com.opengamma.strata.product.bond.BondFutureSecurity 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.product.bond;
import static com.opengamma.strata.collect.Guavate.toImmutableList;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.List;
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.ImmutableDefaults;
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.ImmutableList;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.value.Rounding;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.product.PositionInfo;
import com.opengamma.strata.product.Security;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;
import com.opengamma.strata.product.TradeInfo;
/**
* A security representing a futures contract, based on a basket of fixed coupon bonds.
*
* A bond future is a financial instrument that is based on the future value of
* a basket of fixed coupon bonds. The profit or loss of a bond future is settled daily.
*
*
Price
* Strata uses decimal prices for bond futures in the trade model, pricers and market data.
* This is coherent with the pricing of {@link FixedCouponBond}. The bond futures delivery is a bond
* for an amount computed from the bond future price, a conversion factor and the accrued interest.
*/
@BeanDefinition
public final class BondFutureSecurity
implements Security, ImmutableBean, Serializable {
/**
* The standard security information.
*
* This includes the security identifier.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SecurityInfo info;
/**
* The currency that the future is traded in.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The basket of deliverable bonds.
*
* The underlying which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
*
* All of the underlying bonds must have the same notional and currency.
*/
@PropertyDefinition(validate = "notEmpty")
private final ImmutableList deliveryBasketIds;
/**
* The conversion factor for each bond in the basket.
*
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasketIds}.
*
* All of the underlying bonds must have the same notional and currency.
*/
@PropertyDefinition(validate = "notEmpty")
private final ImmutableList conversionFactors;
/**
* The last trading date.
*
* The future security is traded until this date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate lastTradeDate;
/**
* The first notice date.
*
* The first date on which the delivery of the underlying is authorized.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate firstNoticeDate;
/**
* The last notice date.
*
* The last date on which the delivery of the underlying is authorized.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate lastNoticeDate;
/**
* The first delivery date.
*
* The first date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
*/
@PropertyDefinition(get = "optional")
private final LocalDate firstDeliveryDate;
/**
* The last delivery date.
*
* The last date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
*/
@PropertyDefinition(get = "optional")
private final LocalDate lastDeliveryDate;
/**
* The definition of how to round the futures price, defaulted to no rounding.
*
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
*/
@PropertyDefinition(validate = "notNull")
private final Rounding rounding;
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.rounding(Rounding.none());
}
@ImmutableValidator
private void validate() {
int size = deliveryBasketIds.size();
ArgChecker.isTrue(size == conversionFactors.size(),
"The delivery basket size should be the same as the conversion factor size");
ArgChecker.inOrderOrEqual(firstNoticeDate, lastNoticeDate, "firstNoticeDate", "lastNoticeDate");
if (firstDeliveryDate != null && lastDeliveryDate != null) {
ArgChecker.inOrderOrEqual(firstDeliveryDate, lastDeliveryDate, "firstDeliveryDate", "lastDeliveryDate");
ArgChecker.inOrderOrEqual(firstNoticeDate, firstDeliveryDate, "firstNoticeDate", "firstDeliveryDate");
ArgChecker.inOrderOrEqual(lastNoticeDate, lastDeliveryDate, "lastNoticeDate", "lastDeliveryDate");
}
}
//-------------------------------------------------------------------------
@Override
public ImmutableSet getUnderlyingIds() {
return ImmutableSet.copyOf(deliveryBasketIds);
}
//-------------------------------------------------------------------------
@Override
public BondFutureSecurity withInfo(SecurityInfo info) {
return toBuilder().info(info).build();
}
//-------------------------------------------------------------------------
@Override
public BondFuture createProduct(ReferenceData refData) {
List bonds = deliveryBasketIds.stream()
.map(id -> resolveBond(id, refData))
.collect(toImmutableList());
return new BondFuture(
getSecurityId(),
bonds,
conversionFactors,
lastTradeDate,
firstNoticeDate,
lastNoticeDate,
firstDeliveryDate,
lastDeliveryDate,
rounding);
}
// resolve an underlying bond
private FixedCouponBond resolveBond(SecurityId id, ReferenceData refData) {
Security security = refData.getValue(id);
if (!(security instanceof FixedCouponBondSecurity)) {
throw new ClassCastException(Messages.format(
"{} underlying bond '{}' resolved to '{}' when '{}' was expected",
BondFutureSecurity.class.getSimpleName(),
id,
security.getClass().getSimpleName(),
FixedCouponBondSecurity.class.getSimpleName()));
}
FixedCouponBondSecurity bondSec = (FixedCouponBondSecurity) security;
return bondSec.createProduct(refData);
}
@Override
public BondFutureTrade createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData) {
BondFuture product = createProduct(refData);
return new BondFutureTrade(info, product, quantity, tradePrice);
}
@Override
public BondFuturePosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) {
return BondFuturePosition.ofNet(positionInfo, createProduct(refData), quantity);
}
@Override
public BondFuturePosition createPosition(
PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) {
return BondFuturePosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code BondFutureSecurity}.
