com.opengamma.strata.product.bond.BillSecurity Maven / Gradle / Ivy
/*
* Copyright (C) 2018 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.bond;
import java.io.Serializable;
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.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.ReferenceData;
import com.opengamma.strata.basics.currency.AdjustablePayment;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.date.DaysAdjustment;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.LegalEntityId;
import com.opengamma.strata.product.PositionInfo;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;
import com.opengamma.strata.product.TradeInfo;
/**
* A security representing a bill.
*
* A bill is a financial instrument that represents a unique fixed payment.
*
*
Price and yield
* Strata uses decimal yields and prices for bills in the trade model, pricers and market data.
* For example, a price of 99.32% is represented in Strata by 0.9932 and a yield of 1.32% is represented by 0.0132.
*/
@BeanDefinition
public final class BillSecurity
implements LegalEntitySecurity, ImmutableBean, Serializable {
/**
* The standard security information.
*
* This includes the security identifier.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SecurityInfo info;
/**
* The adjustable notional payment of the bill notional, the amount must be positive.
*/
@PropertyDefinition(validate = "notNull")
private final AdjustablePayment notional;
/**
* The day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* Yield convention.
*
* The convention defines how to convert from yield to price and inversely.
*/
@PropertyDefinition(validate = "notNull")
private final BillYieldConvention yieldConvention;
/**
* The legal entity identifier.
*
* This identifier is used for the legal entity that issues the bill.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LegalEntityId legalEntityId;
/**
* The number of days between valuation date and settlement date.
*
* It is usually one business day for US and UK bills and two days for Euroland government bills.
*/
@PropertyDefinition(validate = "notNull")
private final DaysAdjustment settlementDateOffset;
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
ArgChecker.isTrue(settlementDateOffset.getDays() >= 0, "The settlement date offset must be non-negative");
ArgChecker.isTrue(notional.getAmount() > 0, "Notional must be strictly positive");
}
//-------------------------------------------------------------------------
@Override
public Currency getCurrency() {
return notional.getCurrency();
}
@Override
public ImmutableSet getUnderlyingIds() {
return ImmutableSet.of();
}
@Override
public BillSecurity withInfo(SecurityInfo info) {
return toBuilder().info(info).build();
}
//-------------------------------------------------------------------------
@Override
public Bill createProduct(ReferenceData refData) {
return new Bill(getSecurityId(), notional, dayCount, yieldConvention, legalEntityId, settlementDateOffset);
}
@Override
public BillTrade createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData) {
return new BillTrade(info, createProduct(refData), quantity, tradePrice);
}
@Override
public BillPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) {
return BillPosition.ofNet(positionInfo, createProduct(refData), quantity);
}
@Override
public BillPosition createPosition(
PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) {
return BillPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code BillSecurity}.
* @return the meta-bean, not null
*/
public static BillSecurity.Meta meta() {
return BillSecurity.Meta.INSTANCE;
}
static {
MetaBean.register(BillSecurity.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 BillSecurity.Builder builder() {
return new BillSecurity.Builder();
}
private BillSecurity(
SecurityInfo info,
AdjustablePayment notional,
DayCount dayCount,
BillYieldConvention yieldConvention,
LegalEntityId legalEntityId,
DaysAdjustment settlementDateOffset) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(notional, "notional");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(yieldConvention, "yieldConvention");
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.info = info;
this.notional = notional;
this.dayCount = dayCount;
this.yieldConvention = yieldConvention;
this.legalEntityId = legalEntityId;
this.settlementDateOffset = settlementDateOffset;
validate();
}
@Override
public BillSecurity.Meta metaBean() {
return BillSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the standard security information.
*
* This includes the security identifier.
* @return the value of the property, not null
*/
@Override
public SecurityInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the adjustable notional payment of the bill notional, the amount must be positive.
* @return the value of the property, not null
*/
public AdjustablePayment getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets yield convention.
*
* The convention defines how to convert from yield to price and inversely.
