com.opengamma.strata.market.option.DeltaStrike 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.option;
import java.io.Serializable;
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.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;
/**
* A strike based on absolute delta.
*
* The absolute delta of a call option, D_c. This is in the range (0,1), where 0.5 is ATM (Delta-Neutral Straddle DNS),
* D_c > 0.5 are ITM and D_c < 0.5 are OTM options.
* The absolute delta of a put option is related by D_p = D_c - 1. Since prices are normally quoted for OTM options,
* D_c < 0.5 will be from calls, while D_c > 0.5 (D_p > -0.5) will be from puts.
*/
@BeanDefinition(builderScope = "private")
public final class DeltaStrike
implements Strike, ImmutableBean, Serializable {
/**
* The value of absolute delta.
*/
@PropertyDefinition(overrideGet = true)
private final double value;
/**
* Obtains an instance of {@code Delta} with the value of absolute delta.
*
* @param delta the value of absolute delta
* @return the instance
*/
public static DeltaStrike of(double delta) {
return new DeltaStrike(delta);
}
@ImmutableValidator
private void validate() {
ArgChecker.isTrue(value >= 0 && value <= 1.0, "Delta must be in the range (0,1)");
}
//-------------------------------------------------------------------------
@Override
public StrikeType getType() {
return StrikeType.DELTA;
}
@Override
public DeltaStrike withValue(double value) {
return new DeltaStrike(value);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code DeltaStrike}.
* @return the meta-bean, not null
*/
public static DeltaStrike.Meta meta() {
return DeltaStrike.Meta.INSTANCE;
}
static {
MetaBean.register(DeltaStrike.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private DeltaStrike(
double value) {
this.value = value;
validate();
}
@Override
public DeltaStrike.Meta metaBean() {
return DeltaStrike.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the value of absolute delta.
* @return the value of the property
*/
@Override
public double getValue() {
return value;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
DeltaStrike other = (DeltaStrike) obj;
return JodaBeanUtils.equal(value, other.value);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(value);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("DeltaStrike{");
buf.append("value").append('=').append(JodaBeanUtils.toString(value));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code DeltaStrike}.
*/
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 value} property.
*/
private final MetaProperty value = DirectMetaProperty.ofImmutable(
this, "value", DeltaStrike.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"value");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 111972721: // value
return value;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new DeltaStrike.Builder();
}
@Override
public Class beanType() {
return DeltaStrike.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code value} property.
* @return the meta-property, not null
*/
public MetaProperty value() {
return value;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 111972721: // value
return ((DeltaStrike) bean).getValue();
}
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 DeltaStrike}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private double value;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 111972721: // value
return value;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 111972721: // value
this.value = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public DeltaStrike build() {
return new DeltaStrike(
value);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("DeltaStrike.Builder{");
buf.append("value").append('=').append(JodaBeanUtils.toString(value));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}