com.opengamma.strata.product.cms.ResolvedCms Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.cms;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
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.ImmutableValidator;
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.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.ResolvedProduct;
import com.opengamma.strata.product.swap.ResolvedSwapLeg;
/**
* A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
*
* This is the resolved form of {@link Cms} and is an input to the pricers.
* Applications will typically create a {@code ResolvedCms} from a {@code Cms}
* using {@link Cms#resolve(ReferenceData)}.
*
* A {@code ResolvedCms} is bound to data that changes over time, such as holiday calendars.
* If the data changes, such as the addition of a new holiday, the resolved form will not be updated.
* Care must be taken when placing the resolved form in a cache or persistence layer.
*/
@BeanDefinition(builderScope = "private")
public final class ResolvedCms
implements ResolvedProduct, ImmutableBean, Serializable {
/**
* The CMS leg of the product.
*
* This is associated with periodic payments based on swap rate.
* The payments are CMS coupons, CMS caplets or CMS floors.
*/
@PropertyDefinition(validate = "notNull")
private final ResolvedCmsLeg cmsLeg;
/**
* The optional pay leg of the product.
*
* Typically this is associated with periodic fixed or Ibor rate payments without compounding or notional exchange.
*
* These periodic payments are not made for certain CMS products. Instead the premium is paid upfront.
*/
@PropertyDefinition(get = "optional")
private final ResolvedSwapLeg payLeg;
//-------------------------------------------------------------------------
/**
* Obtains an instance from a CMS leg with no pay leg.
*
* The pay leg is absent in the resulting CMS.
*
* @param cmsLeg the CMS leg
* @return the CMS
*/
public static ResolvedCms of(ResolvedCmsLeg cmsLeg) {
return new ResolvedCms(cmsLeg, null);
}
/**
* Obtains an instance from a CMS leg and a pay leg.
*
* @param cmsLeg the CMS leg
* @param payLeg the pay leg
* @return the CMS
*/
public static ResolvedCms of(ResolvedCmsLeg cmsLeg, ResolvedSwapLeg payLeg) {
ArgChecker.notNull(cmsLeg, "cmsLeg");
ArgChecker.notNull(payLeg, "payLeg");
return new ResolvedCms(cmsLeg, payLeg);
}
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
if (getPayLeg().isPresent()) {
ArgChecker.isFalse(
payLeg.getPayReceive().equals(cmsLeg.getPayReceive()),
"Two legs should have different Pay/Receive flags");
}
}
//-------------------------------------------------------------------------
/**
* Returns the set of currencies referred to by the CMS.
*
* This returns the complete set of payment currencies for the CMS.
* This will typically return one currency, but could return two.
*
* @return the set of payment currencies referred to by this swap
*/
public ImmutableSet allPaymentCurrencies() {
if (payLeg == null) {
return ImmutableSet.of(cmsLeg.getCurrency());
}
return ImmutableSet.of(cmsLeg.getCurrency(), payLeg.getCurrency());
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ResolvedCms}.
* @return the meta-bean, not null
*/
public static ResolvedCms.Meta meta() {
return ResolvedCms.Meta.INSTANCE;
}
static {
MetaBean.register(ResolvedCms.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private ResolvedCms(
ResolvedCmsLeg cmsLeg,
ResolvedSwapLeg payLeg) {
JodaBeanUtils.notNull(cmsLeg, "cmsLeg");
this.cmsLeg = cmsLeg;
this.payLeg = payLeg;
validate();
}
@Override
public ResolvedCms.Meta metaBean() {
return ResolvedCms.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the CMS leg of the product.
*
* This is associated with periodic payments based on swap rate.
* The payments are CMS coupons, CMS caplets or CMS floors.
* @return the value of the property, not null
*/
public ResolvedCmsLeg getCmsLeg() {
return cmsLeg;
}
//-----------------------------------------------------------------------
/**
* Gets the optional pay leg of the product.
*
* Typically this is associated with periodic fixed or Ibor rate payments without compounding or notional exchange.
*
* These periodic payments are not made for certain CMS products. Instead the premium is paid upfront.
* @return the optional value of the property, not null
*/
public Optional getPayLeg() {
return Optional.ofNullable(payLeg);
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
ResolvedCms other = (ResolvedCms) obj;
return JodaBeanUtils.equal(cmsLeg, other.cmsLeg) &&
JodaBeanUtils.equal(payLeg, other.payLeg);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(cmsLeg);
hash = hash * 31 + JodaBeanUtils.hashCode(payLeg);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("ResolvedCms{");
buf.append("cmsLeg").append('=').append(JodaBeanUtils.toString(cmsLeg)).append(',').append(' ');
buf.append("payLeg").append('=').append(JodaBeanUtils.toString(payLeg));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedCms}.
*/
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 cmsLeg} property.
*/
private final MetaProperty cmsLeg = DirectMetaProperty.ofImmutable(
this, "cmsLeg", ResolvedCms.class, ResolvedCmsLeg.class);
/**
* The meta-property for the {@code payLeg} property.
*/
private final MetaProperty payLeg = DirectMetaProperty.ofImmutable(
this, "payLeg", ResolvedCms.class, ResolvedSwapLeg.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"cmsLeg",
"payLeg");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1356515323: // cmsLeg
return cmsLeg;
case -995239866: // payLeg
return payLeg;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new ResolvedCms.Builder();
}
@Override
public Class beanType() {
return ResolvedCms.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code cmsLeg} property.
* @return the meta-property, not null
*/
public MetaProperty cmsLeg() {
return cmsLeg;
}
/**
* The meta-property for the {@code payLeg} property.
* @return the meta-property, not null
*/
public MetaProperty payLeg() {
return payLeg;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1356515323: // cmsLeg
return ((ResolvedCms) bean).getCmsLeg();
case -995239866: // payLeg
return ((ResolvedCms) bean).payLeg;
}
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 ResolvedCms}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private ResolvedCmsLeg cmsLeg;
private ResolvedSwapLeg payLeg;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1356515323: // cmsLeg
return cmsLeg;
case -995239866: // payLeg
return payLeg;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1356515323: // cmsLeg
this.cmsLeg = (ResolvedCmsLeg) newValue;
break;
case -995239866: // payLeg
this.payLeg = (ResolvedSwapLeg) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public ResolvedCms build() {
return new ResolvedCms(
cmsLeg,
payLeg);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("ResolvedCms.Builder{");
buf.append("cmsLeg").append('=').append(JodaBeanUtils.toString(cmsLeg)).append(',').append(' ');
buf.append("payLeg").append('=').append(JodaBeanUtils.toString(payLeg));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}