com.opengamma.strata.product.swap.FxReset Maven / Gradle / Ivy
/*
* Copyright (C) 2014 - 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.util.Map;
import java.util.NoSuchElementException;
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.ImmutableValidator;
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.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.index.FxIndex;
import com.opengamma.strata.basics.index.FxIndexObservation;
import com.opengamma.strata.collect.Messages;
/**
* An FX rate conversion for the notional amount of a swap leg.
*
* Interest rate swaps are based on a notional amount of money.
* The notional can be specified in a currency other than that of the swap leg,
* with an FX conversion applied at each payment period boundary.
*
* The two currencies involved are the swap leg currency and the reference currency.
* The swap leg currency is, in most cases, the currency that payment will occur in.
* The reference currency is the currency in which the notional is actually defined.
* ISDA refers to the payment currency as the variable currency and the reference
* currency as the constant currency.
*
* Defined by the 2006 ISDA definitions article 10.
*/
@BeanDefinition(builderScope = "private")
public final class FxReset
implements ImmutableBean, Serializable {
/**
* The FX index observation.
*
* This defines the observation of the index used to obtain the FX reset rate.
*
* An FX index is a daily rate of exchange between two currencies.
* Note that the order of the currencies in the index does not matter, as the
* conversion direction is fully defined by the currency of the reference amount.
*/
@PropertyDefinition(validate = "notNull")
private final FxIndexObservation observation;
/**
* The currency of the notional amount defined in the contract.
*
* This is the currency of notional amount as defined in the contract.
* The amount will be converted from this reference currency to the swap leg currency
* when calculating the value of the leg.
*
* The reference currency must be one of the two currencies of the index.
*
* The reference currency is also known as the constant currency.
*/
@PropertyDefinition(validate = "notNull")
private final Currency referenceCurrency;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the observation and reference currency.
*
* @param observation the FX index observation
* @param referenceCurrency the reference currency
* @return the FX reset
* @throws IllegalArgumentException if the currency is not one of those in the index
*/
public static FxReset of(FxIndexObservation observation, Currency referenceCurrency) {
return new FxReset(observation, referenceCurrency);
}
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
FxIndex index = observation.getIndex();
if (!index.getCurrencyPair().contains(referenceCurrency)) {
throw new IllegalArgumentException(
Messages.format("Reference currency {} must be one of those in the FxIndex {}", referenceCurrency, index));
}
}
//-----------------------------------------------------------------------
/**
* Gets the FX index.
*
* @return the FX index
*/
public FxIndex getIndex() {
return observation.getIndex();
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code FxReset}.
* @return the meta-bean, not null
*/
public static FxReset.Meta meta() {
return FxReset.Meta.INSTANCE;
}
static {
MetaBean.register(FxReset.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private FxReset(
FxIndexObservation observation,
Currency referenceCurrency) {
JodaBeanUtils.notNull(observation, "observation");
JodaBeanUtils.notNull(referenceCurrency, "referenceCurrency");
this.observation = observation;
this.referenceCurrency = referenceCurrency;
validate();
}
@Override
public FxReset.Meta metaBean() {
return FxReset.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the FX index observation.
*
* This defines the observation of the index used to obtain the FX reset rate.
*
* An FX index is a daily rate of exchange between two currencies.
* Note that the order of the currencies in the index does not matter, as the
* conversion direction is fully defined by the currency of the reference amount.
* @return the value of the property, not null
*/
public FxIndexObservation getObservation() {
return observation;
}
//-----------------------------------------------------------------------
/**
* Gets the currency of the notional amount defined in the contract.
*
* This is the currency of notional amount as defined in the contract.
* The amount will be converted from this reference currency to the swap leg currency
* when calculating the value of the leg.
*
* The reference currency must be one of the two currencies of the index.
*
* The reference currency is also known as the constant currency.
* @return the value of the property, not null
*/
public Currency getReferenceCurrency() {
return referenceCurrency;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
FxReset other = (FxReset) obj;
return JodaBeanUtils.equal(observation, other.observation) &&
JodaBeanUtils.equal(referenceCurrency, other.referenceCurrency);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(observation);
hash = hash * 31 + JodaBeanUtils.hashCode(referenceCurrency);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FxReset{");
buf.append("observation").append('=').append(JodaBeanUtils.toString(observation)).append(',').append(' ');
buf.append("referenceCurrency").append('=').append(JodaBeanUtils.toString(referenceCurrency));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FxReset}.
*/
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 observation} property.
*/
private final MetaProperty observation = DirectMetaProperty.ofImmutable(
this, "observation", FxReset.class, FxIndexObservation.class);
/**
* The meta-property for the {@code referenceCurrency} property.
*/
private final MetaProperty referenceCurrency = DirectMetaProperty.ofImmutable(
this, "referenceCurrency", FxReset.class, Currency.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"observation",
"referenceCurrency");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return observation;
case 727652476: // referenceCurrency
return referenceCurrency;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new FxReset.Builder();
}
@Override
public Class beanType() {
return FxReset.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code observation} property.
* @return the meta-property, not null
*/
public MetaProperty observation() {
return observation;
}
/**
* The meta-property for the {@code referenceCurrency} property.
* @return the meta-property, not null
*/
public MetaProperty referenceCurrency() {
return referenceCurrency;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return ((FxReset) bean).getObservation();
case 727652476: // referenceCurrency
return ((FxReset) bean).getReferenceCurrency();
}
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 FxReset}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private FxIndexObservation observation;
private Currency referenceCurrency;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 122345516: // observation
return observation;
case 727652476: // referenceCurrency
return referenceCurrency;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 122345516: // observation
this.observation = (FxIndexObservation) newValue;
break;
case 727652476: // referenceCurrency
this.referenceCurrency = (Currency) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public FxReset build() {
return new FxReset(
observation,
referenceCurrency);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("FxReset.Builder{");
buf.append("observation").append('=').append(JodaBeanUtils.toString(observation)).append(',').append(' ');
buf.append("referenceCurrency").append('=').append(JodaBeanUtils.toString(referenceCurrency));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}