com.opengamma.strata.product.deposit.TermDeposit 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.deposit;
import java.io.Serializable;
import java.time.LocalDate;
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.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.Resolvable;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.BusinessDayAdjustment;
import com.opengamma.strata.basics.date.DateAdjuster;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.Product;
import com.opengamma.strata.product.common.BuySell;
/**
* A term deposit.
*
* A term deposit is a financial instrument that provides a fixed rate of interest on
* an amount for a specific term.
* For example, investing GBP 1,000 for 3 months at a 1% interest rate.
*
* The instrument has two payments, one at the start date and one at the end date.
* For example, investing GBP 1,000 for 3 months implies an initial payment to the counterparty
* of GBP 1,000 and a final payment from the counterparty of GBP 1,000 plus interest.
*/
@BeanDefinition
public final class TermDeposit
implements Product, Resolvable, ImmutableBean, Serializable {
/**
* Whether the term deposit is 'Buy' or 'Sell'.
*
* A value of 'Buy' implies payment of the principal at the start date and receipt of the
* principal plus interest at the end date. A value of 'Sell' implies the opposite.
* In other words, 'Buy' refers to buying the service of "money storage", with the benefit
* of receiving interest.
*/
@PropertyDefinition(validate = "notNull")
private final BuySell buySell;
/**
* The primary currency.
*
* This is the currency of the term deposit and the currency that payment is made in.
*/
@PropertyDefinition(validate = "notNull")
private final Currency currency;
/**
* The notional amount.
*
* The notional represents the principal amount, and must be non-negative.
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double notional;
/**
* The start date of the deposit.
*
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of the deposit.
*
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate endDate;
/**
* The business day adjustment to apply to the start and end date, optional.
*
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
*/
@PropertyDefinition(get = "optional")
private final BusinessDayAdjustment businessDayAdjustment;
/**
* The day count convention.
*
* This is used to convert dates to a numerical value.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
*/
@PropertyDefinition
private final double rate;
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
}
//-------------------------------------------------------------------------
@Override
public ImmutableSet allCurrencies() {
return ImmutableSet.of(currency);
}
//-------------------------------------------------------------------------
@Override
public ResolvedTermDeposit resolve(ReferenceData refData) {
DateAdjuster bda = getBusinessDayAdjustment().orElse(BusinessDayAdjustment.NONE).resolve(refData);
LocalDate start = bda.adjust(startDate);
LocalDate end = bda.adjust(endDate);
double yearFraction = dayCount.yearFraction(start, end);
return ResolvedTermDeposit.builder()
.startDate(start)
.endDate(end)
.yearFraction(yearFraction)
.currency(getCurrency())
.notional(buySell.normalize(notional))
.rate(rate)
.build();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code TermDeposit}.
* @return the meta-bean, not null
*/
public static TermDeposit.Meta meta() {
return TermDeposit.Meta.INSTANCE;
}
static {
MetaBean.register(TermDeposit.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 TermDeposit.Builder builder() {
return new TermDeposit.Builder();
}
private TermDeposit(
BuySell buySell,
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
BusinessDayAdjustment businessDayAdjustment,
DayCount dayCount,
double rate) {
JodaBeanUtils.notNull(buySell, "buySell");
JodaBeanUtils.notNull(currency, "currency");
ArgChecker.notNegative(notional, "notional");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(dayCount, "dayCount");
this.buySell = buySell;
this.currency = currency;
this.notional = notional;
this.startDate = startDate;
this.endDate = endDate;
this.businessDayAdjustment = businessDayAdjustment;
this.dayCount = dayCount;
this.rate = rate;
validate();
}
@Override
public TermDeposit.Meta metaBean() {
return TermDeposit.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets whether the term deposit is 'Buy' or 'Sell'.
*
* A value of 'Buy' implies payment of the principal at the start date and receipt of the
* principal plus interest at the end date. A value of 'Sell' implies the opposite.
* In other words, 'Buy' refers to buying the service of "money storage", with the benefit
* of receiving interest.
* @return the value of the property, not null
*/
public BuySell getBuySell() {
return buySell;
}
//-----------------------------------------------------------------------
/**
* Gets the primary currency.
*
* This is the currency of the term deposit and the currency that payment is made in.
* @return the value of the property, not null
*/
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount.
*
* The notional represents the principal amount, and must be non-negative.
* The currency of the notional is specified by {@code currency}.
* @return the value of the property
*/
public double getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the start date of the deposit.
*
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* @return the value of the property, not null
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the deposit.
*
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start date.
* @return the value of the property, not null
*/
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the business day adjustment to apply to the start and end date, optional.
*
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
* @return the optional value of the property, not null
*/
public Optional getBusinessDayAdjustment() {
return Optional.ofNullable(businessDayAdjustment);
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention.
*
* This is used to convert dates to a numerical value.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
* @return the value of the property
*/
public double getRate() {
return rate;
}
//-----------------------------------------------------------------------
/**
* 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()) {
TermDeposit other = (TermDeposit) obj;
return JodaBeanUtils.equal(buySell, other.buySell) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(rate, other.rate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(buySell);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(businessDayAdjustment);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(rate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("TermDeposit{");
buf.append("buySell").append('=').append(JodaBeanUtils.toString(buySell)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("businessDayAdjustment").append('=').append(JodaBeanUtils.toString(businessDayAdjustment)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("rate").append('=').append(JodaBeanUtils.toString(rate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code TermDeposit}.
*/
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 buySell} property.
