com.opengamma.strata.product.bond.CapitalIndexedBondSecurity 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 java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
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.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.date.DaysAdjustment;
import com.opengamma.strata.basics.schedule.PeriodicSchedule;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.LegalEntityId;
import com.opengamma.strata.product.PositionInfo;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;
import com.opengamma.strata.product.TradeInfo;
import com.opengamma.strata.product.swap.InflationRateCalculation;
/**
* A security representing a capital indexed bond.
*
* A capital indexed bond is a financial instrument that represents a stream of inflation-adjusted payments.
*
*
Price
* Strata uses decimal prices for bonds in the trade model, pricers and market data.
* For example, a price of 99.32% is represented in Strata by 0.9932.
*/
@BeanDefinition
public final class CapitalIndexedBondSecurity
implements LegalEntitySecurity, ImmutableBean, Serializable {
/**
* The standard security information.
*
* This includes the security identifier.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SecurityInfo info;
/**
* The currency that the bond is traded in.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The notional amount, must be positive.
*
* The notional expressed here must be positive.
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition(validate = "ArgChecker.notNegativeOrZero")
private final double notional;
/**
* The accrual schedule.
*
* This is used to define the accrual periods.
* These are used directly or indirectly to determine other dates in the product.
*/
@PropertyDefinition(validate = "notNull")
private final PeriodicSchedule accrualSchedule;
/**
* The inflation rate calculation.
*
* The reference index is interpolated index or monthly index.
* Real coupons are represented by {@code gearing} in the calculation.
* The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation.
*/
@PropertyDefinition(validate = "notNull")
private final InflationRateCalculation rateCalculation;
/**
* The day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
* For the inflation-indexed bond, the day count convention is used to compute accrued interest.
*
* Note that the year fraction of a coupon payment is computed based on the unadjusted
* dates in the schedule.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* Yield convention.
*
* The convention defines how to convert from yield to price and inversely.
*/
@PropertyDefinition(validate = "notNull")
private final CapitalIndexedBondYieldConvention yieldConvention;
/**
* The legal entity identifier.
*
* This identifier is used for the legal entity that issues the bond.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LegalEntityId legalEntityId;
/**
* The number of days between valuation date and settlement date.
*
* This is used to compute clean price.
* The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.
*/
@PropertyDefinition(validate = "notNull")
private final DaysAdjustment settlementDateOffset;
/**
* Ex-coupon period.
*
* Some bonds trade ex-coupons before the coupon payment. The coupon is paid not to the
* owner of the bond on the payment date but to the owner of the bond on the detachment date.
* The difference between the two is the ex-coupon period (measured in days).
*
* Because the detachment date is not after the coupon date, the number of days
* stored in this field should be zero or negative.
*/
@PropertyDefinition(validate = "notNull")
private final DaysAdjustment exCouponPeriod;
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.exCouponPeriod = DaysAdjustment.NONE;
}
@ImmutableValidator
private void validate() {
ArgChecker.isTrue(settlementDateOffset.getDays() >= 0, "The settlement date offset must be non-negative");
ArgChecker.isTrue(exCouponPeriod.getDays() <= 0,
"The ex-coupon period is measured from the payment date, thus the days must be non-positive");
ArgChecker.isTrue(rateCalculation.getFirstIndexValue().isPresent(), "Rate calculation must specify first index value");
}
//-------------------------------------------------------------------------
/**
* Gets the first index value
*
* This is the price index value at the start of the bond.
*
* @return the first index value
*/
public double getFirstIndexValue() {
return rateCalculation.getFirstIndexValue().getAsDouble(); // validated in constructor
}
@Override
public ImmutableSet getUnderlyingIds() {
return ImmutableSet.of();
}
@Override
public CapitalIndexedBondSecurity withInfo(SecurityInfo info) {
return toBuilder().info(info).build();
}
//-------------------------------------------------------------------------
@Override
public CapitalIndexedBond createProduct(ReferenceData refData) {
return new CapitalIndexedBond(
getSecurityId(),
currency,
notional,
accrualSchedule,
rateCalculation,
dayCount,
yieldConvention,
legalEntityId,
settlementDateOffset,
exCouponPeriod);
}
@Override
public CapitalIndexedBondTrade createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData) {
return new CapitalIndexedBondTrade(info, createProduct(refData), quantity, tradePrice);
}
@Override
public CapitalIndexedBondPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) {
return CapitalIndexedBondPosition.ofNet(positionInfo, createProduct(refData), quantity);
}
@Override
public CapitalIndexedBondPosition createPosition(
PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) {
return CapitalIndexedBondPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CapitalIndexedBondSecurity}.
