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Provides the ability to run calculations, manage market data and create scenarios

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/*
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.calc;

import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;

import org.joda.beans.Bean;
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.ImmutableDefaults;
import org.joda.beans.gen.ImmutablePreBuild;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;

import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.calc.runner.CalculationParameter;
import com.opengamma.strata.calc.runner.CalculationParameters;

/**
 * Defines a column in a set of calculation results.
 * 

* {@link CalculationRunner} provides the ability to calculate a grid of results * for a given set targets and columns. This class is used to define the columns. *

* A column is defined in terms of a unique name, measure to be calculated and * a set of parameters that control the calculation. The functions to invoke * and the default set of parameters are defined on {@link CalculationRules}. */ @BeanDefinition public final class Column implements ImmutableBean { /** * The column name. *

* This is the name of the column, and should be unique in a list of columns. */ @PropertyDefinition(validate = "notNull") private final ColumnName name; /** * The measure to be calculated. *

* This defines the calculation being performed, such as 'PresentValue' or 'ParRate'. */ @PropertyDefinition(validate = "notNull") private final Measure measure; /** * The reporting currency, used to control currency conversion, optional. *

* This is used to specify the currency that the result should be reporting in. * If the result is not associated with a currency, such as for "par rate", then the * reporting currency will effectively be ignored. *

* If empty, the reporting currency from {@link CalculationRules} will be used. */ @PropertyDefinition(get = "optional") private final ReportingCurrency reportingCurrency; /** * The calculation parameters that apply to this column, used to control the how the calculation is performed. *

* The parameters from {@link CalculationRules} and {@code Column} are combined. * If a parameter is defined here and in the rules with the same * {@linkplain CalculationParameter#queryType() query type}, then the column parameter takes precedence. *

* When building, these will default to be empty. */ @PropertyDefinition private final CalculationParameters parameters; //------------------------------------------------------------------------- /** * Obtains an instance that will calculate the specified measure. *

* The column name will be the same as the name of the measure. * No calculation parameters are provided, thus the parameters from {@link CalculationRules} will be used. * Currency conversion is controlled by the reporting currency in {@code CalculationRules}. * * @param measure the measure to be calculated * @return a column with the specified measure */ public static Column of(Measure measure) { ColumnName name = ColumnName.of(measure); return new Column(name, measure, null, CalculationParameters.empty()); } /** * Obtains an instance that will calculate the specified measure, converting to the specified currency. *

* The column name will be the same as the name of the measure. * * @param measure the measure to be calculated * @param currency the currency to convert to * @return a column with the specified measure */ public static Column of(Measure measure, Currency currency) { ColumnName name = ColumnName.of(measure); return new Column(name, measure, ReportingCurrency.of(currency), CalculationParameters.empty()); } /** * Obtains an instance that will calculate the specified measure, defining additional parameters. *

* The column name will be the same as the name of the measure. * The specified calculation parameters take precedence over those in {@link CalculationRules}, * with the combined set being used for the column. * Currency conversion is controlled by the reporting currency in {@code CalculationRules}. * * @param measure the measure to be calculated * @param parameters the parameters that control the calculation, may be empty * @return a column with the specified measure and reporting currency */ public static Column of(Measure measure, CalculationParameter... parameters) { ColumnName name = ColumnName.of(measure); return new Column(name, measure, null, CalculationParameters.of(parameters)); } /** * Obtains an instance that will calculate the specified measure, converting to the specified currency, * defining additional parameters. *

* The column name will be the same as the name of the measure. * The specified calculation parameters take precedence over those in {@link CalculationRules}, * with the combined set being used for the column. * * @param measure the measure to be calculated * @param currency the currency to convert to * @param parameters the parameters that control the calculation, may be empty * @return a column with the specified measure and reporting currency */ public static Column of(Measure measure, Currency currency, CalculationParameter... parameters) { ColumnName name = ColumnName.of(measure); return new Column(name, measure, ReportingCurrency.of(currency), CalculationParameters.of(parameters)); } /** * Obtains an instance that will calculate the specified measure, defining the column name. *

* No calculation parameters are provided, thus the parameters from {@link CalculationRules} will be used. * Currency conversion is controlled by the reporting currency in {@code CalculationRules}. * * @param measure the measure to be calculated * @param columnName the column name * @return a column with the specified measure and column name */ public static Column of(Measure measure, String columnName) { ColumnName name = ColumnName.of(columnName); return new Column(name, measure, null, CalculationParameters.empty()); } /** * Obtains an instance that will calculate the specified measure, converting to the specified currency. *

* The specified currency will be wrapped in {@link ReportingCurrency} and added to the calculation parameters. * * @param measure the measure to be calculated * @param columnName the column name * @param currency the currency to convert to * @return a column with the specified measure */ public static Column of(Measure measure, String columnName, Currency currency) { ColumnName name = ColumnName.of(columnName); return new Column(name, measure, ReportingCurrency.of(currency), CalculationParameters.empty()); } /** * Obtains an instance that will calculate the specified measure, defining the column name and parameters. *

