com.opengamma.strata.product.credit.CdsIndexCalibrationTrade Maven / Gradle / Ivy
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/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.credit;
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.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.product.PortfolioItemInfo;
import com.opengamma.strata.product.PortfolioItemSummary;
import com.opengamma.strata.product.ProductType;
import com.opengamma.strata.product.Trade;
import com.opengamma.strata.product.TradeInfo;
import com.opengamma.strata.product.common.SummarizerUtils;
/**
* A trade in a CDS index used for credit curve calibration.
*
* The CDS index trade and market quote are stored in this class.
* {@link CdsIndexTrade} and {@code ResolvedCdsIndexTrade} should be used for pricing.
*/
@BeanDefinition(builderScope = "private")
public final class CdsIndexCalibrationTrade
implements Trade, ImmutableBean, Serializable {
/**
* The underlying CDS index trade.
*/
@PropertyDefinition(validate = "notNull")
private final CdsIndexTrade underlyingTrade;
/**
* The CDS index quote.
*/
@PropertyDefinition(validate = "notNull")
private final CdsQuote quote;
//-------------------------------------------------------------------------
/**
* Creates an instance.
*
* @param trade the trade
* @param quote the quote
* @return the instance
*/
public static CdsIndexCalibrationTrade of(CdsIndexTrade trade, CdsQuote quote) {
return new CdsIndexCalibrationTrade(trade, quote);
}
@Override
public TradeInfo getInfo() {
return underlyingTrade.getInfo();
}
@Override
public CdsIndexCalibrationTrade withInfo(PortfolioItemInfo info) {
return new CdsIndexCalibrationTrade(underlyingTrade.withInfo(info), quote);
}
@Override
public PortfolioItemSummary summarize() {
String description = "CDS Index calibration trade";
Currency currency = underlyingTrade.getProduct().getCurrency();
return SummarizerUtils.summary(this, ProductType.CALIBRATION, description, currency);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CdsIndexCalibrationTrade}.
* @return the meta-bean, not null
*/
public static CdsIndexCalibrationTrade.Meta meta() {
return CdsIndexCalibrationTrade.Meta.INSTANCE;
}
static {
MetaBean.register(CdsIndexCalibrationTrade.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private CdsIndexCalibrationTrade(
CdsIndexTrade underlyingTrade,
CdsQuote quote) {
JodaBeanUtils.notNull(underlyingTrade, "underlyingTrade");
JodaBeanUtils.notNull(quote, "quote");
this.underlyingTrade = underlyingTrade;
this.quote = quote;
}
@Override
public CdsIndexCalibrationTrade.Meta metaBean() {
return CdsIndexCalibrationTrade.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying CDS index trade.
* @return the value of the property, not null
*/
public CdsIndexTrade getUnderlyingTrade() {
return underlyingTrade;
}
//-----------------------------------------------------------------------
/**
* Gets the CDS index quote.
* @return the value of the property, not null
*/
public CdsQuote getQuote() {
return quote;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
CdsIndexCalibrationTrade other = (CdsIndexCalibrationTrade) obj;
return JodaBeanUtils.equal(underlyingTrade, other.underlyingTrade) &&
JodaBeanUtils.equal(quote, other.quote);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(underlyingTrade);
hash = hash * 31 + JodaBeanUtils.hashCode(quote);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CdsIndexCalibrationTrade{");
buf.append("underlyingTrade").append('=').append(JodaBeanUtils.toString(underlyingTrade)).append(',').append(' ');
buf.append("quote").append('=').append(JodaBeanUtils.toString(quote));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code CdsIndexCalibrationTrade}.
*/
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 underlyingTrade} property.
*/
private final MetaProperty underlyingTrade = DirectMetaProperty.ofImmutable(
this, "underlyingTrade", CdsIndexCalibrationTrade.class, CdsIndexTrade.class);
/**
* The meta-property for the {@code quote} property.
*/
private final MetaProperty quote = DirectMetaProperty.ofImmutable(
this, "quote", CdsIndexCalibrationTrade.class, CdsQuote.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"underlyingTrade",
"quote");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -823800825: // underlyingTrade
return underlyingTrade;
case 107953788: // quote
return quote;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new CdsIndexCalibrationTrade.Builder();
}
@Override
public Class beanType() {
return CdsIndexCalibrationTrade.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code underlyingTrade} property.
* @return the meta-property, not null
*/
public MetaProperty underlyingTrade() {
return underlyingTrade;
}
/**
* The meta-property for the {@code quote} property.
* @return the meta-property, not null
*/
public MetaProperty quote() {
return quote;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -823800825: // underlyingTrade
return ((CdsIndexCalibrationTrade) bean).getUnderlyingTrade();
case 107953788: // quote
return ((CdsIndexCalibrationTrade) bean).getQuote();
}
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 CdsIndexCalibrationTrade}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private CdsIndexTrade underlyingTrade;
private CdsQuote quote;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -823800825: // underlyingTrade
return underlyingTrade;
case 107953788: // quote
return quote;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -823800825: // underlyingTrade
this.underlyingTrade = (CdsIndexTrade) newValue;
break;
case 107953788: // quote
this.quote = (CdsQuote) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public CdsIndexCalibrationTrade build() {
return new CdsIndexCalibrationTrade(
underlyingTrade,
quote);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("CdsIndexCalibrationTrade.Builder{");
buf.append("underlyingTrade").append('=').append(JodaBeanUtils.toString(underlyingTrade)).append(',').append(' ');
buf.append("quote").append('=').append(JodaBeanUtils.toString(quote));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}