* @return the value of the property, not null
*/
public BillYieldConvention getYieldConvention() {
return yieldConvention;
}
//-----------------------------------------------------------------------
/**
* Gets the legal entity identifier.
*
* This identifier is used for the legal entity that issues the bill.
* @return the value of the property, not null
*/
@Override
public LegalEntityId getLegalEntityId() {
return legalEntityId;
}
//-----------------------------------------------------------------------
/**
* Gets the number of days between valuation date and settlement date.
*
* It is usually one business day for US and UK bills and two days for Euroland government bills.
* @return the value of the property, not null
*/
public DaysAdjustment getSettlementDateOffset() {
return settlementDateOffset;
}
//-----------------------------------------------------------------------
/**
* 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()) {
BillSecurity other = (BillSecurity) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(yieldConvention, other.yieldConvention) &&
JodaBeanUtils.equal(legalEntityId, other.legalEntityId) &&
JodaBeanUtils.equal(settlementDateOffset, other.settlementDateOffset);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(yieldConvention);
hash = hash * 31 + JodaBeanUtils.hashCode(legalEntityId);
hash = hash * 31 + JodaBeanUtils.hashCode(settlementDateOffset);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("BillSecurity{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("yieldConvention").append('=').append(JodaBeanUtils.toString(yieldConvention)).append(',').append(' ');
buf.append("legalEntityId").append('=').append(JodaBeanUtils.toString(legalEntityId)).append(',').append(' ');
buf.append("settlementDateOffset").append('=').append(JodaBeanUtils.toString(settlementDateOffset));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code BillSecurity}.
*/
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 info} property.
*/
private final MetaProperty info = DirectMetaProperty.ofImmutable(
this, "info", BillSecurity.class, SecurityInfo.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", BillSecurity.class, AdjustablePayment.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", BillSecurity.class, DayCount.class);
/**
* The meta-property for the {@code yieldConvention} property.
*/
private final MetaProperty yieldConvention = DirectMetaProperty.ofImmutable(
this, "yieldConvention", BillSecurity.class, BillYieldConvention.class);
/**
* The meta-property for the {@code legalEntityId} property.
*/
private final MetaProperty legalEntityId = DirectMetaProperty.ofImmutable(
this, "legalEntityId", BillSecurity.class, LegalEntityId.class);
/**
* The meta-property for the {@code settlementDateOffset} property.
*/
private final MetaProperty settlementDateOffset = DirectMetaProperty.ofImmutable(
this, "settlementDateOffset", BillSecurity.class, DaysAdjustment.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"notional",
"dayCount",
"yieldConvention",
"legalEntityId",
"settlementDateOffset");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 1585636160: // notional
return notional;
case 1905311443: // dayCount
return dayCount;
case -1895216418: // yieldConvention
return yieldConvention;
case 866287159: // legalEntityId
return legalEntityId;
case 135924714: // settlementDateOffset
return settlementDateOffset;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BillSecurity.Builder builder() {
return new BillSecurity.Builder();
}
@Override
public Class beanType() {
return BillSecurity.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty info() {
return info;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public MetaProperty notional() {
return notional;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty dayCount() {
return dayCount;
}
/**
* The meta-property for the {@code yieldConvention} property.
* @return the meta-property, not null
*/
public MetaProperty yieldConvention() {
return yieldConvention;
}
/**
* The meta-property for the {@code legalEntityId} property.
