com.opengamma.strata.product.swap.FixedRateStubCalculation Maven / Gradle / Ivy
Show all versions of strata-product Show documentation
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.OptionalDouble;
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.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.rate.FixedRateComputation;
import com.opengamma.strata.product.rate.RateComputation;
/**
* Defines the rate applicable in the initial or final stub of a fixed swap leg.
*
* A standard swap leg consists of a regular periodic schedule and one or two stub periods at each end.
* This class defines what fixed rate to use during a stub.
*
* The calculation may be specified in two ways.
*
* - A fixed rate, applicable for the whole stub
*
- A fixed amount for the whole stub
*
*/
@BeanDefinition(builderScope = "private")
public final class FixedRateStubCalculation
implements ImmutableBean, Serializable {
/**
* An instance that has no special rate handling.
*/
public static final FixedRateStubCalculation NONE = new FixedRateStubCalculation(null, null);
/**
* The fixed rate to use in the stub.
* A 5% rate will be expressed as 0.05.
*
* If the fixed rate is present, then {@code knownAmount} must not be present.
*/
@PropertyDefinition(get = "optional")
private final Double fixedRate;
/**
* The known amount to pay/receive for the stub.
*
* If the known amount is present, then {@code fixedRate} must not be present.
*/
@PropertyDefinition(get = "optional")
private final CurrencyAmount knownAmount;
//-------------------------------------------------------------------------
/**
* Obtains an instance with a single fixed rate.
*
* @param fixedRate the fixed rate for the stub
* @return the stub
*/
public static FixedRateStubCalculation ofFixedRate(double fixedRate) {
return new FixedRateStubCalculation(fixedRate, null);
}
/**
* Obtains an instance with a known amount of interest.
*
* @param knownAmount the known amount of interest
* @return the stub
*/
public static FixedRateStubCalculation ofKnownAmount(CurrencyAmount knownAmount) {
ArgChecker.notNull(knownAmount, "knownAmount");
return new FixedRateStubCalculation(null, knownAmount);
}
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
if (fixedRate != null && knownAmount != null) {
throw new IllegalArgumentException("Either rate or amount may be specified, not both");
}
}
//-------------------------------------------------------------------------
/**
* Creates the {@code RateComputation} for the stub.
*
* @param defaultRate the default fixed rate
* @return the rate computation
*/
RateComputation createRateComputation(double defaultRate) {
if (isFixedRate()) {
return FixedRateComputation.of(fixedRate);
} else if (isKnownAmount()) {
return KnownAmountRateComputation.of(knownAmount);
} else {
return FixedRateComputation.of(defaultRate);
}
}
//-------------------------------------------------------------------------
/**
* Checks if the stub has a fixed rate.
*
* @return true if a fixed rate applies
*/
public boolean isFixedRate() {
return fixedRate != null;
}
/**
* Checks if the stub has a known amount.
*
* @return true if the stub has a known amount
*/
public boolean isKnownAmount() {
return knownAmount != null;
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code FixedRateStubCalculation}.
* @return the meta-bean, not null
*/
public static FixedRateStubCalculation.Meta meta() {
return FixedRateStubCalculation.Meta.INSTANCE;
}
static {
MetaBean.register(FixedRateStubCalculation.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private FixedRateStubCalculation(
Double fixedRate,
CurrencyAmount knownAmount) {
this.fixedRate = fixedRate;
this.knownAmount = knownAmount;
validate();
}
@Override
public FixedRateStubCalculation.Meta metaBean() {
return FixedRateStubCalculation.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed rate to use in the stub.
* A 5% rate will be expressed as 0.05.
*
* If the fixed rate is present, then {@code knownAmount} must not be present.
* @return the optional value of the property, not null
*/
public OptionalDouble getFixedRate() {
return fixedRate != null ? OptionalDouble.of(fixedRate) : OptionalDouble.empty();
}
//-----------------------------------------------------------------------
/**
* Gets the known amount to pay/receive for the stub.
*
* If the known amount is present, then {@code fixedRate} must not be present.
* @return the optional value of the property, not null
*/
public Optional getKnownAmount() {
return Optional.ofNullable(knownAmount);
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
FixedRateStubCalculation other = (FixedRateStubCalculation) obj;
return JodaBeanUtils.equal(fixedRate, other.fixedRate) &&
JodaBeanUtils.equal(knownAmount, other.knownAmount);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(fixedRate);
hash = hash * 31 + JodaBeanUtils.hashCode(knownAmount);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FixedRateStubCalculation{");
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate)).append(',').append(' ');
buf.append("knownAmount").append('=').append(JodaBeanUtils.toString(knownAmount));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FixedRateStubCalculation}.
*/
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 fixedRate} property.
*/
private final MetaProperty fixedRate = DirectMetaProperty.ofImmutable(
this, "fixedRate", FixedRateStubCalculation.class, Double.class);
/**
* The meta-property for the {@code knownAmount} property.
*/
private final MetaProperty knownAmount = DirectMetaProperty.ofImmutable(
this, "knownAmount", FixedRateStubCalculation.class, CurrencyAmount.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"fixedRate",
"knownAmount");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 747425396: // fixedRate
return fixedRate;
case -158727813: // knownAmount
return knownAmount;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new FixedRateStubCalculation.Builder();
}
@Override
public Class beanType() {
return FixedRateStubCalculation.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code fixedRate} property.
* @return the meta-property, not null
*/
public MetaProperty fixedRate() {
return fixedRate;
}
/**
* The meta-property for the {@code knownAmount} property.
* @return the meta-property, not null
*/
public MetaProperty knownAmount() {
return knownAmount;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 747425396: // fixedRate
return ((FixedRateStubCalculation) bean).fixedRate;
case -158727813: // knownAmount
return ((FixedRateStubCalculation) bean).knownAmount;
}
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 FixedRateStubCalculation}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private Double fixedRate;
private CurrencyAmount knownAmount;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 747425396: // fixedRate
return fixedRate;
case -158727813: // knownAmount
return knownAmount;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 747425396: // fixedRate
this.fixedRate = (Double) newValue;
break;
case -158727813: // knownAmount
this.knownAmount = (CurrencyAmount) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public FixedRateStubCalculation build() {
return new FixedRateStubCalculation(
fixedRate,
knownAmount);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FixedRateStubCalculation.Builder{");
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate)).append(',').append(' ');
buf.append("knownAmount").append('=').append(JodaBeanUtils.toString(knownAmount));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}