com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption Maven / Gradle / Ivy
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/*
* Copyright (C) 2022 - 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.time.ZonedDateTime;
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.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.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.ResolvedProduct;
import com.opengamma.strata.product.common.LongShort;
/**
* An option on a {@link FixedCouponBond} resolved for pricing.
*
* The option strike is expressed as "Clean price". The "clean" price excludes any accrued interest.
*
* The call/put is provided by the quantity's sign. If positive, it indicates the right to buy the bond (call),
* if negative it indicates the right to sell the bond (put).
*/
@BeanDefinition
public final class ResolvedFixedCouponBondOption
implements ResolvedProduct, ImmutableBean, Serializable {
/**
* Whether the option is long or short.
*
* Long indicates that the owner has the right to exercise the option at expiry.
*/
@PropertyDefinition(validate = "notNull")
private final LongShort longShort;
/**
* The bond underlying the option.
*/
@PropertyDefinition(validate = "notNull")
private final ResolvedFixedCouponBond underlying;
/**
* The expiry date-time of the option.
*
* The option is European, and can only be exercised on the expiry date.
*/
@PropertyDefinition(validate = "notNull")
private final ZonedDateTime expiry;
/**
* The quantity that was traded.
*
* This will be positive if buying (call) and negative if selling (put).
*/
@PropertyDefinition
private final double quantity;
/**
* The bond's settlement details.
*/
@PropertyDefinition(validate = "notNull")
private final ResolvedFixedCouponBondSettlement settlement;
@ImmutableValidator
private void validate() {
ArgChecker.inOrderOrEqual(expiry.toLocalDate(), settlement.getSettlementDate(),
"expiry date", "settlement date");
}
/**
* Returns the bond option currency.
*
* @return the currency
*/
public Currency getCurrency() {
return underlying.getCurrency();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ResolvedFixedCouponBondOption}.
* @return the meta-bean, not null
*/
public static ResolvedFixedCouponBondOption.Meta meta() {
return ResolvedFixedCouponBondOption.Meta.INSTANCE;
}
static {
MetaBean.register(ResolvedFixedCouponBondOption.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 ResolvedFixedCouponBondOption.Builder builder() {
return new ResolvedFixedCouponBondOption.Builder();
}
private ResolvedFixedCouponBondOption(
LongShort longShort,
ResolvedFixedCouponBond underlying,
ZonedDateTime expiry,
double quantity,
ResolvedFixedCouponBondSettlement settlement) {
JodaBeanUtils.notNull(longShort, "longShort");
JodaBeanUtils.notNull(underlying, "underlying");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(settlement, "settlement");
this.longShort = longShort;
this.underlying = underlying;
this.expiry = expiry;
this.quantity = quantity;
this.settlement = settlement;
validate();
}
@Override
public ResolvedFixedCouponBondOption.Meta metaBean() {
return ResolvedFixedCouponBondOption.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets whether the option is long or short.
*
* Long indicates that the owner has the right to exercise the option at expiry.
* @return the value of the property, not null
*/
public LongShort getLongShort() {
return longShort;
}
//-----------------------------------------------------------------------
/**
* Gets the bond underlying the option.
* @return the value of the property, not null
*/
public ResolvedFixedCouponBond getUnderlying() {
return underlying;
}
//-----------------------------------------------------------------------
/**
* Gets the expiry date-time of the option.
*
* The option is European, and can only be exercised on the expiry date.
* @return the value of the property, not null
*/
public ZonedDateTime getExpiry() {
return expiry;
}
//-----------------------------------------------------------------------
/**
* Gets the quantity that was traded.
*
* This will be positive if buying (call) and negative if selling (put).
* @return the value of the property
*/
public double getQuantity() {
return quantity;
}
//-----------------------------------------------------------------------
/**
* Gets the bond's settlement details.
* @return the value of the property, not null
*/
public ResolvedFixedCouponBondSettlement getSettlement() {
return settlement;
}
//-----------------------------------------------------------------------
/**
* 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()) {
ResolvedFixedCouponBondOption other = (ResolvedFixedCouponBondOption) obj;
return JodaBeanUtils.equal(longShort, other.longShort) &&
JodaBeanUtils.equal(underlying, other.underlying) &&
JodaBeanUtils.equal(expiry, other.expiry) &&
JodaBeanUtils.equal(quantity, other.quantity) &&
JodaBeanUtils.equal(settlement, other.settlement);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(longShort);
hash = hash * 31 + JodaBeanUtils.hashCode(underlying);
hash = hash * 31 + JodaBeanUtils.hashCode(expiry);
hash = hash * 31 + JodaBeanUtils.hashCode(quantity);
hash = hash * 31 + JodaBeanUtils.hashCode(settlement);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("ResolvedFixedCouponBondOption{");
buf.append("longShort").append('=').append(JodaBeanUtils.toString(longShort)).append(',').append(' ');
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("quantity").append('=').append(JodaBeanUtils.toString(quantity)).append(',').append(' ');
buf.append("settlement").append('=').append(JodaBeanUtils.toString(settlement));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedFixedCouponBondOption}.
*/
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 longShort} property.
*/
private final MetaProperty longShort = DirectMetaProperty.ofImmutable(
this, "longShort", ResolvedFixedCouponBondOption.class, LongShort.class);
/**
* The meta-property for the {@code underlying} property.
*/
private final MetaProperty underlying = DirectMetaProperty.ofImmutable(
this, "underlying", ResolvedFixedCouponBondOption.class, ResolvedFixedCouponBond.class);
/**
* The meta-property for the {@code expiry} property.