* The specified calculation parameters take precedence over those in {@link CalculationRules}, * with the combined set being used for the column. * Currency conversion is controlled by the reporting currency in {@code CalculationRules}. * * @param measure the measure to be calculated * @param columnName the column name * @param parameters the parameters that control the calculation, may be empty * @return a column with the specified measure, column name and reporting currency */ public static Column of( Measure measure, String columnName, CalculationParameter... parameters) { ColumnName name = ColumnName.of(columnName); return new Column(name, measure, null, CalculationParameters.of(parameters)); } /** * Obtains an instance that will calculate the specified measure, converting to the specified currency, * defining the column name and parameters. *

* The specified calculation parameters take precedence over those in {@link CalculationRules}, * with the combined set being used for the column. * * @param measure the measure to be calculated * @param columnName the column name * @param currency the currency to convert to * @param parameters the parameters that control the calculation, may be empty * @return a column with the specified measure, column name and reporting currency */ public static Column of( Measure measure, String columnName, Currency currency, CalculationParameter... parameters) { ColumnName name = ColumnName.of(columnName); return new Column(name, measure, ReportingCurrency.of(currency), CalculationParameters.of(parameters)); } @ImmutableDefaults private static void applyDefaults(Builder builder) { builder.parameters(CalculationParameters.empty()); } @ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.name == null && builder.measure != null) { builder.name(ColumnName.of(builder.measure.getName())); } } //------------------------------------------------------------------------- /** * Combines the parameters with another reporting currency and set of parameters. * * @param reportingCurrency the default reporting currency * @param defaultParameters the default parameters * @return the combined column */ public Column combineWithDefaults(ReportingCurrency reportingCurrency, CalculationParameters defaultParameters) { CalculationParameters combinedParams = parameters.combinedWith(defaultParameters); return new Column(name, measure, getReportingCurrency().orElse(reportingCurrency), combinedParams); } /** * Converts this column to a column header. *

* The header is a reduced form of the column used in {@link Results}. * * @return the column header */ public ColumnHeader toHeader() { if (measure.isCurrencyConvertible()) { ReportingCurrency reportingCurrency = getReportingCurrency().orElse(ReportingCurrency.NATURAL); if (reportingCurrency.isSpecific()) { return ColumnHeader.of(name, measure, reportingCurrency.getCurrency()); } } return ColumnHeader.of(name, measure); } //------------------------- AUTOGENERATED START ------------------------- /** * The meta-bean for {@code Column}. * @return the meta-bean, not null */ public static Column.Meta meta() { return Column.Meta.INSTANCE; } static { MetaBean.register(Column.Meta.INSTANCE); } /** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static Column.Builder builder() { return new Column.Builder(); } private Column( ColumnName name, Measure measure, ReportingCurrency reportingCurrency, CalculationParameters parameters) { JodaBeanUtils.notNull(name, "name"); JodaBeanUtils.notNull(measure, "measure"); this.name = name; this.measure = measure; this.reportingCurrency = reportingCurrency; this.parameters = parameters; } @Override public Column.Meta metaBean() { return Column.Meta.INSTANCE; } //----------------------------------------------------------------------- /** * Gets the column name. *

* This is the name of the column, and should be unique in a list of columns. * @return the value of the property, not null */ public ColumnName getName() { return name; } //----------------------------------------------------------------------- /** * Gets the measure to be calculated. *

* This defines the calculation being performed, such as 'PresentValue' or 'ParRate'. * @return the value of the property, not null */ public Measure getMeasure() { return measure; } //----------------------------------------------------------------------- /** * Gets the reporting currency, used to control currency conversion, optional. *

* This is used to specify the currency that the result should be reporting in. * If the result is not associated with a currency, such as for "par rate", then the * reporting currency will effectively be ignored. *

* If empty, the reporting currency from {@link CalculationRules} will be used. * @return the optional value of the property, not null */ public Optional getReportingCurrency() { return Optional.ofNullable(reportingCurrency); } //----------------------------------------------------------------------- /** * Gets the calculation parameters that apply to this column, used to control the how the calculation is performed. *

* The parameters from {@link CalculationRules} and {@code Column} are combined. * If a parameter is defined here and in the rules with the same * {@linkplain CalculationParameter#queryType() query type}, then the column parameter takes precedence. *