* @return the meta-bean, not null
*/
public static BondFutureSecurity.Meta meta() {
return BondFutureSecurity.Meta.INSTANCE;
}
static {
MetaBean.register(BondFutureSecurity.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static BondFutureSecurity.Builder builder() {
return new BondFutureSecurity.Builder();
}
private BondFutureSecurity(
SecurityInfo info,
Currency currency,
List deliveryBasketIds,
List conversionFactors,
LocalDate lastTradeDate,
LocalDate firstNoticeDate,
LocalDate lastNoticeDate,
LocalDate firstDeliveryDate,
LocalDate lastDeliveryDate,
Rounding rounding) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notEmpty(deliveryBasketIds, "deliveryBasketIds");
JodaBeanUtils.notEmpty(conversionFactors, "conversionFactors");
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
JodaBeanUtils.notNull(firstNoticeDate, "firstNoticeDate");
JodaBeanUtils.notNull(lastNoticeDate, "lastNoticeDate");
JodaBeanUtils.notNull(rounding, "rounding");
this.info = info;
this.currency = currency;
this.deliveryBasketIds = ImmutableList.copyOf(deliveryBasketIds);
this.conversionFactors = ImmutableList.copyOf(conversionFactors);
this.lastTradeDate = lastTradeDate;
this.firstNoticeDate = firstNoticeDate;
this.lastNoticeDate = lastNoticeDate;
this.firstDeliveryDate = firstDeliveryDate;
this.lastDeliveryDate = lastDeliveryDate;
this.rounding = rounding;
validate();
}
@Override
public BondFutureSecurity.Meta metaBean() {
return BondFutureSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the standard security information.
*
* This includes the security identifier.
* @return the value of the property, not null
*/
@Override
public SecurityInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the currency that the future is traded in.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the basket of deliverable bonds.
*
* The underlying which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
*
* All of the underlying bonds must have the same notional and currency.
* @return the value of the property, not empty
*/
public ImmutableList getDeliveryBasketIds() {
return deliveryBasketIds;
}
//-----------------------------------------------------------------------
/**
* Gets the conversion factor for each bond in the basket.
*
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasketIds}.
*
* All of the underlying bonds must have the same notional and currency.
* @return the value of the property, not empty
*/
public ImmutableList getConversionFactors() {
return conversionFactors;
}
//-----------------------------------------------------------------------
/**
* Gets the last trading date.
*
* The future security is traded until this date.
* @return the value of the property, not null
*/
public LocalDate getLastTradeDate() {
return lastTradeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the first notice date.
*
* The first date on which the delivery of the underlying is authorized.
* @return the value of the property, not null
*/
public LocalDate getFirstNoticeDate() {
return firstNoticeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the last notice date.
*
* The last date on which the delivery of the underlying is authorized.
* @return the value of the property, not null
*/
public LocalDate getLastNoticeDate() {
return lastNoticeDate;
}
//-----------------------------------------------------------------------
/**
* Gets the first delivery date.