* @return the meta-property, not null
*/
public MetaProperty legalEntityId() {
return legalEntityId;
}
/**
* The meta-property for the {@code settlementDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty settlementDateOffset() {
return settlementDateOffset;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((BillSecurity) bean).getInfo();
case 1585636160: // notional
return ((BillSecurity) bean).getNotional();
case 1905311443: // dayCount
return ((BillSecurity) bean).getDayCount();
case -1895216418: // yieldConvention
return ((BillSecurity) bean).getYieldConvention();
case 866287159: // legalEntityId
return ((BillSecurity) bean).getLegalEntityId();
case 135924714: // settlementDateOffset
return ((BillSecurity) bean).getSettlementDateOffset();
}
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 BillSecurity}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SecurityInfo info;
private AdjustablePayment notional;
private DayCount dayCount;
private BillYieldConvention yieldConvention;
private LegalEntityId legalEntityId;
private DaysAdjustment settlementDateOffset;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(BillSecurity beanToCopy) {
this.info = beanToCopy.getInfo();
this.notional = beanToCopy.getNotional();
this.dayCount = beanToCopy.getDayCount();
this.yieldConvention = beanToCopy.getYieldConvention();
this.legalEntityId = beanToCopy.getLegalEntityId();
this.settlementDateOffset = beanToCopy.getSettlementDateOffset();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 1585636160: // notional
return notional;
case 1905311443: // dayCount
return dayCount;
case -1895216418: // yieldConvention
return yieldConvention;
case 866287159: // legalEntityId
return legalEntityId;
case 135924714: // settlementDateOffset
return settlementDateOffset;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (SecurityInfo) newValue;
break;
case 1585636160: // notional
this.notional = (AdjustablePayment) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case -1895216418: // yieldConvention
this.yieldConvention = (BillYieldConvention) newValue;
break;
case 866287159: // legalEntityId
this.legalEntityId = (LegalEntityId) newValue;
break;
case 135924714: // settlementDateOffset
this.settlementDateOffset = (DaysAdjustment) 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 BillSecurity build() {
return new BillSecurity(
info,
notional,
dayCount,
yieldConvention,
legalEntityId,
settlementDateOffset);
}
//-----------------------------------------------------------------------
/**
* Sets the standard security information.
*
* This includes the security identifier.
* @param info the new value, not null
* @return this, for chaining, not null
*/
public Builder info(SecurityInfo info) {
JodaBeanUtils.notNull(info, "info");
this.info = info;
return this;
}
/**
* Sets the adjustable notional payment of the bill notional, the amount must be positive.
* @param notional the new value, not null
* @return this, for chaining, not null
*/
public Builder notional(AdjustablePayment notional) {
JodaBeanUtils.notNull(notional, "notional");
this.notional = notional;
return this;
}
/**
* Sets the day count convention applicable.
*
* The conversion from dates to a numerical value is made based on this day count.
* @param dayCount the new value, not null
* @return this, for chaining, not null
*/
public Builder dayCount(DayCount dayCount) {
JodaBeanUtils.notNull(dayCount, "dayCount");
this.dayCount = dayCount;
return this;
}
/**
* Sets yield convention.
*
* The convention defines how to convert from yield to price and inversely.
* @param yieldConvention the new value, not null
* @return this, for chaining, not null
*/
public Builder yieldConvention(BillYieldConvention yieldConvention) {
JodaBeanUtils.notNull(yieldConvention, "yieldConvention");
this.yieldConvention = yieldConvention;
return this;
}
/**
* Sets the legal entity identifier.
*
* This identifier is used for the legal entity that issues the bill.
* @param legalEntityId the new value, not null
* @return this, for chaining, not null
*/
public Builder legalEntityId(LegalEntityId legalEntityId) {
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
this.legalEntityId = legalEntityId;
return this;
}
/**
* Sets the number of days between valuation date and settlement date.
*
* It is usually one business day for US and UK bills and two days for Euroland government bills.
* @param settlementDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder settlementDateOffset(DaysAdjustment settlementDateOffset) {
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.settlementDateOffset = settlementDateOffset;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("BillSecurity.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("yieldConvention").append('=').append(JodaBeanUtils.toString(yieldConvention)).append(',').append(' ');
buf.append("legalEntityId").append('=').append(JodaBeanUtils.toString(legalEntityId)).append(',').append(' ');
buf.append("settlementDateOffset").append('=').append(JodaBeanUtils.toString(settlementDateOffset));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}