* When building, these will default to be empty. * @return the value of the property */ public CalculationParameters getParameters() { return parameters; } //----------------------------------------------------------------------- /** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); } @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { Column other = (Column) obj; return JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(measure, other.measure) && JodaBeanUtils.equal(reportingCurrency, other.reportingCurrency) && JodaBeanUtils.equal(parameters, other.parameters); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(name); hash = hash * 31 + JodaBeanUtils.hashCode(measure); hash = hash * 31 + JodaBeanUtils.hashCode(reportingCurrency); hash = hash * 31 + JodaBeanUtils.hashCode(parameters); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("Column{"); buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' '); buf.append("measure").append('=').append(JodaBeanUtils.toString(measure)).append(',').append(' '); buf.append("reportingCurrency").append('=').append(JodaBeanUtils.toString(reportingCurrency)).append(',').append(' '); buf.append("parameters").append('=').append(JodaBeanUtils.toString(parameters)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code Column}. */ public 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 name} property. */ private final MetaProperty name = DirectMetaProperty.ofImmutable( this, "name", Column.class, ColumnName.class); /** * The meta-property for the {@code measure} property. */ private final MetaProperty measure = DirectMetaProperty.ofImmutable( this, "measure", Column.class, Measure.class); /** * The meta-property for the {@code reportingCurrency} property. */ private final MetaProperty reportingCurrency = DirectMetaProperty.ofImmutable( this, "reportingCurrency", Column.class, ReportingCurrency.class); /** * The meta-property for the {@code parameters} property. */ private final MetaProperty parameters = DirectMetaProperty.ofImmutable( this, "parameters", Column.class, CalculationParameters.class); /** * The meta-properties. */ private final Map> metaPropertyMap$ = new DirectMetaPropertyMap( this, null, "name", "measure", "reportingCurrency", "parameters"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case 3373707: // name return name; case 938321246: // measure return measure; case -1287844769: // reportingCurrency return reportingCurrency; case 458736106: // parameters return parameters; } return super.metaPropertyGet(propertyName); } @Override public Column.Builder builder() { return new Column.Builder(); } @Override public Class beanType() { return Column.class; } @Override public Map> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code name} property. * @return the meta-property, not null */ public MetaProperty name() { return name; } /** * The meta-property for the {@code measure} property. * @return the meta-property, not null */ public MetaProperty measure() { return measure; } /** * The meta-property for the {@code reportingCurrency} property. * @return the meta-property, not null */ public MetaProperty reportingCurrency() { return reportingCurrency; } /** * The meta-property for the {@code parameters} property. * @return the meta-property, not null */ public MetaProperty parameters() { return parameters; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3373707: // name return ((Column) bean).getName(); case 938321246: // measure return ((Column) bean).getMeasure(); case -1287844769: // reportingCurrency return ((Column) bean).reportingCurrency; case 458736106: // parameters return ((Column) bean).getParameters(); } 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 Column}. */ public static final class Builder extends DirectFieldsBeanBuilder { private ColumnName name; private Measure measure; private ReportingCurrency reportingCurrency; private CalculationParameters parameters; /** * Restricted constructor. */ private Builder() { applyDefaults(this); } /** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(Column beanToCopy) { this.name = beanToCopy.getName(); this.measure = beanToCopy.getMeasure(); this.reportingCurrency = beanToCopy.reportingCurrency; this.parameters = beanToCopy.getParameters(); } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case 3373707: // name return name; case 938321246: // measure return measure; case -1287844769: // reportingCurrency return reportingCurrency; case 458736106: // parameters return parameters; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case 3373707: // name this.name = (ColumnName) newValue; break; case 938321246: // measure this.measure = (Measure) newValue; break; case -1287844769: // reportingCurrency this.reportingCurrency = (ReportingCurrency) newValue; break; case 458736106: // parameters this.parameters = (CalculationParameters) newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return this; } @Override public Builder set(MetaProperty property, Object value) { super.set(property, value); return this; } @Override public Column build() { preBuild(this); return new Column( name, measure, reportingCurrency, parameters); } //----------------------------------------------------------------------- /** * Sets the column name. *

* This is the name of the column, and should be unique in a list of columns. * @param name the new value, not null * @return this, for chaining, not null */ public Builder name(ColumnName name) { JodaBeanUtils.notNull(name, "name"); this.name = name; return this; } /** * Sets the measure to be calculated. *

* This defines the calculation being performed, such as 'PresentValue' or 'ParRate'. * @param measure the new value, not null * @return this, for chaining, not null */ public Builder measure(Measure measure) { JodaBeanUtils.notNull(measure, "measure"); this.measure = measure; return this; } /** * Sets the reporting currency, used to control currency conversion, optional. *

* This is used to specify the currency that the result should be reporting in. * If the result is not associated with a currency, such as for "par rate", then the * reporting currency will effectively be ignored. *

* If empty, the reporting currency from {@link CalculationRules} will be used. * @param reportingCurrency the new value * @return this, for chaining, not null */ public Builder reportingCurrency(ReportingCurrency reportingCurrency) { this.reportingCurrency = reportingCurrency; return this; } /** * Sets the calculation parameters that apply to this column, used to control the how the calculation is performed. *

* The parameters from {@link CalculationRules} and {@code Column} are combined. * If a parameter is defined here and in the rules with the same * {@linkplain CalculationParameter#queryType() query type}, then the column parameter takes precedence. *

* When building, these will default to be empty. * @param parameters the new value * @return this, for chaining, not null */ public Builder parameters(CalculationParameters parameters) { this.parameters = parameters; return this; } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("Column.Builder{"); buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' '); buf.append("measure").append('=').append(JodaBeanUtils.toString(measure)).append(',').append(' '); buf.append("reportingCurrency").append('=').append(JodaBeanUtils.toString(reportingCurrency)).append(',').append(' '); buf.append("parameters").append('=').append(JodaBeanUtils.toString(parameters)); buf.append('}'); return buf.toString(); } } //-------------------------- AUTOGENERATED END -------------------------- }





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