com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod Maven / Gradle / Ivy
/*
* Copyright (C) 2015 - 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.time.LocalDate;
import java.time.temporal.TemporalAdjuster;
import java.util.Map;
import java.util.NoSuchElementException;
import org.joda.beans.Bean;
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.ImmutablePreBuild;
import org.joda.beans.gen.ImmutableValidator;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.Payment;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.basics.schedule.SchedulePeriod;
import com.opengamma.strata.collect.ArgChecker;
/**
* A period within a swap that results in a known amount.
*
* A swap leg consists of one or more periods that result in a payment.
* The standard class, {@link RatePaymentPeriod}, represents a payment period calculated
* from a fixed or floating rate. By contrast, this class represents a period
* where the amount of the payment is known and fixed.
*/
@BeanDefinition
public final class KnownAmountSwapPaymentPeriod
implements SwapPaymentPeriod, ImmutableBean, Serializable {
/**
* The payment.
*
* This includes the payment date and amount.
* If the schedule adjusts for business days, then the date is the adjusted date.
*/
@PropertyDefinition(validate = "notNull")
private final Payment payment;
/**
* The start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LocalDate startDate;
/**
* The end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LocalDate endDate;
/**
* The unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedStartDate;
/**
* The unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedEndDate;
//-------------------------------------------------------------------------
/**
* Obtains an instance based on a payment and schedule period.
*
* @param payment the payment
* @param period the schedule period
* @return the period
*/
public static KnownAmountSwapPaymentPeriod of(Payment payment, SchedulePeriod period) {
return KnownAmountSwapPaymentPeriod.builder()
.payment(payment)
.startDate(period.getStartDate())
.endDate(period.getEndDate())
.unadjustedStartDate(period.getUnadjustedStartDate())
.unadjustedEndDate(period.getUnadjustedEndDate())
.build();
}
//-------------------------------------------------------------------------
@ImmutablePreBuild
private static void preBuild(Builder builder) {
if (builder.unadjustedStartDate == null && builder.startDate != null) {
builder.unadjustedStartDate = builder.startDate;
}
if (builder.unadjustedEndDate == null && builder.endDate != null) {
builder.unadjustedEndDate = builder.endDate;
}
}
@ImmutableValidator
private void validate() {
// check for unadjusted must be after firstNonNull
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
ArgChecker.inOrderNotEqual(unadjustedStartDate, unadjustedEndDate, "unadjustedStartDate", "unadjustedEndDate");
}
//-------------------------------------------------------------------------
@Override
public LocalDate getPaymentDate() {
return payment.getDate();
}
@Override
public Currency getCurrency() {
return payment.getCurrency();
}
//-------------------------------------------------------------------------
@Override
public KnownAmountSwapPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster) {
Payment adjusted = payment.adjustDate(adjuster);
return adjusted == payment ? this : toBuilder().payment(adjusted).build();
}
@Override
public void collectIndices(ImmutableSet.Builder builder) {
// no indices
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code KnownAmountSwapPaymentPeriod}.
* @return the meta-bean, not null
*/
public static KnownAmountSwapPaymentPeriod.Meta meta() {
return KnownAmountSwapPaymentPeriod.Meta.INSTANCE;
}
static {
MetaBean.register(KnownAmountSwapPaymentPeriod.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static KnownAmountSwapPaymentPeriod.Builder builder() {
return new KnownAmountSwapPaymentPeriod.Builder();
}
private KnownAmountSwapPaymentPeriod(
Payment payment,
LocalDate startDate,
LocalDate endDate,
LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate) {
JodaBeanUtils.notNull(payment, "payment");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
this.payment = payment;
this.startDate = startDate;
this.endDate = endDate;
this.unadjustedStartDate = unadjustedStartDate;
this.unadjustedEndDate = unadjustedEndDate;
validate();
}
@Override
public KnownAmountSwapPaymentPeriod.Meta metaBean() {
return KnownAmountSwapPaymentPeriod.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the payment.
*
* This includes the payment date and amount.
* If the schedule adjusts for business days, then the date is the adjusted date.
* @return the value of the property, not null
*/
public Payment getPayment() {
return payment;
}
//-----------------------------------------------------------------------
/**
* Gets the start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
@Override
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
@Override
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedStartDate() {
return unadjustedStartDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedEndDate() {
return unadjustedEndDate;
}
//-----------------------------------------------------------------------
/**
* 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()) {
KnownAmountSwapPaymentPeriod other = (KnownAmountSwapPaymentPeriod) obj;
return JodaBeanUtils.equal(payment, other.payment) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(unadjustedStartDate, other.unadjustedStartDate) &&
JodaBeanUtils.equal(unadjustedEndDate, other.unadjustedEndDate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(payment);
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedStartDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedEndDate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("KnownAmountSwapPaymentPeriod{");
buf.append("payment").append('=').append(JodaBeanUtils.toString(payment)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(JodaBeanUtils.toString(unadjustedStartDate)).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code KnownAmountSwapPaymentPeriod}.
*/
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 payment} property.