*
* The first date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
* @return the optional value of the property, not null
*/
public Optional getFirstDeliveryDate() {
return Optional.ofNullable(firstDeliveryDate);
}
//-----------------------------------------------------------------------
/**
* Gets the last delivery date.
*
* The last date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
* @return the optional value of the property, not null
*/
public Optional getLastDeliveryDate() {
return Optional.ofNullable(lastDeliveryDate);
}
//-----------------------------------------------------------------------
/**
* Gets the definition of how to round the futures price, defaulted to no rounding.
*
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
* @return the value of the property, not null
*/
public Rounding getRounding() {
return rounding;
}
//-----------------------------------------------------------------------
/**
* 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()) {
BondFutureSecurity other = (BondFutureSecurity) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(deliveryBasketIds, other.deliveryBasketIds) &&
JodaBeanUtils.equal(conversionFactors, other.conversionFactors) &&
JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) &&
JodaBeanUtils.equal(firstNoticeDate, other.firstNoticeDate) &&
JodaBeanUtils.equal(lastNoticeDate, other.lastNoticeDate) &&
JodaBeanUtils.equal(firstDeliveryDate, other.firstDeliveryDate) &&
JodaBeanUtils.equal(lastDeliveryDate, other.lastDeliveryDate) &&
JodaBeanUtils.equal(rounding, other.rounding);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(deliveryBasketIds);
hash = hash * 31 + JodaBeanUtils.hashCode(conversionFactors);
hash = hash * 31 + JodaBeanUtils.hashCode(lastTradeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(firstNoticeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(lastNoticeDate);
hash = hash * 31 + JodaBeanUtils.hashCode(firstDeliveryDate);
hash = hash * 31 + JodaBeanUtils.hashCode(lastDeliveryDate);
hash = hash * 31 + JodaBeanUtils.hashCode(rounding);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("BondFutureSecurity{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("deliveryBasketIds").append('=').append(JodaBeanUtils.toString(deliveryBasketIds)).append(',').append(' ');
buf.append("conversionFactors").append('=').append(JodaBeanUtils.toString(conversionFactors)).append(',').append(' ');
buf.append("lastTradeDate").append('=').append(JodaBeanUtils.toString(lastTradeDate)).append(',').append(' ');
buf.append("firstNoticeDate").append('=').append(JodaBeanUtils.toString(firstNoticeDate)).append(',').append(' ');
buf.append("lastNoticeDate").append('=').append(JodaBeanUtils.toString(lastNoticeDate)).append(',').append(' ');
buf.append("firstDeliveryDate").append('=').append(JodaBeanUtils.toString(firstDeliveryDate)).append(',').append(' ');
buf.append("lastDeliveryDate").append('=').append(JodaBeanUtils.toString(lastDeliveryDate)).append(',').append(' ');
buf.append("rounding").append('=').append(JodaBeanUtils.toString(rounding));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code BondFutureSecurity}.
*/
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 info} property.
*/
private final MetaProperty info = DirectMetaProperty.ofImmutable(
this, "info", BondFutureSecurity.class, SecurityInfo.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", BondFutureSecurity.class, Currency.class);
/**
* The meta-property for the {@code deliveryBasketIds} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> deliveryBasketIds = DirectMetaProperty.ofImmutable(
this, "deliveryBasketIds", BondFutureSecurity.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code conversionFactors} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> conversionFactors = DirectMetaProperty.ofImmutable(
this, "conversionFactors", BondFutureSecurity.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code lastTradeDate} property.
*/
private final MetaProperty lastTradeDate = DirectMetaProperty.ofImmutable(
this, "lastTradeDate", BondFutureSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code firstNoticeDate} property.
*/
private final MetaProperty firstNoticeDate = DirectMetaProperty.ofImmutable(
this, "firstNoticeDate", BondFutureSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code lastNoticeDate} property.
*/
private final MetaProperty lastNoticeDate = DirectMetaProperty.ofImmutable(
this, "lastNoticeDate", BondFutureSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code firstDeliveryDate} property.
