com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade Maven / Gradle / Ivy
/*
* Copyright (C) 2016 - 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 java.util.Optional;
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.ImmutableDefaults;
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.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.product.PortfolioItemInfo;
import com.opengamma.strata.product.ResolvedTrade;
import com.opengamma.strata.product.TradeInfo;
/**
* A trade in a capital indexed bond, resolved for pricing.
*
* This is the resolved form of {@link CapitalIndexedBondTrade} and is the primary input to the pricers.
* Applications will typically create a {@code ResolvedCapitalIndexedBondTrade} from a {@code CapitalIndexedBondTrade}
* using {@link CapitalIndexedBondTrade#resolve(ReferenceData)}.
*
* It is also the resolved form of {@link CapitalIndexedBondPosition} for those cases where a position is held.
* The position is priced as though the trade is fully settled.
*
* A {@code ResolvedCapitalIndexedBondTrade} 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.
*
*
Price
* Strata uses decimal prices for bonds in the trade model, pricers and market data.
* For example, a price of 99.32% is represented in Strata by 0.9932.
*/
@BeanDefinition(constructorScope = "package")
public final class ResolvedCapitalIndexedBondTrade
implements ResolvedTrade, ImmutableBean, Serializable {
/**
* The additional information, defaulted to an empty instance.
*
* This allows additional information to be attached.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final PortfolioItemInfo info;
/**
* The resolved capital indexed bond product.
*
* The product captures the contracted financial details of the trade.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final ResolvedCapitalIndexedBond product;
/**
* The quantity, indicating the number of bond contracts in the trade.
*
* This will be positive if buying and negative if selling.
*/
@PropertyDefinition
private final double quantity;
/**
* The settlement details of the bond trade.
*
* When this class is used to represent a position, this property will be empty.
*/
@PropertyDefinition(get = "optional")
private final ResolvedCapitalIndexedBondSettlement settlement;
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.info = TradeInfo.empty();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ResolvedCapitalIndexedBondTrade}.
* @return the meta-bean, not null
*/
public static ResolvedCapitalIndexedBondTrade.Meta meta() {
return ResolvedCapitalIndexedBondTrade.Meta.INSTANCE;
}
static {
MetaBean.register(ResolvedCapitalIndexedBondTrade.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 ResolvedCapitalIndexedBondTrade.Builder builder() {
return new ResolvedCapitalIndexedBondTrade.Builder();
}
/**
* Creates an instance.
* @param info the value of the property, not null
* @param product the value of the property, not null
* @param quantity the value of the property
* @param settlement the value of the property
*/
ResolvedCapitalIndexedBondTrade(
PortfolioItemInfo info,
ResolvedCapitalIndexedBond product,
double quantity,
ResolvedCapitalIndexedBondSettlement settlement) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.settlement = settlement;
}
@Override
public ResolvedCapitalIndexedBondTrade.Meta metaBean() {
return ResolvedCapitalIndexedBondTrade.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the additional information, defaulted to an empty instance.
*
* This allows additional information to be attached.
* @return the value of the property, not null
*/
@Override
public PortfolioItemInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the resolved capital indexed bond product.
*
* The product captures the contracted financial details of the trade.
* @return the value of the property, not null
*/
@Override
public ResolvedCapitalIndexedBond getProduct() {
return product;
}
//-----------------------------------------------------------------------
/**
* Gets the quantity, indicating the number of bond contracts in the trade.
*
* This will be positive if buying and negative if selling.
* @return the value of the property
*/
public double getQuantity() {
return quantity;
}
//-----------------------------------------------------------------------
/**
* Gets the settlement details of the bond trade.
*
* When this class is used to represent a position, this property will be empty.
* @return the optional value of the property, not null
*/
public Optional getSettlement() {
return Optional.ofNullable(settlement);
}
//-----------------------------------------------------------------------
/**
* 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()) {
ResolvedCapitalIndexedBondTrade other = (ResolvedCapitalIndexedBondTrade) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(product, other.product) &&
JodaBeanUtils.equal(quantity, other.quantity) &&
JodaBeanUtils.equal(settlement, other.settlement);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(product);
hash = hash * 31 + JodaBeanUtils.hashCode(quantity);
hash = hash * 31 + JodaBeanUtils.hashCode(settlement);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("ResolvedCapitalIndexedBondTrade{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("product").append('=').append(JodaBeanUtils.toString(product)).append(',').append(' ');
buf.append("quantity").append('=').append(JodaBeanUtils.toString(quantity)).append(',').append(' ');
buf.append("settlement").append('=').append(JodaBeanUtils.toString(settlement));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedCapitalIndexedBondTrade}.
