com.opengamma.strata.measure.fx.FxRateConfig Maven / Gradle / Ivy
/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.fx;
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.ImmutableValidator;
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.google.common.collect.ImmutableMap;
import com.opengamma.strata.basics.currency.CurrencyPair;
import com.opengamma.strata.basics.currency.FxRate;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.market.observable.QuoteId;
/**
* Configuration defining how to create {@link FxRate} instances from observable market data.
*
* Currently this only supports rates which are observable in the market. Cross rates derived from other
* rates will be supported later.
*
* This class is likely to change when support for cross rates is added.
*
* When populating this class all currency pairs must be quoted using the market conventions.
*/
@BeanDefinition
public final class FxRateConfig implements ImmutableBean {
/**
* The keys identifying FX rates which are observable in the market.
* Each entry is keyed by the conventional currency pair.
*/
@PropertyDefinition(validate = "notNull", get = "private")
private final ImmutableMap observableRates;
/**
* Returns a key identifying the market quote for an observable FX rate.
*
* If the FX rate is not observable in the market an empty optional is returned.
*
* It is possible the quote is for the rate of the inverse of the currency pair. This does not matter as
* the market data system ensures that the correct rate is always provided regardless of which way round
* the pair is quoted.
*
* @param currencyPair the currency pair
* @return a key identifying the market quote for the rate if it is observable in the market
*/
public Optional getObservableRateKey(CurrencyPair currencyPair) {
QuoteId quoteId = observableRates.get(currencyPair.toConventional());
return Optional.ofNullable(quoteId);
}
/**
* Returns FX rate configuration built using the data in the map.
*
* @param quotesMap map of currency pairs to the market quotes defining their rates
* @return FX rate configuration built using the data in the map
*/
public static FxRateConfig of(Map quotesMap) {
return new FxRateConfig(quotesMap);
}
@ImmutableValidator
private void validate() {
for (CurrencyPair currencyPair : observableRates.keySet()) {
if (!currencyPair.isConventional()) {
throw new IllegalArgumentException(
Messages.format(
"Currency pairs must be quoted using market conventions but {} is not",
currencyPair));
}
}
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code FxRateConfig}.
* @return the meta-bean, not null
*/
public static FxRateConfig.Meta meta() {
return FxRateConfig.Meta.INSTANCE;
}
static {
MetaBean.register(FxRateConfig.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static FxRateConfig.Builder builder() {
return new FxRateConfig.Builder();
}
private FxRateConfig(
Map observableRates) {
JodaBeanUtils.notNull(observableRates, "observableRates");
this.observableRates = ImmutableMap.copyOf(observableRates);
validate();
}
@Override
public FxRateConfig.Meta metaBean() {
return FxRateConfig.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the keys identifying FX rates which are observable in the market.
* Each entry is keyed by the conventional currency pair.
* @return the value of the property, not null
*/
private ImmutableMap getObservableRates() {
return observableRates;
}
//-----------------------------------------------------------------------
/**
* 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()) {
FxRateConfig other = (FxRateConfig) obj;
return JodaBeanUtils.equal(observableRates, other.observableRates);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(observableRates);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("FxRateConfig{");
buf.append("observableRates").append('=').append(JodaBeanUtils.toString(observableRates));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FxRateConfig}.
*/
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 observableRates} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> observableRates = DirectMetaProperty.ofImmutable(
this, "observableRates", FxRateConfig.class, (Class) ImmutableMap.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"observableRates");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1996176400: // observableRates
return observableRates;
}
return super.metaPropertyGet(propertyName);
}
@Override
public FxRateConfig.Builder builder() {
return new FxRateConfig.Builder();
}
@Override
public Class beanType() {
return FxRateConfig.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code observableRates} property.
* @return the meta-property, not null
*/
public MetaProperty> observableRates() {
return observableRates;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1996176400: // observableRates
return ((FxRateConfig) bean).getObservableRates();
}
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 FxRateConfig}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private Map observableRates = ImmutableMap.of();
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FxRateConfig beanToCopy) {
this.observableRates = beanToCopy.getObservableRates();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 1996176400: // observableRates
return observableRates;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 1996176400: // observableRates
this.observableRates = (Map) 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 FxRateConfig build() {
return new FxRateConfig(
observableRates);
}
//-----------------------------------------------------------------------
/**
* Sets the keys identifying FX rates which are observable in the market.
* Each entry is keyed by the conventional currency pair.
* @param observableRates the new value, not null
* @return this, for chaining, not null
*/
public Builder observableRates(Map observableRates) {
JodaBeanUtils.notNull(observableRates, "observableRates");
this.observableRates = observableRates;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("FxRateConfig.Builder{");
buf.append("observableRates").append('=').append(JodaBeanUtils.toString(observableRates));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}