*/
private final MetaProperty buySell = DirectMetaProperty.ofImmutable(
this, "buySell", TermDeposit.class, BuySell.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", TermDeposit.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", TermDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty startDate = DirectMetaProperty.ofImmutable(
this, "startDate", TermDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty endDate = DirectMetaProperty.ofImmutable(
this, "endDate", TermDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code businessDayAdjustment} property.
*/
private final MetaProperty businessDayAdjustment = DirectMetaProperty.ofImmutable(
this, "businessDayAdjustment", TermDeposit.class, BusinessDayAdjustment.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", TermDeposit.class, DayCount.class);
/**
* The meta-property for the {@code rate} property.
*/
private final MetaProperty rate = DirectMetaProperty.ofImmutable(
this, "rate", TermDeposit.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"buySell",
"currency",
"notional",
"startDate",
"endDate",
"businessDayAdjustment",
"dayCount",
"rate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return buySell;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 1905311443: // dayCount
return dayCount;
case 3493088: // rate
return rate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public TermDeposit.Builder builder() {
return new TermDeposit.Builder();
}
@Override
public Class beanType() {
return TermDeposit.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code buySell} property.
* @return the meta-property, not null
*/
public MetaProperty buySell() {
return buySell;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty currency() {
return currency;
}
/**
* 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 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 businessDayAdjustment} property.
* @return the meta-property, not null
*/
public MetaProperty businessDayAdjustment() {
return businessDayAdjustment;
}
/**
* 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 rate} property.
* @return the meta-property, not null
*/
public MetaProperty rate() {
return rate;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return ((TermDeposit) bean).getBuySell();
case 575402001: // currency
return ((TermDeposit) bean).getCurrency();
case 1585636160: // notional
return ((TermDeposit) bean).getNotional();
case -2129778896: // startDate
return ((TermDeposit) bean).getStartDate();
case -1607727319: // endDate
return ((TermDeposit) bean).getEndDate();
case -1065319863: // businessDayAdjustment
return ((TermDeposit) bean).businessDayAdjustment;
case 1905311443: // dayCount
return ((TermDeposit) bean).getDayCount();
case 3493088: // rate
return ((TermDeposit) bean).getRate();
}
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 TermDeposit}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private BuySell buySell;
private Currency currency;
private double notional;
private LocalDate startDate;
private LocalDate endDate;
private BusinessDayAdjustment businessDayAdjustment;
private DayCount dayCount;
private double rate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(TermDeposit beanToCopy) {
this.buySell = beanToCopy.getBuySell();
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.businessDayAdjustment = beanToCopy.businessDayAdjustment;
this.dayCount = beanToCopy.getDayCount();
this.rate = beanToCopy.getRate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
return buySell;
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1065319863: // businessDayAdjustment
return businessDayAdjustment;
case 1905311443: // dayCount
return dayCount;
case 3493088: // rate
return rate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 244977400: // buySell
this.buySell = (BuySell) newValue;
break;
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case 1585636160: // notional
this.notional = (Double) newValue;
break;
case -2129778896: // startDate
this.startDate = (LocalDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (LocalDate) newValue;
break;
case -1065319863: // businessDayAdjustment
this.businessDayAdjustment = (BusinessDayAdjustment) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 3493088: // rate
this.rate = (Double) 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 TermDeposit build() {
return new TermDeposit(
buySell,
currency,
notional,
startDate,
endDate,
businessDayAdjustment,
dayCount,
rate);
}
//-----------------------------------------------------------------------
/**
* Sets whether the term deposit is 'Buy' or 'Sell'.
*
* A value of 'Buy' implies payment of the principal at the start date and receipt of the
* principal plus interest at the end date. A value of 'Sell' implies the opposite.
* In other words, 'Buy' refers to buying the service of "money storage", with the benefit
* of receiving interest.
* @param buySell the new value, not null
* @return this, for chaining, not null
*/
public Builder buySell(BuySell buySell) {
JodaBeanUtils.notNull(buySell, "buySell");
this.buySell = buySell;
return this;
}
/**
* Sets the primary currency.
*
* This is the currency of the term deposit and the currency that payment is made in.
* @param currency the new value, not null
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this.currency = currency;
return this;
}
/**
* Sets the notional amount.
*
* The notional represents the principal amount, and must be non-negative.
* The currency of the notional is specified by {@code currency}.
* @param notional the new value
* @return this, for chaining, not null
*/
public Builder notional(double notional) {
ArgChecker.notNegative(notional, "notional");
this.notional = notional;
return this;
}
/**
* Sets the start date of the deposit.
*
* Interest accrues from this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* @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 deposit.
*
* Interest accrues until this date.
* This date is typically set to be a valid business day.
* Optionally, the {@code businessDayAdjustment} property may be set to provide a rule for adjustment.
* This date must be after the start 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 business day adjustment to apply to the start and end date, optional.
*
* The start and end date are typically defined as valid business days and thus
* do not need to be adjusted. If this optional property is present, then the
* start and end date will be adjusted as defined here.
* @param businessDayAdjustment the new value
* @return this, for chaining, not null
*/
public Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) {
this.businessDayAdjustment = businessDayAdjustment;
return this;
}
/**
* Sets the day count convention.
*
* This is used to convert dates to a numerical value.
* @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 the fixed interest rate to be paid.
* A 5% rate will be expressed as 0.05.
* @param rate the new value
* @return this, for chaining, not null
*/
public Builder rate(double rate) {
this.rate = rate;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("TermDeposit.Builder{");
buf.append("buySell").append('=').append(JodaBeanUtils.toString(buySell)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("businessDayAdjustment").append('=').append(JodaBeanUtils.toString(businessDayAdjustment)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("rate").append('=').append(JodaBeanUtils.toString(rate));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}