com.opengamma.strata.product.swaption.SwaptionExerciseDate Maven / Gradle / Ivy
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/*
* Copyright (C) 2021 - 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.NoSuchElementException;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.TypedMetaBean;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.MinimalMetaBean;
import com.google.common.collect.ComparisonChain;
/**
* One possible date for swaption exercise, resolved for pricing.
*
* This is the resolved form of {@link SwaptionExercise} and is an input to the pricers.
*
* This class 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(style = "minimal", factoryName = "of")
public final class SwaptionExerciseDate
implements Comparable, ImmutableBean, Serializable {
/**
* The adjusted exercise date.
*
* This date has been adjusted to be a business day.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate exerciseDate;
/**
* The unadjusted exercise date.
*
* This date may be a non-business day.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedExerciseDate;
/**
* The adjusted swap start date.
*
* This date has been adjusted to be a business day.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate swapStartDate;
//-------------------------------------------------------------------------
@Override
public int compareTo(SwaptionExerciseDate other) {
return ComparisonChain.start()
.compare(unadjustedExerciseDate, other.unadjustedExerciseDate)
.compare(swapStartDate, other.swapStartDate)
.result();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code SwaptionExerciseDate}.
*/
private static final TypedMetaBean META_BEAN =
MinimalMetaBean.of(
SwaptionExerciseDate.class,
new String[] {
"exerciseDate",
"unadjustedExerciseDate",
"swapStartDate"},
() -> new SwaptionExerciseDate.Builder(),
b -> b.getExerciseDate(),
b -> b.getUnadjustedExerciseDate(),
b -> b.getSwapStartDate());
/**
* The meta-bean for {@code SwaptionExerciseDate}.
* @return the meta-bean, not null
*/
public static TypedMetaBean meta() {
return META_BEAN;
}
static {
MetaBean.register(META_BEAN);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Obtains an instance.
* @param exerciseDate the value of the property, not null
* @param unadjustedExerciseDate the value of the property, not null
* @param swapStartDate the value of the property, not null
* @return the instance
*/
public static SwaptionExerciseDate of(
LocalDate exerciseDate,
LocalDate unadjustedExerciseDate,
LocalDate swapStartDate) {
return new SwaptionExerciseDate(
exerciseDate,
unadjustedExerciseDate,
swapStartDate);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static SwaptionExerciseDate.Builder builder() {
return new SwaptionExerciseDate.Builder();
}
private SwaptionExerciseDate(
LocalDate exerciseDate,
LocalDate unadjustedExerciseDate,
LocalDate swapStartDate) {
JodaBeanUtils.notNull(exerciseDate, "exerciseDate");
JodaBeanUtils.notNull(unadjustedExerciseDate, "unadjustedExerciseDate");
JodaBeanUtils.notNull(swapStartDate, "swapStartDate");
this.exerciseDate = exerciseDate;
this.unadjustedExerciseDate = unadjustedExerciseDate;
this.swapStartDate = swapStartDate;
}
@Override
public TypedMetaBean metaBean() {
return META_BEAN;
}
//-----------------------------------------------------------------------
/**
* Gets the adjusted exercise date.
*
* This date has been adjusted to be a business day.
* @return the value of the property, not null
*/
public LocalDate getExerciseDate() {
return exerciseDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted exercise date.
*
* This date may be a non-business day.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedExerciseDate() {
return unadjustedExerciseDate;
}
//-----------------------------------------------------------------------
/**
* Gets the adjusted swap start date.
*
* This date has been adjusted to be a business day.
* @return the value of the property, not null
*/
public LocalDate getSwapStartDate() {
return swapStartDate;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SwaptionExerciseDate other = (SwaptionExerciseDate) obj;
return JodaBeanUtils.equal(exerciseDate, other.exerciseDate) &&
JodaBeanUtils.equal(unadjustedExerciseDate, other.unadjustedExerciseDate) &&
JodaBeanUtils.equal(swapStartDate, other.swapStartDate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(exerciseDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedExerciseDate);
hash = hash * 31 + JodaBeanUtils.hashCode(swapStartDate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SwaptionExerciseDate{");
buf.append("exerciseDate").append('=').append(JodaBeanUtils.toString(exerciseDate)).append(',').append(' ');
buf.append("unadjustedExerciseDate").append('=').append(JodaBeanUtils.toString(unadjustedExerciseDate)).append(',').append(' ');
buf.append("swapStartDate").append('=').append(JodaBeanUtils.toString(swapStartDate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code SwaptionExerciseDate}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private LocalDate exerciseDate;
private LocalDate unadjustedExerciseDate;
private LocalDate swapStartDate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(SwaptionExerciseDate beanToCopy) {
this.exerciseDate = beanToCopy.getExerciseDate();
this.unadjustedExerciseDate = beanToCopy.getUnadjustedExerciseDate();
this.swapStartDate = beanToCopy.getSwapStartDate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -466830938: // exerciseDate
return exerciseDate;
case -2091106995: // unadjustedExerciseDate
return unadjustedExerciseDate;
case -71742755: // swapStartDate
return swapStartDate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -466830938: // exerciseDate
this.exerciseDate = (LocalDate) newValue;
break;
case -2091106995: // unadjustedExerciseDate
this.unadjustedExerciseDate = (LocalDate) newValue;
break;
case -71742755: // swapStartDate
this.swapStartDate = (LocalDate) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public SwaptionExerciseDate build() {
return new SwaptionExerciseDate(
exerciseDate,
unadjustedExerciseDate,
swapStartDate);
}
//-----------------------------------------------------------------------
/**
* Sets the adjusted exercise date.
*
* This date has been adjusted to be a business day.
* @param exerciseDate the new value, not null
* @return this, for chaining, not null
*/
public Builder exerciseDate(LocalDate exerciseDate) {
JodaBeanUtils.notNull(exerciseDate, "exerciseDate");
this.exerciseDate = exerciseDate;
return this;
}
/**
* Sets the unadjusted exercise date.
*
* This date may be a non-business day.
* @param unadjustedExerciseDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedExerciseDate(LocalDate unadjustedExerciseDate) {
JodaBeanUtils.notNull(unadjustedExerciseDate, "unadjustedExerciseDate");
this.unadjustedExerciseDate = unadjustedExerciseDate;
return this;
}
/**
* Sets the adjusted swap start date.
*
* This date has been adjusted to be a business day.
* @param swapStartDate the new value, not null
* @return this, for chaining, not null
*/
public Builder swapStartDate(LocalDate swapStartDate) {
JodaBeanUtils.notNull(swapStartDate, "swapStartDate");
this.swapStartDate = swapStartDate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("SwaptionExerciseDate.Builder{");
buf.append("exerciseDate").append('=').append(JodaBeanUtils.toString(exerciseDate)).append(',').append(' ');
buf.append("unadjustedExerciseDate").append('=').append(JodaBeanUtils.toString(unadjustedExerciseDate)).append(',').append(' ');
buf.append("swapStartDate").append('=').append(JodaBeanUtils.toString(swapStartDate));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}