com.opengamma.strata.product.option.SimpleConstantContinuousBarrier 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.option;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
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;
/**
* Continuous barrier with constant barrier level.
*
* This defines a simple continuous barrier with a constant barrier level.
* It is assumed that the barrier event period agrees with the lifetime of the option,
* thus observation start date and end date are not specified in this class.
*/
@BeanDefinition(builderScope = "private")
public final class SimpleConstantContinuousBarrier
implements Barrier, ImmutableBean, Serializable {
/**
* The barrier type.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final BarrierType barrierType;
/**
* The knock type.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final KnockType knockType;
/**
* The barrier level.
*/
@PropertyDefinition
private final double barrierLevel;
//-------------------------------------------------------------------------
/**
* Obtains the continuous barrier with constant barrier level.
*
* @param barrierType the barrier type
* @param knockType the knock type
* @param barrierLevel the barrier level
* @return the instance
*/
public static SimpleConstantContinuousBarrier of(BarrierType barrierType, KnockType knockType, double barrierLevel) {
return new SimpleConstantContinuousBarrier(barrierType, knockType, barrierLevel);
}
//-------------------------------------------------------------------------
@Override
public double getBarrierLevel(LocalDate date) {
return barrierLevel;
}
@Override
public SimpleConstantContinuousBarrier inverseKnockType() {
KnockType inverse = knockType.equals(KnockType.KNOCK_IN) ? KnockType.KNOCK_OUT : KnockType.KNOCK_IN;
return of(barrierType, inverse, barrierLevel);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code SimpleConstantContinuousBarrier}.
* @return the meta-bean, not null
*/
public static SimpleConstantContinuousBarrier.Meta meta() {
return SimpleConstantContinuousBarrier.Meta.INSTANCE;
}
static {
MetaBean.register(SimpleConstantContinuousBarrier.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private SimpleConstantContinuousBarrier(
BarrierType barrierType,
KnockType knockType,
double barrierLevel) {
JodaBeanUtils.notNull(barrierType, "barrierType");
JodaBeanUtils.notNull(knockType, "knockType");
this.barrierType = barrierType;
this.knockType = knockType;
this.barrierLevel = barrierLevel;
}
@Override
public SimpleConstantContinuousBarrier.Meta metaBean() {
return SimpleConstantContinuousBarrier.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the barrier type.
* @return the value of the property, not null
*/
@Override
public BarrierType getBarrierType() {
return barrierType;
}
//-----------------------------------------------------------------------
/**
* Gets the knock type.
* @return the value of the property, not null
*/
@Override
public KnockType getKnockType() {
return knockType;
}
//-----------------------------------------------------------------------
/**
* Gets the barrier level.
* @return the value of the property
*/
public double getBarrierLevel() {
return barrierLevel;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SimpleConstantContinuousBarrier other = (SimpleConstantContinuousBarrier) obj;
return JodaBeanUtils.equal(barrierType, other.barrierType) &&
JodaBeanUtils.equal(knockType, other.knockType) &&
JodaBeanUtils.equal(barrierLevel, other.barrierLevel);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(barrierType);
hash = hash * 31 + JodaBeanUtils.hashCode(knockType);
hash = hash * 31 + JodaBeanUtils.hashCode(barrierLevel);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SimpleConstantContinuousBarrier{");
buf.append("barrierType").append('=').append(JodaBeanUtils.toString(barrierType)).append(',').append(' ');
buf.append("knockType").append('=').append(JodaBeanUtils.toString(knockType)).append(',').append(' ');
buf.append("barrierLevel").append('=').append(JodaBeanUtils.toString(barrierLevel));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SimpleConstantContinuousBarrier}.
*/
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 barrierType} property.
*/
private final MetaProperty barrierType = DirectMetaProperty.ofImmutable(
this, "barrierType", SimpleConstantContinuousBarrier.class, BarrierType.class);
/**
* The meta-property for the {@code knockType} property.
*/
private final MetaProperty knockType = DirectMetaProperty.ofImmutable(
this, "knockType", SimpleConstantContinuousBarrier.class, KnockType.class);
/**
* The meta-property for the {@code barrierLevel} property.
*/
private final MetaProperty barrierLevel = DirectMetaProperty.ofImmutable(
this, "barrierLevel", SimpleConstantContinuousBarrier.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"barrierType",
"knockType",
"barrierLevel");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 1029043089: // barrierType
return barrierType;
case 975895086: // knockType
return knockType;
case 1827586573: // barrierLevel
return barrierLevel;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new SimpleConstantContinuousBarrier.Builder();
}
@Override
public Class beanType() {
return SimpleConstantContinuousBarrier.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code barrierType} property.
* @return the meta-property, not null
*/
public MetaProperty barrierType() {
return barrierType;
}
/**
* The meta-property for the {@code knockType} property.
* @return the meta-property, not null
*/
public MetaProperty knockType() {
return knockType;
}
/**
* The meta-property for the {@code barrierLevel} property.
* @return the meta-property, not null
*/
public MetaProperty barrierLevel() {
return barrierLevel;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 1029043089: // barrierType
return ((SimpleConstantContinuousBarrier) bean).getBarrierType();
case 975895086: // knockType
return ((SimpleConstantContinuousBarrier) bean).getKnockType();
case 1827586573: // barrierLevel
return ((SimpleConstantContinuousBarrier) bean).getBarrierLevel();
}
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 SimpleConstantContinuousBarrier}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private BarrierType barrierType;
private KnockType knockType;
private double barrierLevel;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 1029043089: // barrierType
return barrierType;
case 975895086: // knockType
return knockType;
case 1827586573: // barrierLevel
return barrierLevel;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 1029043089: // barrierType
this.barrierType = (BarrierType) newValue;
break;
case 975895086: // knockType
this.knockType = (KnockType) newValue;
break;
case 1827586573: // barrierLevel
this.barrierLevel = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public SimpleConstantContinuousBarrier build() {
return new SimpleConstantContinuousBarrier(
barrierType,
knockType,
barrierLevel);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SimpleConstantContinuousBarrier.Builder{");
buf.append("barrierType").append('=').append(JodaBeanUtils.toString(barrierType)).append(',').append(' ');
buf.append("knockType").append('=').append(JodaBeanUtils.toString(knockType)).append(',').append(' ');
buf.append("barrierLevel").append('=').append(JodaBeanUtils.toString(barrierLevel));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}