.of(totalGamma) : OptionalDouble.empty();
}
//-----------------------------------------------------------------------
/**
* Gets the per-trade valuation.
*
* An entry will be added for each trade where the valuation was calculated.
* @return the value of the property, not null
*/
public List getTrades() {
return trades;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
TradeValuations other = (TradeValuations) obj;
return JodaBeanUtils.equal(totalPresentValue, other.totalPresentValue) &&
JodaBeanUtils.equal(totalDelta, other.totalDelta) &&
JodaBeanUtils.equal(totalGamma, other.totalGamma) &&
JodaBeanUtils.equal(trades, other.trades);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(totalPresentValue);
hash = hash * 31 + JodaBeanUtils.hashCode(totalDelta);
hash = hash * 31 + JodaBeanUtils.hashCode(totalGamma);
hash = hash * 31 + JodaBeanUtils.hashCode(trades);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("TradeValuations{");
buf.append("totalPresentValue").append('=').append(totalPresentValue).append(',').append(' ');
buf.append("totalDelta").append('=').append(totalDelta).append(',').append(' ');
buf.append("totalGamma").append('=').append(totalGamma).append(',').append(' ');
buf.append("trades").append('=').append(JodaBeanUtils.toString(trades));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code TradeValuations}.
*/
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 totalPresentValue} property.
*/
private final MetaProperty totalPresentValue = DirectMetaProperty.ofImmutable(
this, "totalPresentValue", TradeValuations.class, Double.TYPE);
/**
* The meta-property for the {@code totalDelta} property.
*/
private final MetaProperty totalDelta = DirectMetaProperty.ofImmutable(
this, "totalDelta", TradeValuations.class, Double.class);
/**
* The meta-property for the {@code totalGamma} property.
*/
private final MetaProperty totalGamma = DirectMetaProperty.ofImmutable(
this, "totalGamma", TradeValuations.class, Double.class);
/**
* The meta-property for the {@code trades} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> trades = DirectMetaProperty.ofImmutable(
this, "trades", TradeValuations.class, (Class) List.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"totalPresentValue",
"totalDelta",
"totalGamma",
"trades");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 2040975066: // totalPresentValue
return totalPresentValue;
case -730768684: // totalDelta
return totalDelta;
case -728116541: // totalGamma
return totalGamma;
case -865715313: // trades
return trades;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new TradeValuations.Builder();
}
@Override
public Class beanType() {
return TradeValuations.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 2040975066: // totalPresentValue
return ((TradeValuations) bean).getTotalPresentValue();
case -730768684: // totalDelta
return ((TradeValuations) bean).totalDelta;
case -728116541: // totalGamma
return ((TradeValuations) bean).totalGamma;
case -865715313: // trades
return ((TradeValuations) bean).getTrades();
}
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 TradeValuations}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private double totalPresentValue;
private Double totalDelta;
private Double totalGamma;
private List trades = Collections.emptyList();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 2040975066: // totalPresentValue
return totalPresentValue;
case -730768684: // totalDelta
return totalDelta;
case -728116541: // totalGamma
return totalGamma;
case -865715313: // trades
return trades;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 2040975066: // totalPresentValue
this.totalPresentValue = (Double) newValue;
break;
case -730768684: // totalDelta
this.totalDelta = (Double) newValue;
break;
case -728116541: // totalGamma
this.totalGamma = (Double) newValue;
break;
case -865715313: // trades
this.trades = (List) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public TradeValuations build() {
return new TradeValuations(
totalPresentValue,
totalDelta,
totalGamma,
trades);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("TradeValuations.Builder{");
buf.append("totalPresentValue").append('=').append(JodaBeanUtils.toString(totalPresentValue)).append(',').append(' ');
buf.append("totalDelta").append('=').append(JodaBeanUtils.toString(totalDelta)).append(',').append(' ');
buf.append("totalGamma").append('=').append(JodaBeanUtils.toString(totalGamma)).append(',').append(' ');
buf.append("trades").append('=').append(JodaBeanUtils.toString(trades));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}