* @return the meta-bean, not null
*/
public static CapitalIndexedBondSecurity.Meta meta() {
return CapitalIndexedBondSecurity.Meta.INSTANCE;
}
static {
MetaBean.register(CapitalIndexedBondSecurity.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 CapitalIndexedBondSecurity.Builder builder() {
return new CapitalIndexedBondSecurity.Builder();
}
private CapitalIndexedBondSecurity(
SecurityInfo info,
Currency currency,
double notional,
PeriodicSchedule accrualSchedule,
InflationRateCalculation rateCalculation,
DayCount dayCount,
CapitalIndexedBondYieldConvention yieldConvention,
LegalEntityId legalEntityId,
DaysAdjustment settlementDateOffset,
DaysAdjustment exCouponPeriod) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(currency, "currency");
ArgChecker.notNegativeOrZero(notional, "notional");
JodaBeanUtils.notNull(accrualSchedule, "accrualSchedule");
JodaBeanUtils.notNull(rateCalculation, "rateCalculation");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(yieldConvention, "yieldConvention");
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
JodaBeanUtils.notNull(exCouponPeriod, "exCouponPeriod");
this.info = info;
this.currency = currency;
this.notional = notional;
this.accrualSchedule = accrualSchedule;
this.rateCalculation = rateCalculation;
this.dayCount = dayCount;
this.yieldConvention = yieldConvention;
this.legalEntityId = legalEntityId;
this.settlementDateOffset = settlementDateOffset;
this.exCouponPeriod = exCouponPeriod;
validate();
}
@Override
public CapitalIndexedBondSecurity.Meta metaBean() {
return CapitalIndexedBondSecurity.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 bond is traded in.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount, must be positive.
*
* The notional expressed here must be positive.
* The currency of the notional is specified by {@code currency}.
* @return the value of the property
*/
public double getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the accrual schedule.
*
* This is used to define the accrual periods.
* These are used directly or indirectly to determine other dates in the product.
* @return the value of the property, not null
*/
public PeriodicSchedule getAccrualSchedule() {
return accrualSchedule;
}
//-----------------------------------------------------------------------
/**
* Gets the inflation rate calculation.
*
* The reference index is interpolated index or monthly index.
* Real coupons are represented by {@code gearing} in the calculation.
* The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation.
* @return the value of the property, not null
*/
public InflationRateCalculation getRateCalculation() {
return rateCalculation;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
* For the inflation-indexed bond, the day count convention is used to compute accrued interest.
*
* Note that the year fraction of a coupon payment is computed based on the unadjusted
* dates in the schedule.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets yield convention.
*
* The convention defines how to convert from yield to price and inversely.
* @return the value of the property, not null
*/
public CapitalIndexedBondYieldConvention getYieldConvention() {
return yieldConvention;
}
//-----------------------------------------------------------------------
/**
* Gets the legal entity identifier.
*
* This identifier is used for the legal entity that issues the bond.
* @return the value of the property, not null
*/
@Override
public LegalEntityId getLegalEntityId() {
return legalEntityId;
}
//-----------------------------------------------------------------------
/**
* Gets the number of days between valuation date and settlement date.
*
* This is used to compute clean price.
* The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.
* @return the value of the property, not null
*/
public DaysAdjustment getSettlementDateOffset() {
return settlementDateOffset;
}
//-----------------------------------------------------------------------
/**
* Gets ex-coupon period.
*
* Some bonds trade ex-coupons before the coupon payment. The coupon is paid not to the
* owner of the bond on the payment date but to the owner of the bond on the detachment date.
* The difference between the two is the ex-coupon period (measured in days).
*
* Because the detachment date is not after the coupon date, the number of days
* stored in this field should be zero or negative.
