com.opengamma.strata.market.amount.CashFlow Maven / Gradle / Ivy
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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.market.amount;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
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;
import com.google.common.collect.ComparisonChain;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.basics.currency.FxConvertible;
import com.opengamma.strata.basics.currency.FxRateProvider;
/**
* A single cash flow of a currency amount on a specific date.
*/
@BeanDefinition(builderScope = "private")
public final class CashFlow
implements FxConvertible, Comparable, ImmutableBean, Serializable {
/**
* The payment date.
*
* This is the date on which the cash flow occurs.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate paymentDate;
/**
* The present value of the cash flow.
*
* The present value is signed.
* A negative value indicates a payment while a positive value indicates receipt.
*/
@PropertyDefinition(validate = "notNull")
private final CurrencyAmount presentValue;
/**
* The forecast value of the cash flow.
*
* The forecast value is signed.
* A negative value indicates a payment while a positive value indicates receipt.
*/
@PropertyDefinition(validate = "notNull")
private final CurrencyAmount forecastValue;
/**
* The discount factor.
*
* This is the discount factor between valuation date and the payment date.
* Thus present value is the forecast value multiplied by the discount factor.
*/
@PropertyDefinition
private final double discountFactor;
//-------------------------------------------------------------------------
/**
* Creates a {@code CashFlow} representing a single cash flow from
* payment date, present value and discount factor.
*
* @param paymentDate the payment date
* @param presentValue the present value as a currency amount
* @param discountFactor the discount factor
* @return the cash flow instance
*/
public static CashFlow ofPresentValue(LocalDate paymentDate, CurrencyAmount presentValue, double discountFactor) {
return new CashFlow(paymentDate, presentValue, presentValue.multipliedBy(1d / discountFactor), discountFactor);
}
/**
* Creates a {@code CashFlow} representing a single cash flow from payment date, present value amount,
* discount factor and currency.
*
* @param paymentDate the payment date
* @param currency the currency
* @param presentValue the amount of the present value
* @param discountFactor the discount factor
* @return the cash flow instance
*/
public static CashFlow ofPresentValue(LocalDate paymentDate, Currency currency, double presentValue, double discountFactor) {
return ofPresentValue(paymentDate, CurrencyAmount.of(currency, presentValue), discountFactor);
}
/**
* Creates a {@code CashFlow} representing a single cash flow from
* payment date, forecast value and discount factor.
*
* @param paymentDate the payment date
* @param forecastValue the forecast value as a currency amount
* @param discountFactor the discount factor
* @return the cash flow instance
*/
public static CashFlow ofForecastValue(LocalDate paymentDate, CurrencyAmount forecastValue, double discountFactor) {
return new CashFlow(paymentDate, forecastValue.multipliedBy(discountFactor), forecastValue, discountFactor);
}
/**
* Creates a {@code CashFlow} representing a single cash flow from payment date, forecast value amount,
* discount factor and currency.
*
* @param paymentDate the payment date
* @param currency the currency
* @param forecastValue the amount of the forecast value
* @param discountFactor the discount factor
* @return the cash flow instance
*/
public static CashFlow ofForecastValue(LocalDate paymentDate, Currency currency, double forecastValue, double discountFactor) {
return ofForecastValue(paymentDate, CurrencyAmount.of(currency, forecastValue), discountFactor);
}
//-------------------------------------------------------------------------
/**
* Converts this cash flow to an equivalent amount in the specified currency.
*
* The result will have both the present and forecast value expressed in terms of the given currency.
* If conversion is needed, the provider will be used to supply the FX rate.
*
* @param resultCurrency the currency of the result
* @param rateProvider the provider of FX rates
* @return the converted instance, in the specified currency
* @throws RuntimeException if no FX rate could be found
*/
@Override
public CashFlow convertedTo(Currency resultCurrency, FxRateProvider rateProvider) {
if (presentValue.getCurrency().equals(resultCurrency) && forecastValue.getCurrency().equals(resultCurrency)) {
return this;
}
CurrencyAmount pv = presentValue.convertedTo(resultCurrency, rateProvider);
CurrencyAmount fv = forecastValue.convertedTo(resultCurrency, rateProvider);
return new CashFlow(paymentDate, pv, fv, discountFactor);
}
//-------------------------------------------------------------------------
/**
* Compares this cash flow to another, first by date, then value.
*
* @param other the other instance
* @return the comparison
*/
@Override
public int compareTo(CashFlow other) {
return ComparisonChain.start()
.compare(paymentDate, other.paymentDate)
.compare(presentValue, other.presentValue)
.compare(forecastValue, other.forecastValue)
.compare(discountFactor, other.discountFactor)
.result();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CashFlow}.
* @return the meta-bean, not null
*/
public static CashFlow.Meta meta() {
return CashFlow.Meta.INSTANCE;
}
static {
MetaBean.register(CashFlow.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private CashFlow(
LocalDate paymentDate,
CurrencyAmount presentValue,
CurrencyAmount forecastValue,
double discountFactor) {
JodaBeanUtils.notNull(paymentDate, "paymentDate");
JodaBeanUtils.notNull(presentValue, "presentValue");
JodaBeanUtils.notNull(forecastValue, "forecastValue");
this.paymentDate = paymentDate;
this.presentValue = presentValue;
this.forecastValue = forecastValue;
this.discountFactor = discountFactor;
}
@Override
public CashFlow.Meta metaBean() {
return CashFlow.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the payment date.
