com.opengamma.strata.market.observable.QuoteId 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.observable;
import java.io.Serializable;
import java.lang.invoke.MethodHandles;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.TypedMetaBean;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.light.LightMetaBean;
import com.opengamma.strata.basics.StandardId;
import com.opengamma.strata.data.FieldName;
import com.opengamma.strata.data.ObservableId;
import com.opengamma.strata.data.ObservableSource;
/**
* An identifier used to access a market quote.
*
* A quote ID identifies a piece of data in an external data provider.
*
* Where possible, applications should use higher level IDs, instead of this class.
* Higher level market data keys allow the system to associate the market data with metadata when
* applying scenario definitions. If quote IDs are used directly, the system has no way to
* perturb the market data using higher level rules that rely on metadata.
*
* The {@link StandardId} in a quote ID is typically the ID from an underlying data provider (e.g.
* Bloomberg or Reuters). However the field name is a generic name which is mapped to the field name
* in the underlying provider by the market data system.
*
* The reason for this difference is the different sources of the ID and field name data. The ID is typically
* taken from an object which is provided to any calculations, for example a security linked to the
* trade. The calculation rarely has to make up an ID for an object it doesn't have access to.
*
* In contrast, calculations will often have to reference field names that aren't part their arguments. For
* example, if a calculation requires the last closing price of a security, it could take the ID from
* the security, but it needs a way to specify the field name containing the last closing price.
*
* If the field name were specific to the market data provider, the calculation would have to be aware
* of the source of its market data. However, if it uses a generic field name from {@code FieldNames}
* the market data source can change without affecting the calculation.
*
* @see FieldName
*/
@BeanDefinition(style = "light", cacheHashCode = true)
public final class QuoteId
implements ObservableId, ImmutableBean, Serializable {
/**
* The identifier of the data.
* This is typically an identifier from an external data provider.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final StandardId standardId;
/**
* The field name in the market data record that contains the market data item.
* The most common field name is {@linkplain FieldName#MARKET_VALUE market value}.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final FieldName fieldName;
/**
* The source of observable market data.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final ObservableSource observableSource;
//-------------------------------------------------------------------------
/**
* Obtains an instance used to obtain an observable value.
*
* The field name containing the data is {@link FieldName#MARKET_VALUE} and the market
* data source is {@link ObservableSource#NONE}.
*
* @param standardId the standard identifier of the data in the underlying data provider
* @return the identifier
*/
public static QuoteId of(StandardId standardId) {
return new QuoteId(standardId, FieldName.MARKET_VALUE, ObservableSource.NONE);
}
/**
* Obtains an instance used to obtain an observable value.
*
* The market data source is {@link ObservableSource#NONE}.
*
* @param standardId the standard identifier of the data in the underlying data provider
* @param fieldName the name of the field in the market data record holding the data
* @return the identifier
*/
public static QuoteId of(StandardId standardId, FieldName fieldName) {
return new QuoteId(standardId, fieldName, ObservableSource.NONE);
}
/**
* Obtains an instance used to obtain an observable value,
* specifying the source of observable market data.
*
* @param standardId the standard identifier of the data in the underlying data provider
* @param fieldName the name of the field in the market data record holding the data
* @param obsSource the source of observable market data
* @return the identifier
*/
public static QuoteId of(StandardId standardId, FieldName fieldName, ObservableSource obsSource) {
return new QuoteId(standardId, fieldName, obsSource);
}
//-------------------------------------------------------------------------
@Override
public QuoteId withObservableSource(ObservableSource obsSource) {
return new QuoteId(standardId, fieldName, obsSource);
}
@Override
public String toString() {
return new StringBuilder(32)
.append("QuoteId:")
.append(standardId)
.append('/')
.append(fieldName)
.append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource)
.toString();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code QuoteId}.
*/
private static final TypedMetaBean META_BEAN =
LightMetaBean.of(
QuoteId.class,
MethodHandles.lookup(),
new String[] {
"standardId",
"fieldName",
"observableSource"},
new Object[0]);
/**
* The meta-bean for {@code QuoteId}.
* @return the meta-bean, not null
*/
public static TypedMetaBean meta() {
return META_BEAN;
}
static {
MetaBean.register(META_BEAN);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* The cached hash code, using the racy single-check idiom.
*/
private transient int cacheHashCode;
private QuoteId(
StandardId standardId,
FieldName fieldName,
ObservableSource observableSource) {
JodaBeanUtils.notNull(standardId, "standardId");
JodaBeanUtils.notNull(fieldName, "fieldName");
JodaBeanUtils.notNull(observableSource, "observableSource");
this.standardId = standardId;
this.fieldName = fieldName;
this.observableSource = observableSource;
}
@Override
public TypedMetaBean metaBean() {
return META_BEAN;
}
//-----------------------------------------------------------------------
/**
* Gets the identifier of the data.
* This is typically an identifier from an external data provider.
* @return the value of the property, not null
*/
@Override
public StandardId getStandardId() {
return standardId;
}
//-----------------------------------------------------------------------
/**
* Gets the field name in the market data record that contains the market data item.
* The most common field name is {@linkplain FieldName#MARKET_VALUE market value}.
* @return the value of the property, not null
*/
@Override
public FieldName getFieldName() {
return fieldName;
}
//-----------------------------------------------------------------------
/**
* Gets the source of observable market data.
* @return the value of the property, not null
*/
@Override
public ObservableSource getObservableSource() {
return observableSource;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
QuoteId other = (QuoteId) obj;
return JodaBeanUtils.equal(standardId, other.standardId) &&
JodaBeanUtils.equal(fieldName, other.fieldName) &&
JodaBeanUtils.equal(observableSource, other.observableSource);
}
return false;
}
@Override
public int hashCode() {
int hash = cacheHashCode;
if (hash == 0) {
hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(standardId);
hash = hash * 31 + JodaBeanUtils.hashCode(fieldName);
hash = hash * 31 + JodaBeanUtils.hashCode(observableSource);
cacheHashCode = hash;
}
return hash;
}
//-------------------------- AUTOGENERATED END --------------------------
}