* @return the value of the property, not null
*/
public DaysAdjustment getExCouponPeriod() {
return exCouponPeriod;
}
//-----------------------------------------------------------------------
/**
* 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()) {
CapitalIndexedBondSecurity other = (CapitalIndexedBondSecurity) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(accrualSchedule, other.accrualSchedule) &&
JodaBeanUtils.equal(rateCalculation, other.rateCalculation) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(yieldConvention, other.yieldConvention) &&
JodaBeanUtils.equal(legalEntityId, other.legalEntityId) &&
JodaBeanUtils.equal(settlementDateOffset, other.settlementDateOffset) &&
JodaBeanUtils.equal(exCouponPeriod, other.exCouponPeriod);
}
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(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(accrualSchedule);
hash = hash * 31 + JodaBeanUtils.hashCode(rateCalculation);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(yieldConvention);
hash = hash * 31 + JodaBeanUtils.hashCode(legalEntityId);
hash = hash * 31 + JodaBeanUtils.hashCode(settlementDateOffset);
hash = hash * 31 + JodaBeanUtils.hashCode(exCouponPeriod);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("CapitalIndexedBondSecurity{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("accrualSchedule").append('=').append(JodaBeanUtils.toString(accrualSchedule)).append(',').append(' ');
buf.append("rateCalculation").append('=').append(JodaBeanUtils.toString(rateCalculation)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("yieldConvention").append('=').append(JodaBeanUtils.toString(yieldConvention)).append(',').append(' ');
buf.append("legalEntityId").append('=').append(JodaBeanUtils.toString(legalEntityId)).append(',').append(' ');
buf.append("settlementDateOffset").append('=').append(JodaBeanUtils.toString(settlementDateOffset)).append(',').append(' ');
buf.append("exCouponPeriod").append('=').append(JodaBeanUtils.toString(exCouponPeriod));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CapitalIndexedBondSecurity}.
*/
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", CapitalIndexedBondSecurity.class, SecurityInfo.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", CapitalIndexedBondSecurity.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", CapitalIndexedBondSecurity.class, Double.TYPE);
/**
* The meta-property for the {@code accrualSchedule} property.
*/
private final MetaProperty accrualSchedule = DirectMetaProperty.ofImmutable(
this, "accrualSchedule", CapitalIndexedBondSecurity.class, PeriodicSchedule.class);
/**
* The meta-property for the {@code rateCalculation} property.
*/
private final MetaProperty rateCalculation = DirectMetaProperty.ofImmutable(
this, "rateCalculation", CapitalIndexedBondSecurity.class, InflationRateCalculation.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", CapitalIndexedBondSecurity.class, DayCount.class);
/**
* The meta-property for the {@code yieldConvention} property.
*/
private final MetaProperty yieldConvention = DirectMetaProperty.ofImmutable(
this, "yieldConvention", CapitalIndexedBondSecurity.class, CapitalIndexedBondYieldConvention.class);
/**
* The meta-property for the {@code legalEntityId} property.
*/
private final MetaProperty legalEntityId = DirectMetaProperty.ofImmutable(
this, "legalEntityId", CapitalIndexedBondSecurity.class, LegalEntityId.class);
/**
* The meta-property for the {@code settlementDateOffset} property.
*/
private final MetaProperty settlementDateOffset = DirectMetaProperty.ofImmutable(
this, "settlementDateOffset", CapitalIndexedBondSecurity.class, DaysAdjustment.class);
/**
* The meta-property for the {@code exCouponPeriod} property.
*/
private final MetaProperty exCouponPeriod = DirectMetaProperty.ofImmutable(
this, "exCouponPeriod", CapitalIndexedBondSecurity.class, DaysAdjustment.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"currency",
"notional",
"accrualSchedule",
"rateCalculation",
"dayCount",
"yieldConvention",
"legalEntityId",
"settlementDateOffset",
"exCouponPeriod");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case 304659814: // accrualSchedule
return accrualSchedule;
case -521703991: // rateCalculation
return rateCalculation;
case 1905311443: // dayCount
return dayCount;
case -1895216418: // yieldConvention
return yieldConvention;
case 866287159: // legalEntityId
return legalEntityId;
case 135924714: // settlementDateOffset
return settlementDateOffset;
case 1408037338: // exCouponPeriod
return exCouponPeriod;
}
return super.metaPropertyGet(propertyName);
}
@Override
public CapitalIndexedBondSecurity.Builder builder() {
return new CapitalIndexedBondSecurity.Builder();
}
@Override
public Class beanType() {
return CapitalIndexedBondSecurity.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 notional} property.
