com.opengamma.strata.product.etd.EtdContractSpec Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.etd;
import java.io.Serializable;
import java.time.YearMonth;
import java.util.HashMap;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
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.PropertyDefinition;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.joda.beans.impl.direct.DirectPrivateBeanBuilder;
import com.google.common.collect.ImmutableMap;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.collect.named.Described;
import com.opengamma.strata.product.AttributeType;
import com.opengamma.strata.product.Attributes;
import com.opengamma.strata.product.SecurityPriceInfo;
import com.opengamma.strata.product.common.ExchangeId;
import com.opengamma.strata.product.common.PutCall;
/**
* The contract specification defining an Exchange Traded Derivative (ETD) product.
*
* This can represent a future or an option. Instances of {@link EtdOptionSecurity} or {@link EtdFutureSecurity}
* can be created using the {@code createFuture} and {@code createOption} methods and providing the information
* required to fully define the contract such as the expiry, strike price and put / call.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
public final class EtdContractSpec
implements Attributes, Described, ImmutableBean, Serializable {
/**
* The ID of this contract specification.
*
* When building, this will be defaulted using {@link EtdIdUtils}.
*/
@PropertyDefinition(validate = "notNull")
private final EtdContractSpecId id;
/**
* The type of the contract - future or option.
*/
@PropertyDefinition(validate = "notNull")
private final EtdType type;
/**
* The ID of the exchange where the instruments derived from the product are traded.
*/
@PropertyDefinition(validate = "notNull")
private final ExchangeId exchangeId;
/**
* The code supplied by the exchange for use in clearing and margining, such as in SPAN.
*/
@PropertyDefinition(validate = "notNull")
private final EtdContractCode contractCode;
/**
* The human readable description of the product.
*/
@PropertyDefinition(validate = "notEmpty", overrideGet = true)
private final String description;
/**
* The information about the security price.
* This includes details of the currency, tick size, tick value, contract size.
*/
@PropertyDefinition(validate = "notNull")
private final SecurityPriceInfo priceInfo;
/**
* The attributes.
*
* Attributes provide the ability to associate arbitrary information
* with a security contract specification in a key-value map.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableMap, Object> attributes;
//-------------------------------------------------------------------------
/**
* Returns a builder for building instances of {@code EtdContractSpec}.
*
* The builder will create an identifier using {@link EtdIdUtils} if it is not set.
*
* @return a builder for building instances of {@code EtdContractSpec}
*/
public static EtdContractSpecBuilder builder() {
return new EtdContractSpecBuilder();
}
//-------------------------------------------------------------------------
@Override
public ImmutableSet> getAttributeTypes() {
return attributes.keySet();
}
@Override
public Optional findAttribute(AttributeType type) {
return Optional.ofNullable(type.fromStoredForm(attributes.get(type)));
}
@Override
public EtdContractSpec withAttribute(AttributeType type, T value) {
// ImmutableMap.Builder would not provide Map.put semantics
Map, Object> updatedAttributes = new HashMap<>(attributes);
if (value == null) {
updatedAttributes.remove(type);
} else {
updatedAttributes.put(type, type.toStoredForm(value));
}
return new EtdContractSpec(id, this.type, exchangeId, contractCode, description, priceInfo, updatedAttributes);
}
@Override
public EtdContractSpec withAttributes(Attributes other) {
return (EtdContractSpec) Attributes.super.withAttributes(other);
}
//-------------------------------------------------------------------------
/**
* Creates a future security based on this contract specification.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The {@link #getType() type} must be {@link EtdType#FUTURE} otherwise an exception will be thrown.
*
* @param expiryMonth the expiry month of the future
* @param variant the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
* @return a future security based on this contract specification
* @throws IllegalStateException if the product type of the contract specification is not {@code FUTURE}
*/
public EtdFutureSecurity createFuture(YearMonth expiryMonth, EtdVariant variant) {
return EtdFutureSecurity.of(this, expiryMonth, variant);
}
/**
* Creates an option security based on this contract specification.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The {@link #getType() type} must be {@link EtdType#OPTION} otherwise an exception will be thrown.
*
* @param expiryMonth the expiry month of the option
* @param variant the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
* @param version the non-negative version, zero by default
* @param putCall whether the option is a put or call
* @param strikePrice the strike price of the option
* @return an option security based on this contract specification
* @throws IllegalStateException if the product type of the contract specification is not {@code OPTION}
*/
public EtdOptionSecurity createOption(
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice) {
return EtdOptionSecurity.of(this, expiryMonth, variant, version, putCall, strikePrice);
}
/**
* Creates an option security based on this contract specification.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The {@link #getType() type} must be {@link EtdType#OPTION} otherwise an exception will be thrown.
*
* @param expiryMonth the expiry month of the option
* @param variant the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
* @param version the non-negative version, zero by default
* @param putCall whether the option is a put or call
* @param strikePrice the strike price of the option
* @param underlyingExpiryMonth the expiry of the underlying instrument, such as a future
* @return an option security based on this contract specification
* @throws IllegalStateException if the product type of the contract specification is not {@code OPTION}
*/
public EtdOptionSecurity createOption(
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth) {
return EtdOptionSecurity.of(this, expiryMonth, variant, version, putCall, strikePrice, underlyingExpiryMonth);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code EtdContractSpec}.
