com.opengamma.strata.pricer.credit.JumpToDefault Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.credit;
import java.io.Serializable;
import java.util.HashMap;
import java.util.Map;
import java.util.Map.Entry;
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.ImmutableMap;
import com.opengamma.strata.basics.StandardId;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.FxConvertible;
import com.opengamma.strata.basics.currency.FxRateProvider;
/**
* The result of calculating Jump-To-Default.
*
* The result is an array of currency amounts, all with the same currency,
* keyed by the legal entity {@code StandardId}.
*/
@BeanDefinition(builderScope = "private")
public final class JumpToDefault
implements FxConvertible, ImmutableBean, Serializable {
/**
* The currency of the amounts.
*/
@PropertyDefinition(validate = "notNull")
private final Currency currency;
/**
* The amounts, identified by legal entity ID.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableMap amounts;
//-------------------------------------------------------------------------
/**
* Obtains an instance from currency and map.
*
* @param currency the currency of the values
* @param splitValues the split values
* @return the instance
*/
public static JumpToDefault of(Currency currency, Map splitValues) {
return new JumpToDefault(currency, splitValues);
}
//-------------------------------------------------------------------------
@Override
public JumpToDefault convertedTo(Currency resultCurrency, FxRateProvider rateProvider) {
Map mutable = new HashMap<>();
for (Entry entry : amounts.entrySet()) {
double converted = rateProvider.convert(entry.getValue(), currency, resultCurrency);
mutable.put(entry.getKey(), converted);
}
return JumpToDefault.of(resultCurrency, mutable);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code JumpToDefault}.
* @return the meta-bean, not null
*/
public static JumpToDefault.Meta meta() {
return JumpToDefault.Meta.INSTANCE;
}
static {
MetaBean.register(JumpToDefault.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private JumpToDefault(
Currency currency,
Map amounts) {
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(amounts, "amounts");
this.currency = currency;
this.amounts = ImmutableMap.copyOf(amounts);
}
@Override
public JumpToDefault.Meta metaBean() {
return JumpToDefault.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the currency of the amounts.
* @return the value of the property, not null
*/
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the amounts, identified by legal entity ID.
* @return the value of the property, not null
*/
public ImmutableMap getAmounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
JumpToDefault other = (JumpToDefault) obj;
return JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(amounts, other.amounts);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(amounts);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("JumpToDefault{");
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code JumpToDefault}.
*/
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 currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", JumpToDefault.class, Currency.class);
/**
* The meta-property for the {@code amounts} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> amounts = DirectMetaProperty.ofImmutable(
this, "amounts", JumpToDefault.class, (Class) ImmutableMap.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"amounts");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case -879772901: // amounts
return amounts;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new JumpToDefault.Builder();
}
@Override
public Class beanType() {
return JumpToDefault.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty currency() {
return currency;
}
/**
* The meta-property for the {@code amounts} property.
* @return the meta-property, not null
*/
public MetaProperty> amounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return ((JumpToDefault) bean).getCurrency();
case -879772901: // amounts
return ((JumpToDefault) bean).getAmounts();
}
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 JumpToDefault}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private Currency currency;
private Map amounts = ImmutableMap.of();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case -879772901: // amounts
return amounts;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case -879772901: // amounts
this.amounts = (Map) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public JumpToDefault build() {
return new JumpToDefault(
currency,
amounts);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("JumpToDefault.Builder{");
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}