*/
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", ResolvedCapitalIndexedBondTrade.class, PortfolioItemInfo.class);
/**
* The meta-property for the {@code product} property.
*/
private final MetaProperty product = DirectMetaProperty.ofImmutable(
this, "product", ResolvedCapitalIndexedBondTrade.class, ResolvedCapitalIndexedBond.class);
/**
* The meta-property for the {@code quantity} property.
*/
private final MetaProperty quantity = DirectMetaProperty.ofImmutable(
this, "quantity", ResolvedCapitalIndexedBondTrade.class, Double.TYPE);
/**
* The meta-property for the {@code settlement} property.
*/
private final MetaProperty settlement = DirectMetaProperty.ofImmutable(
this, "settlement", ResolvedCapitalIndexedBondTrade.class, ResolvedCapitalIndexedBondSettlement.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"product",
"quantity",
"settlement");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case -309474065: // product
return product;
case -1285004149: // quantity
return quantity;
case 73828649: // settlement
return settlement;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ResolvedCapitalIndexedBondTrade.Builder builder() {
return new ResolvedCapitalIndexedBondTrade.Builder();
}
@Override
public Class beanType() {
return ResolvedCapitalIndexedBondTrade.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 product} property.
* @return the meta-property, not null
*/
public MetaProperty product() {
return product;
}
/**
* The meta-property for the {@code quantity} property.
* @return the meta-property, not null
*/
public MetaProperty quantity() {
return quantity;
}
/**
* The meta-property for the {@code settlement} property.
* @return the meta-property, not null
*/
public MetaProperty settlement() {
return settlement;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((ResolvedCapitalIndexedBondTrade) bean).getInfo();
case -309474065: // product
return ((ResolvedCapitalIndexedBondTrade) bean).getProduct();
case -1285004149: // quantity
return ((ResolvedCapitalIndexedBondTrade) bean).getQuantity();
case 73828649: // settlement
return ((ResolvedCapitalIndexedBondTrade) bean).settlement;
}
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 ResolvedCapitalIndexedBondTrade}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private PortfolioItemInfo info;
private ResolvedCapitalIndexedBond product;
private double quantity;
private ResolvedCapitalIndexedBondSettlement settlement;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ResolvedCapitalIndexedBondTrade beanToCopy) {
this.info = beanToCopy.getInfo();
this.product = beanToCopy.getProduct();
this.quantity = beanToCopy.getQuantity();
this.settlement = beanToCopy.settlement;
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case -309474065: // product
return product;
case -1285004149: // quantity
return quantity;
case 73828649: // settlement
return settlement;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (PortfolioItemInfo) newValue;
break;
case -309474065: // product
this.product = (ResolvedCapitalIndexedBond) newValue;
break;
case -1285004149: // quantity
this.quantity = (Double) newValue;
break;
case 73828649: // settlement
this.settlement = (ResolvedCapitalIndexedBondSettlement) 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 ResolvedCapitalIndexedBondTrade build() {
return new ResolvedCapitalIndexedBondTrade(
info,
product,
quantity,
settlement);
}
//-----------------------------------------------------------------------
/**
* Sets the additional information, defaulted to an empty instance.
*
* This allows additional information to be attached.
* @param info the new value, not null
* @return this, for chaining, not null
*/
public Builder info(PortfolioItemInfo info) {
JodaBeanUtils.notNull(info, "info");
this.info = info;
return this;
}
/**
* Sets the resolved capital indexed bond product.
*
* The product captures the contracted financial details of the trade.
* @param product the new value, not null
* @return this, for chaining, not null
*/
public Builder product(ResolvedCapitalIndexedBond product) {
JodaBeanUtils.notNull(product, "product");
this.product = product;
return this;
}
/**
* Sets the quantity, indicating the number of bond contracts in the trade.
*
* This will be positive if buying and negative if selling.
* @param quantity the new value
* @return this, for chaining, not null
*/
public Builder quantity(double quantity) {
this.quantity = quantity;
return this;
}
/**
* Sets the settlement details of the bond trade.
*
* When this class is used to represent a position, this property will be empty.
* @param settlement the new value
* @return this, for chaining, not null
*/
public Builder settlement(ResolvedCapitalIndexedBondSettlement settlement) {
this.settlement = settlement;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("ResolvedCapitalIndexedBondTrade.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("product").append('=').append(JodaBeanUtils.toString(product)).append(',').append(' ');
buf.append("quantity").append('=').append(JodaBeanUtils.toString(quantity)).append(',').append(' ');
buf.append("settlement").append('=').append(JodaBeanUtils.toString(settlement));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}