* @return the meta-bean, not null
*/
public static EtdContractSpec.Meta meta() {
return EtdContractSpec.Meta.INSTANCE;
}
static {
MetaBean.register(EtdContractSpec.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Creates an instance.
* @param id the value of the property, not null
* @param type the value of the property, not null
* @param exchangeId the value of the property, not null
* @param contractCode the value of the property, not null
* @param description the value of the property, not empty
* @param priceInfo the value of the property, not null
* @param attributes the value of the property, not null
*/
EtdContractSpec(
EtdContractSpecId id,
EtdType type,
ExchangeId exchangeId,
EtdContractCode contractCode,
String description,
SecurityPriceInfo priceInfo,
Map, Object> attributes) {
JodaBeanUtils.notNull(id, "id");
JodaBeanUtils.notNull(type, "type");
JodaBeanUtils.notNull(exchangeId, "exchangeId");
JodaBeanUtils.notNull(contractCode, "contractCode");
JodaBeanUtils.notEmpty(description, "description");
JodaBeanUtils.notNull(priceInfo, "priceInfo");
JodaBeanUtils.notNull(attributes, "attributes");
this.id = id;
this.type = type;
this.exchangeId = exchangeId;
this.contractCode = contractCode;
this.description = description;
this.priceInfo = priceInfo;
this.attributes = ImmutableMap.copyOf(attributes);
}
@Override
public EtdContractSpec.Meta metaBean() {
return EtdContractSpec.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the ID of this contract specification.
*
* When building, this will be defaulted using {@link EtdIdUtils}.
* @return the value of the property, not null
*/
public EtdContractSpecId getId() {
return id;
}
//-----------------------------------------------------------------------
/**
* Gets the type of the contract - future or option.
* @return the value of the property, not null
*/
public EtdType getType() {
return type;
}
//-----------------------------------------------------------------------
/**
* Gets the ID of the exchange where the instruments derived from the product are traded.
* @return the value of the property, not null
*/
public ExchangeId getExchangeId() {
return exchangeId;
}
//-----------------------------------------------------------------------
/**
* Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
* @return the value of the property, not null
*/
public EtdContractCode getContractCode() {
return contractCode;
}
//-----------------------------------------------------------------------
/**
* Gets the human readable description of the product.
* @return the value of the property, not empty
*/
@Override
public String getDescription() {
return description;
}
//-----------------------------------------------------------------------
/**
* Gets the information about the security price.
* This includes details of the currency, tick size, tick value, contract size.
* @return the value of the property, not null
*/
public SecurityPriceInfo getPriceInfo() {
return priceInfo;
}
//-----------------------------------------------------------------------
/**
* Gets the attributes.
*
* Attributes provide the ability to associate arbitrary information
* with a security contract specification in a key-value map.
* @return the value of the property, not null
*/
public ImmutableMap, Object> getAttributes() {
return attributes;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
EtdContractSpec other = (EtdContractSpec) obj;
return JodaBeanUtils.equal(id, other.id) &&
JodaBeanUtils.equal(type, other.type) &&
JodaBeanUtils.equal(exchangeId, other.exchangeId) &&
JodaBeanUtils.equal(contractCode, other.contractCode) &&
JodaBeanUtils.equal(description, other.description) &&
JodaBeanUtils.equal(priceInfo, other.priceInfo) &&
JodaBeanUtils.equal(attributes, other.attributes);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(id);
hash = hash * 31 + JodaBeanUtils.hashCode(type);
hash = hash * 31 + JodaBeanUtils.hashCode(exchangeId);
hash = hash * 31 + JodaBeanUtils.hashCode(contractCode);
hash = hash * 31 + JodaBeanUtils.hashCode(description);
hash = hash * 31 + JodaBeanUtils.hashCode(priceInfo);
hash = hash * 31 + JodaBeanUtils.hashCode(attributes);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("EtdContractSpec{");
buf.append("id").append('=').append(JodaBeanUtils.toString(id)).append(',').append(' ');
buf.append("type").append('=').append(JodaBeanUtils.toString(type)).append(',').append(' ');
buf.append("exchangeId").append('=').append(JodaBeanUtils.toString(exchangeId)).append(',').append(' ');
buf.append("contractCode").append('=').append(JodaBeanUtils.toString(contractCode)).append(',').append(' ');
buf.append("description").append('=').append(JodaBeanUtils.toString(description)).append(',').append(' ');
buf.append("priceInfo").append('=').append(JodaBeanUtils.toString(priceInfo)).append(',').append(' ');
buf.append("attributes").append('=').append(JodaBeanUtils.toString(attributes));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code EtdContractSpec}.
*/
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 id} property.
*/
private final MetaProperty id = DirectMetaProperty.ofImmutable(
this, "id", EtdContractSpec.class, EtdContractSpecId.class);
/**
* The meta-property for the {@code type} property.
*/
private final MetaProperty type = DirectMetaProperty.ofImmutable(
this, "type", EtdContractSpec.class, EtdType.class);
/**
* The meta-property for the {@code exchangeId} property.