* @return the meta-property, not null
*/
public MetaProperty notional() {
return notional;
}
/**
* The meta-property for the {@code accrualSchedule} property.
* @return the meta-property, not null
*/
public MetaProperty accrualSchedule() {
return accrualSchedule;
}
/**
* The meta-property for the {@code rateCalculation} property.
* @return the meta-property, not null
*/
public MetaProperty rateCalculation() {
return rateCalculation;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty dayCount() {
return dayCount;
}
/**
* The meta-property for the {@code yieldConvention} property.
* @return the meta-property, not null
*/
public MetaProperty yieldConvention() {
return yieldConvention;
}
/**
* The meta-property for the {@code legalEntityId} property.
* @return the meta-property, not null
*/
public MetaProperty legalEntityId() {
return legalEntityId;
}
/**
* The meta-property for the {@code settlementDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty settlementDateOffset() {
return settlementDateOffset;
}
/**
* The meta-property for the {@code exCouponPeriod} property.
* @return the meta-property, not null
*/
public MetaProperty exCouponPeriod() {
return exCouponPeriod;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((CapitalIndexedBondSecurity) bean).getInfo();
case 575402001: // currency
return ((CapitalIndexedBondSecurity) bean).getCurrency();
case 1585636160: // notional
return ((CapitalIndexedBondSecurity) bean).getNotional();
case 304659814: // accrualSchedule
return ((CapitalIndexedBondSecurity) bean).getAccrualSchedule();
case -521703991: // rateCalculation
return ((CapitalIndexedBondSecurity) bean).getRateCalculation();
case 1905311443: // dayCount
return ((CapitalIndexedBondSecurity) bean).getDayCount();
case -1895216418: // yieldConvention
return ((CapitalIndexedBondSecurity) bean).getYieldConvention();
case 866287159: // legalEntityId
return ((CapitalIndexedBondSecurity) bean).getLegalEntityId();
case 135924714: // settlementDateOffset
return ((CapitalIndexedBondSecurity) bean).getSettlementDateOffset();
case 1408037338: // exCouponPeriod
return ((CapitalIndexedBondSecurity) bean).getExCouponPeriod();
}
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 CapitalIndexedBondSecurity}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SecurityInfo info;
private Currency currency;
private double notional;
private PeriodicSchedule accrualSchedule;
private InflationRateCalculation rateCalculation;
private DayCount dayCount;
private CapitalIndexedBondYieldConvention yieldConvention;
private LegalEntityId legalEntityId;
private DaysAdjustment settlementDateOffset;
private DaysAdjustment exCouponPeriod;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(CapitalIndexedBondSecurity beanToCopy) {
this.info = beanToCopy.getInfo();
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.accrualSchedule = beanToCopy.getAccrualSchedule();
this.rateCalculation = beanToCopy.getRateCalculation();
this.dayCount = beanToCopy.getDayCount();
this.yieldConvention = beanToCopy.getYieldConvention();
this.legalEntityId = beanToCopy.getLegalEntityId();
this.settlementDateOffset = beanToCopy.getSettlementDateOffset();
this.exCouponPeriod = beanToCopy.getExCouponPeriod();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case 304659814: // accrualSchedule
return accrualSchedule;
case -521703991: // rateCalculation
return rateCalculation;
case 1905311443: // dayCount
return dayCount;
case -1895216418: // yieldConvention
return yieldConvention;
case 866287159: // legalEntityId
return legalEntityId;
case 135924714: // settlementDateOffset
return settlementDateOffset;
case 1408037338: // exCouponPeriod
return exCouponPeriod;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@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 1585636160: // notional
this.notional = (Double) newValue;
break;
case 304659814: // accrualSchedule
this.accrualSchedule = (PeriodicSchedule) newValue;
break;
case -521703991: // rateCalculation
this.rateCalculation = (InflationRateCalculation) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case -1895216418: // yieldConvention
this.yieldConvention = (CapitalIndexedBondYieldConvention) newValue;
break;
case 866287159: // legalEntityId
this.legalEntityId = (LegalEntityId) newValue;
break;
case 135924714: // settlementDateOffset
this.settlementDateOffset = (DaysAdjustment) newValue;
break;
case 1408037338: // exCouponPeriod
this.exCouponPeriod = (DaysAdjustment) 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 CapitalIndexedBondSecurity build() {
return new CapitalIndexedBondSecurity(
info,
currency,
notional,
accrualSchedule,
rateCalculation,
dayCount,
yieldConvention,
legalEntityId,
settlementDateOffset,
exCouponPeriod);
}
//-----------------------------------------------------------------------
/**
* 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 bond 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 notional amount, must be positive.