*/
private final MetaProperty firstDeliveryDate = DirectMetaProperty.ofImmutable(
this, "firstDeliveryDate", BondFutureSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code lastDeliveryDate} property.
*/
private final MetaProperty lastDeliveryDate = DirectMetaProperty.ofImmutable(
this, "lastDeliveryDate", BondFutureSecurity.class, LocalDate.class);
/**
* The meta-property for the {@code rounding} property.
*/
private final MetaProperty rounding = DirectMetaProperty.ofImmutable(
this, "rounding", BondFutureSecurity.class, Rounding.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"currency",
"deliveryBasketIds",
"conversionFactors",
"lastTradeDate",
"firstNoticeDate",
"lastNoticeDate",
"firstDeliveryDate",
"lastDeliveryDate",
"rounding");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 575402001: // currency
return currency;
case -516424322: // deliveryBasketIds
return deliveryBasketIds;
case 1655488270: // conversionFactors
return conversionFactors;
case -1041950404: // lastTradeDate
return lastTradeDate;
case -1085415050: // firstNoticeDate
return firstNoticeDate;
case -1060668964: // lastNoticeDate
return lastNoticeDate;
case 1755448466: // firstDeliveryDate
return firstDeliveryDate;
case -233366664: // lastDeliveryDate
return lastDeliveryDate;
case -142444: // rounding
return rounding;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BondFutureSecurity.Builder builder() {
return new BondFutureSecurity.Builder();
}
@Override
public Class beanType() {
return BondFutureSecurity.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty info() {
return info;
}
/**
* 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 deliveryBasketIds} property.
* @return the meta-property, not null
*/
public MetaProperty> deliveryBasketIds() {
return deliveryBasketIds;
}
/**
* The meta-property for the {@code conversionFactors} property.
* @return the meta-property, not null
*/
public MetaProperty> conversionFactors() {
return conversionFactors;
}
/**
* The meta-property for the {@code lastTradeDate} property.
* @return the meta-property, not null
*/
public MetaProperty lastTradeDate() {
return lastTradeDate;
}
/**
* The meta-property for the {@code firstNoticeDate} property.
* @return the meta-property, not null
*/
public MetaProperty firstNoticeDate() {
return firstNoticeDate;
}
/**
* The meta-property for the {@code lastNoticeDate} property.
* @return the meta-property, not null
*/
public MetaProperty lastNoticeDate() {
return lastNoticeDate;
}
/**
* The meta-property for the {@code firstDeliveryDate} property.
* @return the meta-property, not null
*/
public MetaProperty firstDeliveryDate() {
return firstDeliveryDate;
}
/**
* The meta-property for the {@code lastDeliveryDate} property.
* @return the meta-property, not null
*/
public MetaProperty lastDeliveryDate() {
return lastDeliveryDate;
}
/**
* The meta-property for the {@code rounding} property.
* @return the meta-property, not null
*/
public MetaProperty rounding() {
return rounding;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((BondFutureSecurity) bean).getInfo();
case 575402001: // currency
return ((BondFutureSecurity) bean).getCurrency();
case -516424322: // deliveryBasketIds
return ((BondFutureSecurity) bean).getDeliveryBasketIds();
case 1655488270: // conversionFactors
return ((BondFutureSecurity) bean).getConversionFactors();
case -1041950404: // lastTradeDate
return ((BondFutureSecurity) bean).getLastTradeDate();
case -1085415050: // firstNoticeDate
return ((BondFutureSecurity) bean).getFirstNoticeDate();
case -1060668964: // lastNoticeDate
return ((BondFutureSecurity) bean).getLastNoticeDate();
case 1755448466: // firstDeliveryDate
return ((BondFutureSecurity) bean).firstDeliveryDate;
case -233366664: // lastDeliveryDate
return ((BondFutureSecurity) bean).lastDeliveryDate;
case -142444: // rounding
return ((BondFutureSecurity) bean).getRounding();
}
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 BondFutureSecurity}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SecurityInfo info;
private Currency currency;
