com.opengamma.strata.product.swaption.CashSwaptionSettlement 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.swaption;
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.opengamma.strata.product.common.SettlementType;
/**
* Defines the cash settlement type for the payoff of a swaption.
*
* The settlement type is {@link SettlementType#CASH}, This means that a cash amount is paid
* by the short party to the long party at the exercise date.
*/
@BeanDefinition(builderScope = "private")
public final class CashSwaptionSettlement
implements SwaptionSettlement, ImmutableBean, Serializable {
/**
* The settlement date.
*
* The payoff of the option is settled at this date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate settlementDate;
/**
* The cash settlement method.
*
* The settlement rate of the cash settled swaption is specified by respective cash settlement methods.
*/
@PropertyDefinition(validate = "notNull")
private final CashSwaptionSettlementMethod method;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the settlement date and method.
*
* @param settlementDate the settlement date
* @param method the settlement method
* @return the settlement
*/
public static CashSwaptionSettlement of(LocalDate settlementDate, CashSwaptionSettlementMethod method) {
return new CashSwaptionSettlement(settlementDate, method);
}
//-------------------------------------------------------------------------
@Override
public SettlementType getSettlementType() {
return SettlementType.CASH;
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CashSwaptionSettlement}.
* @return the meta-bean, not null
*/
public static CashSwaptionSettlement.Meta meta() {
return CashSwaptionSettlement.Meta.INSTANCE;
}
static {
MetaBean.register(CashSwaptionSettlement.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private CashSwaptionSettlement(
LocalDate settlementDate,
CashSwaptionSettlementMethod method) {
JodaBeanUtils.notNull(settlementDate, "settlementDate");
JodaBeanUtils.notNull(method, "method");
this.settlementDate = settlementDate;
this.method = method;
}
@Override
public CashSwaptionSettlement.Meta metaBean() {
return CashSwaptionSettlement.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the settlement date.
*
* The payoff of the option is settled at this date.
* @return the value of the property, not null
*/
public LocalDate getSettlementDate() {
return settlementDate;
}
//-----------------------------------------------------------------------
/**
* Gets the cash settlement method.
*
* The settlement rate of the cash settled swaption is specified by respective cash settlement methods.
* @return the value of the property, not null
*/
public CashSwaptionSettlementMethod getMethod() {
return method;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CashSwaptionSettlement other = (CashSwaptionSettlement) obj;
return JodaBeanUtils.equal(settlementDate, other.settlementDate) &&
JodaBeanUtils.equal(method, other.method);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(settlementDate);
hash = hash * 31 + JodaBeanUtils.hashCode(method);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CashSwaptionSettlement{");
buf.append("settlementDate").append('=').append(JodaBeanUtils.toString(settlementDate)).append(',').append(' ');
buf.append("method").append('=').append(JodaBeanUtils.toString(method));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CashSwaptionSettlement}.
*/
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 settlementDate} property.
*/
private final MetaProperty settlementDate = DirectMetaProperty.ofImmutable(
this, "settlementDate", CashSwaptionSettlement.class, LocalDate.class);
/**
* The meta-property for the {@code method} property.
*/
private final MetaProperty method = DirectMetaProperty.ofImmutable(
this, "method", CashSwaptionSettlement.class, CashSwaptionSettlementMethod.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"settlementDate",
"method");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
return settlementDate;
case -1077554975: // method
return method;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new CashSwaptionSettlement.Builder();
}
@Override
public Class beanType() {
return CashSwaptionSettlement.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code settlementDate} property.
* @return the meta-property, not null
*/
public MetaProperty settlementDate() {
return settlementDate;
}
/**
* The meta-property for the {@code method} property.
* @return the meta-property, not null
*/
public MetaProperty method() {
return method;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
return ((CashSwaptionSettlement) bean).getSettlementDate();
case -1077554975: // method
return ((CashSwaptionSettlement) bean).getMethod();
}
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 CashSwaptionSettlement}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private LocalDate settlementDate;
private CashSwaptionSettlementMethod method;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
return settlementDate;
case -1077554975: // method
return method;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -295948169: // settlementDate
this.settlementDate = (LocalDate) newValue;
break;
case -1077554975: // method
this.method = (CashSwaptionSettlementMethod) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public CashSwaptionSettlement build() {
return new CashSwaptionSettlement(
settlementDate,
method);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CashSwaptionSettlement.Builder{");
buf.append("settlementDate").append('=').append(JodaBeanUtils.toString(settlementDate)).append(',').append(' ');
buf.append("method").append('=').append(JodaBeanUtils.toString(method));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}