com.opengamma.strata.market.curve.CurveNodeDate Maven / Gradle / Ivy
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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.strata.market.curve;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.function.Supplier;
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.ImmutableDefaults;
import org.joda.beans.gen.ImmutableValidator;
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.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.Messages;
/**
* The date of the curve node.
*
* A {@code CurveNodeDate} provides a flexible mechanism of defining the date of the curve node.
* It may be associated with the end date, the last fixing date, or specified exactly.
*/
@BeanDefinition(builderScope = "private")
public final class CurveNodeDate
implements ImmutableBean, Serializable {
/**
* An instance defining the curve node date as the end date of the trade.
*/
public static final CurveNodeDate END = new CurveNodeDate(CurveNodeDateType.END, null);
/**
* An instance defining the curve node date as the last fixing date date of the trade.
* Used only for instruments referencing an Ibor index.
*/
public static final CurveNodeDate LAST_FIXING = new CurveNodeDate(CurveNodeDateType.LAST_FIXING, null);
//-------------------------------------------------------------------------
/**
* The method by which the date of the node is calculated, defaulted to 'End'.
*/
@PropertyDefinition
private final CurveNodeDateType type;
/**
* The fixed date to be used on the node, only used when the type is 'Fixed'.
*/
@PropertyDefinition(get = "field")
private final LocalDate date;
//-------------------------------------------------------------------------
/**
* Obtains an instance specifying a fixed date.
*
* This returns an instance with the type {@link CurveNodeDateType#FIXED}.
*
* @param date the specific date
* @return an instance specifying a fixed date
*/
public static CurveNodeDate of(LocalDate date) {
return new CurveNodeDate(CurveNodeDateType.FIXED, date);
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.type = CurveNodeDateType.END;
}
@ImmutableValidator
private void validate() {
if (type.equals(CurveNodeDateType.FIXED)) {
ArgChecker.isTrue(date != null, "Date must be present when type is 'Fixed'");
} else {
ArgChecker.isTrue(date == null, "Date must not be present unless type is 'Fixed'");
}
}
//-------------------------------------------------------------------------
/**
* Checks if the type is 'End'.
*
* @return true if the type is 'End'
*/
public boolean isEnd() {
return (type == CurveNodeDateType.END);
}
/**
* Checks if the type is 'LastFixing'.
*
* @return true if the type is 'LastFixing'
*/
public boolean isLastFixing() {
return (type == CurveNodeDateType.LAST_FIXING);
}
/**
* Checks if the type is 'Fixed'.
*
* @return true if the type is 'Fixed'
*/
public boolean isFixed() {
return (type == CurveNodeDateType.FIXED);
}
/**
* Gets the node date if the type is 'Fixed'.
*
* If the type is 'Fixed', this returns the node date.
* Otherwise, this throws an exception.
*
* @return the node date, only available if the type is 'Fixed'
* @throws IllegalStateException if called when the type is not fixed
*/
public LocalDate getDate() {
if (!isFixed()) {
throw new IllegalStateException(Messages.format("No date available for type '{}'", type));
}
return date;
}
/**
* Calculates the appropriate date for the node.
*
* @param endDateSupplier the supplier invoked to get the end date
* @param lastFixingDateSupplier the supplier invoked to get the last fixing date
* @return the calculated date
*/
public LocalDate calculate(Supplier endDateSupplier, Supplier lastFixingDateSupplier) {
switch (type) {
case FIXED:
return date;
case END:
return endDateSupplier.get();
case LAST_FIXING:
return lastFixingDateSupplier.get();
default:
throw new IllegalStateException("Unknown curve node type");
}
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CurveNodeDate}.
* @return the meta-bean, not null
*/
public static CurveNodeDate.Meta meta() {
return CurveNodeDate.Meta.INSTANCE;
}
static {
MetaBean.register(CurveNodeDate.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private CurveNodeDate(
CurveNodeDateType type,
LocalDate date) {
this.type = type;
this.date = date;
validate();
}
@Override
public CurveNodeDate.Meta metaBean() {
return CurveNodeDate.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the method by which the date of the node is calculated, defaulted to 'End'.
* @return the value of the property
*/
public CurveNodeDateType getType() {
return type;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CurveNodeDate other = (CurveNodeDate) obj;
return JodaBeanUtils.equal(type, other.type) &&
JodaBeanUtils.equal(date, other.date);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(type);
hash = hash * 31 + JodaBeanUtils.hashCode(date);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CurveNodeDate{");
buf.append("type").append('=').append(JodaBeanUtils.toString(type)).append(',').append(' ');
buf.append("date").append('=').append(JodaBeanUtils.toString(date));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CurveNodeDate}.
*/
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 type} property.
*/
private final MetaProperty type = DirectMetaProperty.ofImmutable(
this, "type", CurveNodeDate.class, CurveNodeDateType.class);
/**
* The meta-property for the {@code date} property.
*/
private final MetaProperty date = DirectMetaProperty.ofImmutable(
this, "date", CurveNodeDate.class, LocalDate.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"type",
"date");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3575610: // type
return type;
case 3076014: // date
return date;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new CurveNodeDate.Builder();
}
@Override
public Class beanType() {
return CurveNodeDate.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code type} property.
* @return the meta-property, not null
*/
public MetaProperty type() {
return type;
}
/**
* The meta-property for the {@code date} property.
* @return the meta-property, not null
*/
public MetaProperty date() {
return date;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3575610: // type
return ((CurveNodeDate) bean).getType();
case 3076014: // date
return ((CurveNodeDate) bean).date;
}
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 CurveNodeDate}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private CurveNodeDateType type;
private LocalDate date;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3575610: // type
return type;
case 3076014: // date
return date;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3575610: // type
this.type = (CurveNodeDateType) newValue;
break;
case 3076014: // date
this.date = (LocalDate) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public CurveNodeDate build() {
return new CurveNodeDate(
type,
date);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CurveNodeDate.Builder{");
buf.append("type").append('=').append(JodaBeanUtils.toString(type)).append(',').append(' ');
buf.append("date").append('=').append(JodaBeanUtils.toString(date));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}