com.opengamma.strata.product.rate.IborRateComputation Maven / Gradle / Ivy
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/*
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.rate;
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;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.index.IborIndex;
import com.opengamma.strata.basics.index.IborIndexObservation;
import com.opengamma.strata.basics.index.Index;
/**
* Defines the computation of a rate of interest from a single Ibor index.
*
* An interest rate determined directly from an Ibor index.
* For example, a rate determined from 'GBP-LIBOR-3M' on a single fixing date.
*/
@BeanDefinition(builderScope = "private")
public final class IborRateComputation
implements RateComputation, ImmutableBean, Serializable {
/**
* The underlying index observation.
*/
@PropertyDefinition(validate = "notNull")
private final IborIndexObservation observation;
//-------------------------------------------------------------------------
/**
* Creates an instance from an index and fixing date.
*
* The reference data is used to find the maturity date from the fixing date.
*
* @param index the index
* @param fixingDate the fixing date
* @param refData the reference data to use when resolving holiday calendars
* @return the rate computation
*/
public static IborRateComputation of(IborIndex index, LocalDate fixingDate, ReferenceData refData) {
return new IborRateComputation(IborIndexObservation.of(index, fixingDate, refData));
}
/**
* Creates an instance from the underlying index observation.
*
* @param underlyingObservation the underlying index observation
* @return the rate computation
*/
public static IborRateComputation of(IborIndexObservation underlyingObservation) {
return new IborRateComputation(underlyingObservation);
}
//-----------------------------------------------------------------------
/**
* Gets the Ibor index.
*
* @return the index
*/
public IborIndex getIndex() {
return observation.getIndex();
}
/**
* Gets the currency of the Ibor index.
*
* @return the currency of the index
*/
public Currency getCurrency() {
return getIndex().getCurrency();
}
/**
* Gets the fixing date.
*
* @return the fixing date
*/
public LocalDate getFixingDate() {
return observation.getFixingDate();
}
/**
* Gets the effective date.
*
* @return the effective date
*/
public LocalDate getEffectiveDate() {
return observation.getEffectiveDate();
}
/**
* Gets the maturity date.
*
* @return the maturity date
*/
public LocalDate getMaturityDate() {
return observation.getMaturityDate();
}
/**
* Gets the year fraction.
*
* @return the year fraction
*/
public double getYearFraction() {
return observation.getYearFraction();
}
//-------------------------------------------------------------------------
@Override
public void collectIndices(ImmutableSet.Builder builder) {
builder.add(getIndex());
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code IborRateComputation}.
* @return the meta-bean, not null
*/
public static IborRateComputation.Meta meta() {
return IborRateComputation.Meta.INSTANCE;
}
static {
MetaBean.register(IborRateComputation.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private IborRateComputation(
IborIndexObservation observation) {
JodaBeanUtils.notNull(observation, "observation");
this.observation = observation;
}
@Override
public IborRateComputation.Meta metaBean() {
return IborRateComputation.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying index observation.
* @return the value of the property, not null
*/
public IborIndexObservation getObservation() {
return observation;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
IborRateComputation other = (IborRateComputation) obj;
return JodaBeanUtils.equal(observation, other.observation);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(observation);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("IborRateComputation{");
buf.append("observation").append('=').append(JodaBeanUtils.toString(observation));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code IborRateComputation}.
*/
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 observation} property.
*/
private final MetaProperty observation = DirectMetaProperty.ofImmutable(
this, "observation", IborRateComputation.class, IborIndexObservation.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"observation");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return observation;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new IborRateComputation.Builder();
}
@Override
public Class beanType() {
return IborRateComputation.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code observation} property.
* @return the meta-property, not null
*/
public MetaProperty observation() {
return observation;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return ((IborRateComputation) bean).getObservation();
}
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 IborRateComputation}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private IborIndexObservation observation;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return observation;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 122345516: // observation
this.observation = (IborIndexObservation) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public IborRateComputation build() {
return new IborRateComputation(
observation);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("IborRateComputation.Builder{");
buf.append("observation").append('=').append(JodaBeanUtils.toString(observation));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}