private List deliveryBasketIds = ImmutableList.of();
private List conversionFactors = ImmutableList.of();
private LocalDate lastTradeDate;
private LocalDate firstNoticeDate;
private LocalDate lastNoticeDate;
private LocalDate firstDeliveryDate;
private LocalDate lastDeliveryDate;
private Rounding rounding;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(BondFutureSecurity beanToCopy) {
this.info = beanToCopy.getInfo();
this.currency = beanToCopy.getCurrency();
this.deliveryBasketIds = beanToCopy.getDeliveryBasketIds();
this.conversionFactors = beanToCopy.getConversionFactors();
this.lastTradeDate = beanToCopy.getLastTradeDate();
this.firstNoticeDate = beanToCopy.getFirstNoticeDate();
this.lastNoticeDate = beanToCopy.getLastNoticeDate();
this.firstDeliveryDate = beanToCopy.firstDeliveryDate;
this.lastDeliveryDate = beanToCopy.lastDeliveryDate;
this.rounding = beanToCopy.getRounding();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 575402001: // currency
return currency;
case -516424322: // deliveryBasketIds
return deliveryBasketIds;
case 1655488270: // conversionFactors
return conversionFactors;
case -1041950404: // lastTradeDate
return lastTradeDate;
case -1085415050: // firstNoticeDate
return firstNoticeDate;
case -1060668964: // lastNoticeDate
return lastNoticeDate;
case 1755448466: // firstDeliveryDate
return firstDeliveryDate;
case -233366664: // lastDeliveryDate
return lastDeliveryDate;
case -142444: // rounding
return rounding;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (SecurityInfo) newValue;
break;
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case -516424322: // deliveryBasketIds
this.deliveryBasketIds = (List) newValue;
break;
case 1655488270: // conversionFactors
this.conversionFactors = (List) newValue;
break;
case -1041950404: // lastTradeDate
this.lastTradeDate = (LocalDate) newValue;
break;
case -1085415050: // firstNoticeDate
this.firstNoticeDate = (LocalDate) newValue;
break;
case -1060668964: // lastNoticeDate
this.lastNoticeDate = (LocalDate) newValue;
break;
case 1755448466: // firstDeliveryDate
this.firstDeliveryDate = (LocalDate) newValue;
break;
case -233366664: // lastDeliveryDate
this.lastDeliveryDate = (LocalDate) newValue;
break;
case -142444: // rounding
this.rounding = (Rounding) 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 BondFutureSecurity build() {
return new BondFutureSecurity(
info,
currency,
deliveryBasketIds,
conversionFactors,
lastTradeDate,
firstNoticeDate,
lastNoticeDate,
firstDeliveryDate,
lastDeliveryDate,
rounding);
}
//-----------------------------------------------------------------------
/**
* Sets the standard security information.
*
* This includes the security identifier.
* @param info the new value, not null
* @return this, for chaining, not null
*/
public Builder info(SecurityInfo info) {
JodaBeanUtils.notNull(info, "info");
this.info = info;
return this;
}
/**
* Sets the currency that the future is traded in.
* @param currency the new value, not null
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this.currency = currency;
return this;
}
/**
* Sets the basket of deliverable bonds.
*
* The underlying which will be delivered in the future time is chosen from
* a basket of underling securities. This must not be empty.
*
* All of the underlying bonds must have the same notional and currency.
* @param deliveryBasketIds the new value, not empty
* @return this, for chaining, not null
*/
public Builder deliveryBasketIds(List deliveryBasketIds) {
JodaBeanUtils.notEmpty(deliveryBasketIds, "deliveryBasketIds");
this.deliveryBasketIds = deliveryBasketIds;
return this;
}
/**
* Sets the {@code deliveryBasketIds} property in the builder
* from an array of objects.
* @param deliveryBasketIds the new value, not empty
* @return this, for chaining, not null
*/
public Builder deliveryBasketIds(SecurityId... deliveryBasketIds) {
return deliveryBasketIds(ImmutableList.copyOf(deliveryBasketIds));
}
/**
* Sets the conversion factor for each bond in the basket.
*
* The price of each underlying security in the basket is rescaled by the conversion factor.
