com.opengamma.strata.product.etd.EtdFutureSecurity Maven / Gradle / Ivy
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/*
* 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.time.format.DateTimeFormatter;
import java.util.Locale;
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.ImmutableDefaults;
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.collect.Messages;
import com.opengamma.strata.product.PositionInfo;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;
import com.opengamma.strata.product.TradeInfo;
/**
* An instrument representing an exchange traded derivative (ETD) future.
*
* A security representing a standardized contact between two parties to buy or sell an asset at a
* future date for an agreed price.
*/
@BeanDefinition
public final class EtdFutureSecurity
implements EtdSecurity, ImmutableBean, Serializable {
/** YearMonth format. */
private static final DateTimeFormatter YM_FORMAT = DateTimeFormatter.ofPattern("MMMuu", Locale.ENGLISH);
/**
* The standard security information.
*
* This includes the security identifier.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SecurityInfo info;
/**
* The ID of the contract specification from which this security is derived.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final EtdContractSpecId contractSpecId;
/**
* The year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final YearMonth expiry;
/**
* The variant of ETD.
*
* This captures the variant of the ETD. The most common variant is 'Monthly'.
* Other variants are 'Weekly', 'Daily' and 'Flex'.
*
* When building, this defaults to 'Monthly'.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final EtdVariant variant;
//-------------------------------------------------------------------------
/**
* Obtains an instance from a contract specification, expiry year-month and variant.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The specification must be for a future.
*
* @param spec the future contract specification
* @param expiry the expiry year-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 static EtdFutureSecurity of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant) {
if (spec.getType() != EtdType.FUTURE) {
throw new IllegalStateException(
Messages.format("Cannot create an EtdFutureSecurity from a contract specification of type '{}'", spec.getType()));
}
SecurityId securityId = EtdIdUtils.futureId(spec.getExchangeId(), spec.getContractCode(), expiry, variant);
return EtdFutureSecurity.builder()
.info(SecurityInfo.of(securityId, spec.getPriceInfo()))
.contractSpecId(spec.getId())
.expiry(expiry)
.variant(variant)
.build();
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.variant = EtdVariant.MONTHLY;
}
//-------------------------------------------------------------------------
@Override
public EtdType getType() {
return EtdType.FUTURE;
}
@Override
public EtdFutureSecurity withInfo(SecurityInfo info) {
return toBuilder().info(info).build();
}
@Override
public EtdFutureSecurity createProduct(ReferenceData refData) {
return this;
}
@Override
public EtdFutureTrade createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData) {
return EtdFutureTrade.builder()
.info(tradeInfo)
.quantity(quantity)
.price(tradePrice)
.security(this)
.build();
}
@Override
public EtdFuturePosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) {
return EtdFuturePosition.ofNet(positionInfo, this, quantity);
}
@Override
public EtdFuturePosition createPosition(
PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) {
return EtdFuturePosition.ofLongShort(positionInfo, this, longQuantity, shortQuantity);
}
/**
* Summarizes this ETD future into string form.
*
* @return the summary description
*/
public String summaryDescription() {
return variant.getCode() + expiry.format(YM_FORMAT);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code EtdFutureSecurity}.
* @return the meta-bean, not null
*/
public static EtdFutureSecurity.Meta meta() {
return EtdFutureSecurity.Meta.INSTANCE;
}
static {
MetaBean.register(EtdFutureSecurity.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 EtdFutureSecurity.Builder builder() {
return new EtdFutureSecurity.Builder();
}
private EtdFutureSecurity(
SecurityInfo info,
EtdContractSpecId contractSpecId,
YearMonth expiry,
EtdVariant variant) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(variant, "variant");
this.info = info;
this.contractSpecId = contractSpecId;
this.expiry = expiry;
this.variant = variant;
}
@Override
public EtdFutureSecurity.Meta metaBean() {
return EtdFutureSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the standard security information.
*
* This includes the security identifier.
* @return the value of the property, not null
*/
@Override
public SecurityInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the ID of the contract specification from which this security is derived.
* @return the value of the property, not null
*/
@Override
public EtdContractSpecId getContractSpecId() {
return contractSpecId;
}
//-----------------------------------------------------------------------
/**
* Gets the year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
* @return the value of the property, not null
*/
@Override
public YearMonth getExpiry() {
return expiry;
}
//-----------------------------------------------------------------------
/**
* Gets the variant of ETD.
*
* This captures the variant of the ETD. The most common variant is 'Monthly'.
* Other variants are 'Weekly', 'Daily' and 'Flex'.
*
* When building, this defaults to 'Monthly'.