*/
private final MetaProperty expiry = DirectMetaProperty.ofImmutable(
this, "expiry", ResolvedFixedCouponBondOption.class, ZonedDateTime.class);
/**
* The meta-property for the {@code quantity} property.
*/
private final MetaProperty quantity = DirectMetaProperty.ofImmutable(
this, "quantity", ResolvedFixedCouponBondOption.class, Double.TYPE);
/**
* The meta-property for the {@code settlement} property.
*/
private final MetaProperty settlement = DirectMetaProperty.ofImmutable(
this, "settlement", ResolvedFixedCouponBondOption.class, ResolvedFixedCouponBondSettlement.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"longShort",
"underlying",
"expiry",
"quantity",
"settlement");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 116685664: // longShort
return longShort;
case -1770633379: // underlying
return underlying;
case -1289159373: // expiry
return expiry;
case -1285004149: // quantity
return quantity;
case 73828649: // settlement
return settlement;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ResolvedFixedCouponBondOption.Builder builder() {
return new ResolvedFixedCouponBondOption.Builder();
}
@Override
public Class beanType() {
return ResolvedFixedCouponBondOption.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code longShort} property.
* @return the meta-property, not null
*/
public MetaProperty longShort() {
return longShort;
}
/**
* The meta-property for the {@code underlying} property.
* @return the meta-property, not null
*/
public MetaProperty underlying() {
return underlying;
}
/**
* The meta-property for the {@code expiry} property.
* @return the meta-property, not null
*/
public MetaProperty expiry() {
return expiry;
}
/**
* The meta-property for the {@code quantity} property.
* @return the meta-property, not null
*/
public MetaProperty quantity() {
return quantity;
}
/**
* The meta-property for the {@code settlement} property.
* @return the meta-property, not null
*/
public MetaProperty settlement() {
return settlement;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 116685664: // longShort
return ((ResolvedFixedCouponBondOption) bean).getLongShort();
case -1770633379: // underlying
return ((ResolvedFixedCouponBondOption) bean).getUnderlying();
case -1289159373: // expiry
return ((ResolvedFixedCouponBondOption) bean).getExpiry();
case -1285004149: // quantity
return ((ResolvedFixedCouponBondOption) bean).getQuantity();
case 73828649: // settlement
return ((ResolvedFixedCouponBondOption) bean).getSettlement();
}
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 ResolvedFixedCouponBondOption}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private LongShort longShort;
private ResolvedFixedCouponBond underlying;
private ZonedDateTime expiry;
private double quantity;
private ResolvedFixedCouponBondSettlement settlement;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ResolvedFixedCouponBondOption beanToCopy) {
this.longShort = beanToCopy.getLongShort();
this.underlying = beanToCopy.getUnderlying();
this.expiry = beanToCopy.getExpiry();
this.quantity = beanToCopy.getQuantity();
this.settlement = beanToCopy.getSettlement();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 116685664: // longShort
return longShort;
case -1770633379: // underlying
return underlying;
case -1289159373: // expiry
return expiry;
case -1285004149: // quantity
return quantity;
case 73828649: // settlement
return settlement;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 116685664: // longShort
this.longShort = (LongShort) newValue;
break;
case -1770633379: // underlying
this.underlying = (ResolvedFixedCouponBond) newValue;
break;
case -1289159373: // expiry
this.expiry = (ZonedDateTime) newValue;
break;
case -1285004149: // quantity
this.quantity = (Double) newValue;
break;
case 73828649: // settlement
this.settlement = (ResolvedFixedCouponBondSettlement) 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 ResolvedFixedCouponBondOption build() {
return new ResolvedFixedCouponBondOption(
longShort,
underlying,
expiry,
quantity,
settlement);
}
//-----------------------------------------------------------------------
/**
* Sets whether the option is long or short.
*
* Long indicates that the owner has the right to exercise the option at expiry.
* @param longShort the new value, not null
* @return this, for chaining, not null
*/
public Builder longShort(LongShort longShort) {
JodaBeanUtils.notNull(longShort, "longShort");
this.longShort = longShort;
return this;
}
/**
* Sets the bond underlying the option.
* @param underlying the new value, not null
* @return this, for chaining, not null
*/
public Builder underlying(ResolvedFixedCouponBond underlying) {
JodaBeanUtils.notNull(underlying, "underlying");
this.underlying = underlying;
return this;
}
/**
* Sets the expiry date-time of the option.
*
* The option is European, and can only be exercised on the expiry date.
* @param expiry the new value, not null
* @return this, for chaining, not null
*/
public Builder expiry(ZonedDateTime expiry) {
JodaBeanUtils.notNull(expiry, "expiry");
this.expiry = expiry;
return this;
}
/**
* Sets the quantity that was traded.
*
* This will be positive if buying (call) and negative if selling (put).
* @param quantity the new value
* @return this, for chaining, not null
*/
public Builder quantity(double quantity) {
this.quantity = quantity;
return this;
}
/**
* Sets the bond's settlement details.
* @param settlement the new value, not null
* @return this, for chaining, not null
*/
public Builder settlement(ResolvedFixedCouponBondSettlement settlement) {
JodaBeanUtils.notNull(settlement, "settlement");
this.settlement = settlement;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("ResolvedFixedCouponBondOption.Builder{");
buf.append("longShort").append('=').append(JodaBeanUtils.toString(longShort)).append(',').append(' ');
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("quantity").append('=').append(JodaBeanUtils.toString(quantity)).append(',').append(' ');
buf.append("settlement").append('=').append(JodaBeanUtils.toString(settlement));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}