com.opengamma.strata.product.deposit.ResolvedTermDeposit Maven / Gradle / Ivy
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/*
* 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 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.ImmutableConstructor;
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.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.product.ResolvedProduct;
/**
* A term deposit, resolved for pricing.
*
* This is the resolved form of {@link TermDeposit} and is an input to the pricers.
* Applications will typically create a {@code ResolvedTermDeposit} from a {@code TermDeposit}
* using {@link TermDeposit#resolve(ReferenceData)}.
*
* A {@code ResolvedTermDeposit} 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.
*/
@BeanDefinition
public final class ResolvedTermDeposit
implements ResolvedProduct, ImmutableBean, Serializable {
/**
* The primary currency.
*
* This is the currency of the deposit and the currency that payment is made in.
*/
@PropertyDefinition(validate = "notNull")
private final Currency currency;
/**
* The notional amount.
*
* The amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
*
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition
private final double notional;
/**
* The start date of the deposit.
*
* This is the first date that interest accrues.
*
* This is an adjusted date, which should be a valid business day
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of the deposit.
*
* This is the last day that interest accrues.
* This date must be after the start date.
*
* This is an adjusted date, which should be a valid business day
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate endDate;
/**
* The year fraction between the start and end date.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double yearFraction;
/**
* The fixed rate of interest.
* A 5% rate will be expressed as 0.05.
*/
@PropertyDefinition
private final double rate;
/**
* The interest to be paid on the deposit.
*
* The interest is {@code rate * principal * yearFraction} and is a signed amount.
* When the rate is positive, a 'buy' term deposit has a positive signed interest amount
* and a 'sell' term deposit has a negative signed interest amount.
*/
private final transient double interest; // not a property
//-------------------------------------------------------------------------
@ImmutableConstructor
private ResolvedTermDeposit(
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
double yearFraction,
double rate) {
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
ArgChecker.notNegative(yearFraction, "yearFraction");
this.currency = currency;
this.notional = notional;
this.startDate = startDate;
this.endDate = endDate;
this.yearFraction = yearFraction;
this.rate = rate;
this.interest = (rate * notional * yearFraction);
}
// ensure standard constructor is invoked
private Object readResolve() {
return new ResolvedTermDeposit(currency, notional, startDate, endDate, yearFraction, rate);
}
//-------------------------------------------------------------------------
/**
* Gets the accrued interest.
*
* The interest is {@code rate * principal * yearFraction}.
*
* @return the accrued interest
*/
public double getInterest() {
return interest;
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code ResolvedTermDeposit}.
* @return the meta-bean, not null
*/
public static ResolvedTermDeposit.Meta meta() {
return ResolvedTermDeposit.Meta.INSTANCE;
}
static {
MetaBean.register(ResolvedTermDeposit.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 ResolvedTermDeposit.Builder builder() {
return new ResolvedTermDeposit.Builder();
}
@Override
public ResolvedTermDeposit.Meta metaBean() {
return ResolvedTermDeposit.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the primary currency.
*
* This is the currency of the 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 amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
*
* 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.
*
* This is the first date that interest accrues.
*
* This is an adjusted date, which should be a valid business day
* @return the value of the property, not null
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the deposit.
*
* This is the last day that interest accrues.
* This date must be after the start date.
*
* This is an adjusted date, which should be a valid business day
* @return the value of the property, not null
*/
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the year fraction between the start and end date.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @return the value of the property
*/
public double getYearFraction() {
return yearFraction;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed rate of interest.
* 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()) {
ResolvedTermDeposit other = (ResolvedTermDeposit) obj;
return JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(yearFraction, other.yearFraction) &&
JodaBeanUtils.equal(rate, other.rate);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
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(yearFraction);
hash = hash * 31 + JodaBeanUtils.hashCode(rate);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("ResolvedTermDeposit{");
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("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' ');
buf.append("rate").append('=').append(JodaBeanUtils.toString(rate));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ResolvedTermDeposit}.
*/
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 currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", ResolvedTermDeposit.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", ResolvedTermDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty startDate = DirectMetaProperty.ofImmutable(
this, "startDate", ResolvedTermDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty endDate = DirectMetaProperty.ofImmutable(
this, "endDate", ResolvedTermDeposit.class, LocalDate.class);
/**
* The meta-property for the {@code yearFraction} property.
*/
private final MetaProperty yearFraction = DirectMetaProperty.ofImmutable(
this, "yearFraction", ResolvedTermDeposit.class, Double.TYPE);
/**
* The meta-property for the {@code rate} property.
*/
private final MetaProperty rate = DirectMetaProperty.ofImmutable(
this, "rate", ResolvedTermDeposit.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"notional",
"startDate",
"endDate",
"yearFraction",
"rate");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1731780257: // yearFraction
return yearFraction;
case 3493088: // rate
return rate;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ResolvedTermDeposit.Builder builder() {
return new ResolvedTermDeposit.Builder();
}
@Override
public Class beanType() {
return ResolvedTermDeposit.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* 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 yearFraction} property.
* @return the meta-property, not null
*/
public MetaProperty yearFraction() {
return yearFraction;
}
/**
* 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 575402001: // currency
return ((ResolvedTermDeposit) bean).getCurrency();
case 1585636160: // notional
return ((ResolvedTermDeposit) bean).getNotional();
case -2129778896: // startDate
return ((ResolvedTermDeposit) bean).getStartDate();
case -1607727319: // endDate
return ((ResolvedTermDeposit) bean).getEndDate();
case -1731780257: // yearFraction
return ((ResolvedTermDeposit) bean).getYearFraction();
case 3493088: // rate
return ((ResolvedTermDeposit) 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 ResolvedTermDeposit}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private Currency currency;
private double notional;
private LocalDate startDate;
private LocalDate endDate;
private double yearFraction;
private double rate;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ResolvedTermDeposit beanToCopy) {
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.yearFraction = beanToCopy.getYearFraction();
this.rate = beanToCopy.getRate();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case -1731780257: // yearFraction
return yearFraction;
case 3493088: // rate
return rate;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
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 -1731780257: // yearFraction
this.yearFraction = (Double) 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 ResolvedTermDeposit build() {
return new ResolvedTermDeposit(
currency,
notional,
startDate,
endDate,
yearFraction,
rate);
}
//-----------------------------------------------------------------------
/**
* Sets the primary currency.
*
* This is the currency of the 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 amount that is deposited. It is a positive signed amount if the deposit is 'Buy',
* and a negative signed amount if the deposit is 'Sell'.
*
* 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) {
this.notional = notional;
return this;
}
/**
* Sets the start date of the deposit.
*
* This is the first date that interest accrues.
*
* This is an adjusted date, which should be a valid business day
* @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.
*
* This is the last day that interest accrues.
* This date must be after the start date.
*
* This is an adjusted date, which should be a valid business day
* @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 year fraction between the start and end date.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @param yearFraction the new value
* @return this, for chaining, not null
*/
public Builder yearFraction(double yearFraction) {
ArgChecker.notNegative(yearFraction, "yearFraction");
this.yearFraction = yearFraction;
return this;
}
/**
* Sets the fixed rate of interest.
* 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(224);
buf.append("ResolvedTermDeposit.Builder{");
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("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction)).append(',').append(' ');
buf.append("rate").append('=').append(JodaBeanUtils.toString(rate));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}