* This must not be empty, and its size must be the same as the size of {@code deliveryBasketIds}.
*
* All of the underlying bonds must have the same notional and currency.
* @param conversionFactors the new value, not empty
* @return this, for chaining, not null
*/
public Builder conversionFactors(List conversionFactors) {
JodaBeanUtils.notEmpty(conversionFactors, "conversionFactors");
this.conversionFactors = conversionFactors;
return this;
}
/**
* Sets the {@code conversionFactors} property in the builder
* from an array of objects.
* @param conversionFactors the new value, not empty
* @return this, for chaining, not null
*/
public Builder conversionFactors(Double... conversionFactors) {
return conversionFactors(ImmutableList.copyOf(conversionFactors));
}
/**
* Sets the last trading date.
*
* The future security is traded until this date.
* @param lastTradeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder lastTradeDate(LocalDate lastTradeDate) {
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
this.lastTradeDate = lastTradeDate;
return this;
}
/**
* Sets the first notice date.
*
* The first date on which the delivery of the underlying is authorized.
* @param firstNoticeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder firstNoticeDate(LocalDate firstNoticeDate) {
JodaBeanUtils.notNull(firstNoticeDate, "firstNoticeDate");
this.firstNoticeDate = firstNoticeDate;
return this;
}
/**
* Sets the last notice date.
*
* The last date on which the delivery of the underlying is authorized.
* @param lastNoticeDate the new value, not null
* @return this, for chaining, not null
*/
public Builder lastNoticeDate(LocalDate lastNoticeDate) {
JodaBeanUtils.notNull(lastNoticeDate, "lastNoticeDate");
this.lastNoticeDate = lastNoticeDate;
return this;
}
/**
* Sets the first delivery date.
*
* The first date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code firstNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
* @param firstDeliveryDate the new value
* @return this, for chaining, not null
*/
public Builder firstDeliveryDate(LocalDate firstDeliveryDate) {
this.firstDeliveryDate = firstDeliveryDate;
return this;
}
/**
* Sets the last delivery date.
*
* The last date on which the underlying is delivered.
*
* If not specified, the date will be computed from {@code lastNoticeDate} by using
* {@code settlementDateOffset} in the first element of the delivery basket
* when the future is resolved.
* @param lastDeliveryDate the new value
* @return this, for chaining, not null
*/
public Builder lastDeliveryDate(LocalDate lastDeliveryDate) {
this.lastDeliveryDate = lastDeliveryDate;
return this;
}
/**
* Sets the definition of how to round the futures price, defaulted to no rounding.
*
* The price is represented in decimal form, not percentage form.
* As such, the decimal places expressed by the rounding refers to this decimal form.
* For example, the common market price of 99.7125 for a 0.2875% rate is
* represented as 0.997125 which has 6 decimal places.
* @param rounding the new value, not null
* @return this, for chaining, not null
*/
public Builder rounding(Rounding rounding) {
JodaBeanUtils.notNull(rounding, "rounding");
this.rounding = rounding;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("BondFutureSecurity.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("deliveryBasketIds").append('=').append(JodaBeanUtils.toString(deliveryBasketIds)).append(',').append(' ');
buf.append("conversionFactors").append('=').append(JodaBeanUtils.toString(conversionFactors)).append(',').append(' ');
buf.append("lastTradeDate").append('=').append(JodaBeanUtils.toString(lastTradeDate)).append(',').append(' ');
buf.append("firstNoticeDate").append('=').append(JodaBeanUtils.toString(firstNoticeDate)).append(',').append(' ');
buf.append("lastNoticeDate").append('=').append(JodaBeanUtils.toString(lastNoticeDate)).append(',').append(' ');
buf.append("firstDeliveryDate").append('=').append(JodaBeanUtils.toString(firstDeliveryDate)).append(',').append(' ');
buf.append("lastDeliveryDate").append('=').append(JodaBeanUtils.toString(lastDeliveryDate)).append(',').append(' ');
buf.append("rounding").append('=').append(JodaBeanUtils.toString(rounding));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}