* @return the value of the property, not null
*/
@Override
public EtdVariant getVariant() {
return variant;
}
//-----------------------------------------------------------------------
/**
* 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()) {
EtdFutureSecurity other = (EtdFutureSecurity) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(contractSpecId, other.contractSpecId) &&
JodaBeanUtils.equal(expiry, other.expiry) &&
JodaBeanUtils.equal(variant, other.variant);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(contractSpecId);
hash = hash * 31 + JodaBeanUtils.hashCode(expiry);
hash = hash * 31 + JodaBeanUtils.hashCode(variant);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("EtdFutureSecurity{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("contractSpecId").append('=').append(JodaBeanUtils.toString(contractSpecId)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("variant").append('=').append(JodaBeanUtils.toString(variant));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code EtdFutureSecurity}.
*/
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 info} property.
*/
private final MetaProperty info = DirectMetaProperty.ofImmutable(
this, "info", EtdFutureSecurity.class, SecurityInfo.class);
/**
* The meta-property for the {@code contractSpecId} property.
*/
private final MetaProperty contractSpecId = DirectMetaProperty.ofImmutable(
this, "contractSpecId", EtdFutureSecurity.class, EtdContractSpecId.class);
/**
* The meta-property for the {@code expiry} property.
*/
private final MetaProperty expiry = DirectMetaProperty.ofImmutable(
this, "expiry", EtdFutureSecurity.class, YearMonth.class);
/**
* The meta-property for the {@code variant} property.
*/
private final MetaProperty variant = DirectMetaProperty.ofImmutable(
this, "variant", EtdFutureSecurity.class, EtdVariant.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"contractSpecId",
"expiry",
"variant");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 948987368: // contractSpecId
return contractSpecId;
case -1289159373: // expiry
return expiry;
case 236785797: // variant
return variant;
}
return super.metaPropertyGet(propertyName);
}
@Override
public EtdFutureSecurity.Builder builder() {
return new EtdFutureSecurity.Builder();
}
@Override
public Class beanType() {
return EtdFutureSecurity.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty info() {
return info;
}
/**
* The meta-property for the {@code contractSpecId} property.
* @return the meta-property, not null
*/
public MetaProperty contractSpecId() {
return contractSpecId;
}
/**
* The meta-property for the {@code expiry} property.
* @return the meta-property, not null
*/
public MetaProperty expiry() {
return expiry;
}
/**
* The meta-property for the {@code variant} property.
* @return the meta-property, not null
*/
public MetaProperty variant() {
return variant;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((EtdFutureSecurity) bean).getInfo();
case 948987368: // contractSpecId
return ((EtdFutureSecurity) bean).getContractSpecId();
case -1289159373: // expiry
return ((EtdFutureSecurity) bean).getExpiry();
case 236785797: // variant
return ((EtdFutureSecurity) bean).getVariant();
}
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 EtdFutureSecurity}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SecurityInfo info;
private EtdContractSpecId contractSpecId;
private YearMonth expiry;
private EtdVariant variant;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(EtdFutureSecurity beanToCopy) {
this.info = beanToCopy.getInfo();
this.contractSpecId = beanToCopy.getContractSpecId();
this.expiry = beanToCopy.getExpiry();
this.variant = beanToCopy.getVariant();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 948987368: // contractSpecId
return contractSpecId;
case -1289159373: // expiry
return expiry;
case 236785797: // variant
return variant;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (SecurityInfo) newValue;
break;
case 948987368: // contractSpecId
this.contractSpecId = (EtdContractSpecId) newValue;
break;
case -1289159373: // expiry
this.expiry = (YearMonth) newValue;
break;
case 236785797: // variant
this.variant = (EtdVariant) 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 EtdFutureSecurity build() {
return new EtdFutureSecurity(
info,
contractSpecId,
expiry,
variant);
}
//-----------------------------------------------------------------------
/**
* Sets the standard security information.
*
* This includes the security identifier.
* @param info the new value, not null
* @return this, for chaining, not null
*/
public Builder info(SecurityInfo info) {
JodaBeanUtils.notNull(info, "info");
this.info = info;
return this;
}
/**
* Sets the ID of the contract specification from which this security is derived.
* @param contractSpecId the new value, not null
* @return this, for chaining, not null
*/
public Builder contractSpecId(EtdContractSpecId contractSpecId) {
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
this.contractSpecId = contractSpecId;
return this;
}
/**
* Sets the year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
* @param expiry the new value, not null
* @return this, for chaining, not null
*/
public Builder expiry(YearMonth expiry) {
JodaBeanUtils.notNull(expiry, "expiry");
this.expiry = expiry;
return this;
}
/**
* Sets the variant of ETD.
*
* This captures the variant of the ETD. The most common variant is 'Monthly'.
* Other variants are 'Weekly', 'Daily' and 'Flex'.
*
* When building, this defaults to 'Monthly'.
* @param variant the new value, not null
* @return this, for chaining, not null
*/
public Builder variant(EtdVariant variant) {
JodaBeanUtils.notNull(variant, "variant");
this.variant = variant;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("EtdFutureSecurity.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("contractSpecId").append('=').append(JodaBeanUtils.toString(contractSpecId)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("variant").append('=').append(JodaBeanUtils.toString(variant));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}