*
* This is the date on which the cash flow occurs.
* @return the value of the property, not null
*/
public LocalDate getPaymentDate() {
return paymentDate;
}
//-----------------------------------------------------------------------
/**
* Gets the present value of the cash flow.
*
* The present value is signed.
* A negative value indicates a payment while a positive value indicates receipt.
* @return the value of the property, not null
*/
public CurrencyAmount getPresentValue() {
return presentValue;
}
//-----------------------------------------------------------------------
/**
* Gets the forecast value of the cash flow.
*
* The forecast value is signed.
* A negative value indicates a payment while a positive value indicates receipt.
* @return the value of the property, not null
*/
public CurrencyAmount getForecastValue() {
return forecastValue;
}
//-----------------------------------------------------------------------
/**
* Gets the discount factor.
*
* This is the discount factor between valuation date and the payment date.
* Thus present value is the forecast value multiplied by the discount factor.
* @return the value of the property
*/
public double getDiscountFactor() {
return discountFactor;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CashFlow other = (CashFlow) obj;
return JodaBeanUtils.equal(paymentDate, other.paymentDate) &&
JodaBeanUtils.equal(presentValue, other.presentValue) &&
JodaBeanUtils.equal(forecastValue, other.forecastValue) &&
JodaBeanUtils.equal(discountFactor, other.discountFactor);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(paymentDate);
hash = hash * 31 + JodaBeanUtils.hashCode(presentValue);
hash = hash * 31 + JodaBeanUtils.hashCode(forecastValue);
hash = hash * 31 + JodaBeanUtils.hashCode(discountFactor);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("CashFlow{");
buf.append("paymentDate").append('=').append(JodaBeanUtils.toString(paymentDate)).append(',').append(' ');
buf.append("presentValue").append('=').append(JodaBeanUtils.toString(presentValue)).append(',').append(' ');
buf.append("forecastValue").append('=').append(JodaBeanUtils.toString(forecastValue)).append(',').append(' ');
buf.append("discountFactor").append('=').append(JodaBeanUtils.toString(discountFactor));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CashFlow}.
*/
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 paymentDate} property.
*/
private final MetaProperty paymentDate = DirectMetaProperty.ofImmutable(
this, "paymentDate", CashFlow.class, LocalDate.class);
/**
* The meta-property for the {@code presentValue} property.
*/
private final MetaProperty presentValue = DirectMetaProperty.ofImmutable(
this, "presentValue", CashFlow.class, CurrencyAmount.class);
/**
* The meta-property for the {@code forecastValue} property.
*/
private final MetaProperty forecastValue = DirectMetaProperty.ofImmutable(
this, "forecastValue", CashFlow.class, CurrencyAmount.class);
/**
* The meta-property for the {@code discountFactor} property.
*/
private final MetaProperty discountFactor = DirectMetaProperty.ofImmutable(
this, "discountFactor", CashFlow.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"paymentDate",
"presentValue",
"forecastValue",
"discountFactor");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return paymentDate;
case 686253430: // presentValue
return presentValue;
case 1310579766: // forecastValue
return forecastValue;
case -557144592: // discountFactor
return discountFactor;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new CashFlow.Builder();
}
@Override
public Class beanType() {
return CashFlow.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code paymentDate} property.
* @return the meta-property, not null
*/
public MetaProperty paymentDate() {
return paymentDate;
}
/**
* The meta-property for the {@code presentValue} property.
* @return the meta-property, not null
*/
public MetaProperty presentValue() {
return presentValue;
}
/**
* The meta-property for the {@code forecastValue} property.
* @return the meta-property, not null
*/
public MetaProperty forecastValue() {
return forecastValue;
}
/**
* The meta-property for the {@code discountFactor} property.
* @return the meta-property, not null
*/
public MetaProperty discountFactor() {
return discountFactor;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return ((CashFlow) bean).getPaymentDate();
case 686253430: // presentValue
return ((CashFlow) bean).getPresentValue();
case 1310579766: // forecastValue
return ((CashFlow) bean).getForecastValue();
case -557144592: // discountFactor
return ((CashFlow) bean).getDiscountFactor();
}
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 CashFlow}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private LocalDate paymentDate;
private CurrencyAmount presentValue;
private CurrencyAmount forecastValue;
private double discountFactor;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return paymentDate;
case 686253430: // presentValue
return presentValue;
case 1310579766: // forecastValue
return forecastValue;
case -557144592: // discountFactor
return discountFactor;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
this.paymentDate = (LocalDate) newValue;
break;
case 686253430: // presentValue
this.presentValue = (CurrencyAmount) newValue;
break;
case 1310579766: // forecastValue
this.forecastValue = (CurrencyAmount) newValue;
break;
case -557144592: // discountFactor
this.discountFactor = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public CashFlow build() {
return new CashFlow(
paymentDate,
presentValue,
forecastValue,
discountFactor);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("CashFlow.Builder{");
buf.append("paymentDate").append('=').append(JodaBeanUtils.toString(paymentDate)).append(',').append(' ');
buf.append("presentValue").append('=').append(JodaBeanUtils.toString(presentValue)).append(',').append(' ');
buf.append("forecastValue").append('=').append(JodaBeanUtils.toString(forecastValue)).append(',').append(' ');
buf.append("discountFactor").append('=').append(JodaBeanUtils.toString(discountFactor));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}