*/
private final MetaProperty payment = DirectMetaProperty.ofImmutable(
this, "payment", KnownAmountSwapPaymentPeriod.class, Payment.class);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty startDate = DirectMetaProperty.ofImmutable(
this, "startDate", KnownAmountSwapPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty endDate = DirectMetaProperty.ofImmutable(
this, "endDate", KnownAmountSwapPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedStartDate} property.
*/
private final MetaProperty unadjustedStartDate = DirectMetaProperty.ofImmutable(
this, "unadjustedStartDate", KnownAmountSwapPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedEndDate} property.
*/
private final MetaProperty unadjustedEndDate = DirectMetaProperty.ofImmutable(
this, "unadjustedEndDate", KnownAmountSwapPaymentPeriod.class, LocalDate.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"payment",
"startDate",
"endDate",
"unadjustedStartDate",
"unadjustedEndDate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -786681338: // payment
return payment;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public KnownAmountSwapPaymentPeriod.Builder builder() {
return new KnownAmountSwapPaymentPeriod.Builder();
}
@Override
public Class beanType() {
return KnownAmountSwapPaymentPeriod.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code payment} property.
* @return the meta-property, not null
*/
public MetaProperty payment() {
return payment;
}
/**
* The meta-property for the {@code startDate} property.
* @return the meta-property, not null
*/
public MetaProperty startDate() {
return startDate;
}
/**
* The meta-property for the {@code endDate} property.
* @return the meta-property, not null
*/
public MetaProperty endDate() {
return endDate;
}
/**
* The meta-property for the {@code unadjustedStartDate} property.
* @return the meta-property, not null
*/
public MetaProperty unadjustedStartDate() {
return unadjustedStartDate;
}
/**
* The meta-property for the {@code unadjustedEndDate} property.
* @return the meta-property, not null
*/
public MetaProperty unadjustedEndDate() {
return unadjustedEndDate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -786681338: // payment
return ((KnownAmountSwapPaymentPeriod) bean).getPayment();
case -2129778896: // startDate
return ((KnownAmountSwapPaymentPeriod) bean).getStartDate();
case -1607727319: // endDate
return ((KnownAmountSwapPaymentPeriod) bean).getEndDate();
case 1457691881: // unadjustedStartDate
return ((KnownAmountSwapPaymentPeriod) bean).getUnadjustedStartDate();
case 31758114: // unadjustedEndDate
return ((KnownAmountSwapPaymentPeriod) bean).getUnadjustedEndDate();
}
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 KnownAmountSwapPaymentPeriod}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private Payment payment;
private LocalDate startDate;
private LocalDate endDate;
private LocalDate unadjustedStartDate;
private LocalDate unadjustedEndDate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(KnownAmountSwapPaymentPeriod beanToCopy) {
this.payment = beanToCopy.getPayment();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.unadjustedStartDate = beanToCopy.getUnadjustedStartDate();
this.unadjustedEndDate = beanToCopy.getUnadjustedEndDate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -786681338: // payment
return payment;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -786681338: // payment
this.payment = (Payment) newValue;
break;
case -2129778896: // startDate
this.startDate = (LocalDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (LocalDate) newValue;
break;
case 1457691881: // unadjustedStartDate
this.unadjustedStartDate = (LocalDate) newValue;
break;
case 31758114: // unadjustedEndDate
this.unadjustedEndDate = (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 KnownAmountSwapPaymentPeriod build() {
preBuild(this);
return new KnownAmountSwapPaymentPeriod(
payment,
startDate,
endDate,
unadjustedStartDate,
unadjustedEndDate);
}
//-----------------------------------------------------------------------
/**
* Sets the payment.
*
* This includes the payment date and amount.
* If the schedule adjusts for business days, then the date is the adjusted date.
* @param payment the new value, not null
* @return this, for chaining, not null
*/
public Builder payment(Payment payment) {
JodaBeanUtils.notNull(payment, "payment");
this.payment = payment;
return this;
}
/**
* Sets the start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param startDate the new value, not null
* @return this, for chaining, not null
*/
public Builder startDate(LocalDate startDate) {
JodaBeanUtils.notNull(startDate, "startDate");
this.startDate = startDate;
return this;
}
/**
* Sets the end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param endDate the new value, not null
* @return this, for chaining, not null
*/
public Builder endDate(LocalDate endDate) {
JodaBeanUtils.notNull(endDate, "endDate");
this.endDate = endDate;
return this;
}
/**
* Sets the unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
* @param unadjustedStartDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedStartDate(LocalDate unadjustedStartDate) {
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
this.unadjustedStartDate = unadjustedStartDate;
return this;
}
/**
* Sets the unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
* @param unadjustedEndDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedEndDate(LocalDate unadjustedEndDate) {
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
this.unadjustedEndDate = unadjustedEndDate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("KnownAmountSwapPaymentPeriod.Builder{");
buf.append("payment").append('=').append(JodaBeanUtils.toString(payment)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(JodaBeanUtils.toString(unadjustedStartDate)).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}