*/
private final MetaProperty exchangeId = DirectMetaProperty.ofImmutable(
this, "exchangeId", EtdContractSpec.class, ExchangeId.class);
/**
* The meta-property for the {@code contractCode} property.
*/
private final MetaProperty contractCode = DirectMetaProperty.ofImmutable(
this, "contractCode", EtdContractSpec.class, EtdContractCode.class);
/**
* The meta-property for the {@code description} property.
*/
private final MetaProperty description = DirectMetaProperty.ofImmutable(
this, "description", EtdContractSpec.class, String.class);
/**
* The meta-property for the {@code priceInfo} property.
*/
private final MetaProperty priceInfo = DirectMetaProperty.ofImmutable(
this, "priceInfo", EtdContractSpec.class, SecurityPriceInfo.class);
/**
* The meta-property for the {@code attributes} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Object>> attributes = DirectMetaProperty.ofImmutable(
this, "attributes", EtdContractSpec.class, (Class) ImmutableMap.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"id",
"type",
"exchangeId",
"contractCode",
"description",
"priceInfo",
"attributes");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3355: // id
return id;
case 3575610: // type
return type;
case 913218206: // exchangeId
return exchangeId;
case -1402840545: // contractCode
return contractCode;
case -1724546052: // description
return description;
case -2126070377: // priceInfo
return priceInfo;
case 405645655: // attributes
return attributes;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new EtdContractSpec.Builder();
}
@Override
public Class beanType() {
return EtdContractSpec.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code id} property.
* @return the meta-property, not null
*/
public MetaProperty id() {
return id;
}
/**
* The meta-property for the {@code type} property.
* @return the meta-property, not null
*/
public MetaProperty type() {
return type;
}
/**
* The meta-property for the {@code exchangeId} property.
* @return the meta-property, not null
*/
public MetaProperty exchangeId() {
return exchangeId;
}
/**
* The meta-property for the {@code contractCode} property.
* @return the meta-property, not null
*/
public MetaProperty contractCode() {
return contractCode;
}
/**
* The meta-property for the {@code description} property.
* @return the meta-property, not null
*/
public MetaProperty description() {
return description;
}
/**
* The meta-property for the {@code priceInfo} property.
* @return the meta-property, not null
*/
public MetaProperty priceInfo() {
return priceInfo;
}
/**
* The meta-property for the {@code attributes} property.
* @return the meta-property, not null
*/
public MetaProperty, Object>> attributes() {
return attributes;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3355: // id
return ((EtdContractSpec) bean).getId();
case 3575610: // type
return ((EtdContractSpec) bean).getType();
case 913218206: // exchangeId
return ((EtdContractSpec) bean).getExchangeId();
case -1402840545: // contractCode
return ((EtdContractSpec) bean).getContractCode();
case -1724546052: // description
return ((EtdContractSpec) bean).getDescription();
case -2126070377: // priceInfo
return ((EtdContractSpec) bean).getPriceInfo();
case 405645655: // attributes
return ((EtdContractSpec) bean).getAttributes();
}
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 EtdContractSpec}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private EtdContractSpecId id;
private EtdType type;
private ExchangeId exchangeId;
private EtdContractCode contractCode;
private String description;
private SecurityPriceInfo priceInfo;
private Map, Object> attributes = ImmutableMap.of();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3355: // id
return id;
case 3575610: // type
return type;
case 913218206: // exchangeId
return exchangeId;
case -1402840545: // contractCode
return contractCode;
case -1724546052: // description
return description;
case -2126070377: // priceInfo
return priceInfo;
case 405645655: // attributes
return attributes;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3355: // id
this.id = (EtdContractSpecId) newValue;
break;
case 3575610: // type
this.type = (EtdType) newValue;
break;
case 913218206: // exchangeId
this.exchangeId = (ExchangeId) newValue;
break;
case -1402840545: // contractCode
this.contractCode = (EtdContractCode) newValue;
break;
case -1724546052: // description
this.description = (String) newValue;
break;
case -2126070377: // priceInfo
this.priceInfo = (SecurityPriceInfo) newValue;
break;
case 405645655: // attributes
this.attributes = (Map, Object>) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public EtdContractSpec build() {
return new EtdContractSpec(
id,
type,
exchangeId,
contractCode,
description,
priceInfo,
attributes);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("EtdContractSpec.Builder{");
buf.append("id").append('=').append(JodaBeanUtils.toString(id)).append(',').append(' ');
buf.append("type").append('=').append(JodaBeanUtils.toString(type)).append(',').append(' ');
buf.append("exchangeId").append('=').append(JodaBeanUtils.toString(exchangeId)).append(',').append(' ');
buf.append("contractCode").append('=').append(JodaBeanUtils.toString(contractCode)).append(',').append(' ');
buf.append("description").append('=').append(JodaBeanUtils.toString(description)).append(',').append(' ');
buf.append("priceInfo").append('=').append(JodaBeanUtils.toString(priceInfo)).append(',').append(' ');
buf.append("attributes").append('=').append(JodaBeanUtils.toString(attributes));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}