*
* The notional expressed here must be positive.
* The currency of the notional is specified by {@code currency}.
* @param notional the new value
* @return this, for chaining, not null
*/
public Builder notional(double notional) {
ArgChecker.notNegativeOrZero(notional, "notional");
this.notional = notional;
return this;
}
/**
* Sets the accrual schedule.
*
* This is used to define the accrual periods.
* These are used directly or indirectly to determine other dates in the product.
* @param accrualSchedule the new value, not null
* @return this, for chaining, not null
*/
public Builder accrualSchedule(PeriodicSchedule accrualSchedule) {
JodaBeanUtils.notNull(accrualSchedule, "accrualSchedule");
this.accrualSchedule = accrualSchedule;
return this;
}
/**
* Sets the inflation rate calculation.
*
* The reference index is interpolated index or monthly index.
* Real coupons are represented by {@code gearing} in the calculation.
* The price index value at the start of the bond is represented by {@code firstIndexValue} in the calculation.
* @param rateCalculation the new value, not null
* @return this, for chaining, not null
*/
public Builder rateCalculation(InflationRateCalculation rateCalculation) {
JodaBeanUtils.notNull(rateCalculation, "rateCalculation");
this.rateCalculation = rateCalculation;
return this;
}
/**
* Sets the day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
* For the inflation-indexed bond, the day count convention is used to compute accrued interest.
*
* Note that the year fraction of a coupon payment is computed based on the unadjusted
* dates in the schedule.
* @param dayCount the new value, not null
* @return this, for chaining, not null
*/
public Builder dayCount(DayCount dayCount) {
JodaBeanUtils.notNull(dayCount, "dayCount");
this.dayCount = dayCount;
return this;
}
/**
* Sets yield convention.
*
* The convention defines how to convert from yield to price and inversely.
* @param yieldConvention the new value, not null
* @return this, for chaining, not null
*/
public Builder yieldConvention(CapitalIndexedBondYieldConvention yieldConvention) {
JodaBeanUtils.notNull(yieldConvention, "yieldConvention");
this.yieldConvention = yieldConvention;
return this;
}
/**
* Sets the legal entity identifier.
*
* This identifier is used for the legal entity that issues the bond.
* @param legalEntityId the new value, not null
* @return this, for chaining, not null
*/
public Builder legalEntityId(LegalEntityId legalEntityId) {
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
this.legalEntityId = legalEntityId;
return this;
}
/**
* Sets the number of days between valuation date and settlement date.
*
* This is used to compute clean price.
* The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.
* @param settlementDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder settlementDateOffset(DaysAdjustment settlementDateOffset) {
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.settlementDateOffset = settlementDateOffset;
return this;
}
/**
* Sets ex-coupon period.
*
* Some bonds trade ex-coupons before the coupon payment. The coupon is paid not to the
* owner of the bond on the payment date but to the owner of the bond on the detachment date.
* The difference between the two is the ex-coupon period (measured in days).
*
* Because the detachment date is not after the coupon date, the number of days
* stored in this field should be zero or negative.
* @param exCouponPeriod the new value, not null
* @return this, for chaining, not null
*/
public Builder exCouponPeriod(DaysAdjustment exCouponPeriod) {
JodaBeanUtils.notNull(exCouponPeriod, "exCouponPeriod");
this.exCouponPeriod = exCouponPeriod;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("CapitalIndexedBondSecurity.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("accrualSchedule").append('=').append(JodaBeanUtils.toString(accrualSchedule)).append(',').append(' ');
buf.append("rateCalculation").append('=').append(JodaBeanUtils.toString(rateCalculation)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("yieldConvention").append('=').append(JodaBeanUtils.toString(yieldConvention)).append(',').append(' ');
buf.append("legalEntityId").append('=').append(JodaBeanUtils.toString(legalEntityId)).append(',').append(' ');
buf.append("settlementDateOffset").append('=').append(JodaBeanUtils.toString(settlementDateOffset)).append(',').append(' ');
buf.append("exCouponPeriod").append('=').append(JodaBeanUtils.toString(exCouponPeriod));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}