com.opengamma.strata.product.rate.InflationMonthlyRateComputation 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.rate;
import java.io.Serializable;
import java.time.YearMonth;
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.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.basics.index.PriceIndex;
import com.opengamma.strata.basics.index.PriceIndexObservation;
import com.opengamma.strata.collect.ArgChecker;
/**
* Defines the computation of inflation figures from a price index.
*
* A price index is typically published monthly and has a delay before publication.
* The rate observed by this instance will be based on two observations of the index,
* one relative to the accrual start date and one relative to the accrual end date.
*/
@BeanDefinition(builderScope = "private")
public final class InflationMonthlyRateComputation
implements RateComputation, ImmutableBean, Serializable {
/**
* The observation at the start.
*
* The inflation rate is the ratio between the start and end observation.
* The start month is typically three months before the start of the period.
*/
@PropertyDefinition(validate = "notNull")
private final PriceIndexObservation startObservation;
/**
* The observation at the end.
*
* The inflation rate is the ratio between the start and end observation.
* The end month is typically three months before the end of the period.
*/
@PropertyDefinition(validate = "notNull")
private final PriceIndexObservation endObservation;
//-------------------------------------------------------------------------
/**
* Creates an instance from an index, reference start month and reference end month.
*
* @param index the index
* @param referenceStartMonth the reference start month
* @param referenceEndMonth the reference end month
* @return the inflation rate computation
*/
public static InflationMonthlyRateComputation of(
PriceIndex index,
YearMonth referenceStartMonth,
YearMonth referenceEndMonth) {
return new InflationMonthlyRateComputation(
PriceIndexObservation.of(index, referenceStartMonth),
PriceIndexObservation.of(index, referenceEndMonth));
}
@ImmutableValidator
private void validate() {
ArgChecker.isTrue(
startObservation.getIndex().equals(endObservation.getIndex()), "Both observations must be for the same index");
ArgChecker.inOrderNotEqual(
startObservation.getFixingMonth(), endObservation.getFixingMonth(), "referenceStartMonth", "referenceEndMonth");
}
//-----------------------------------------------------------------------
/**
* Gets the Price index.
*
* @return the Price index
*/
public PriceIndex getIndex() {
return startObservation.getIndex();
}
//-------------------------------------------------------------------------
@Override
public void collectIndices(ImmutableSet.Builder builder) {
builder.add(getIndex());
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code InflationMonthlyRateComputation}.
* @return the meta-bean, not null
*/
public static InflationMonthlyRateComputation.Meta meta() {
return InflationMonthlyRateComputation.Meta.INSTANCE;
}
static {
MetaBean.register(InflationMonthlyRateComputation.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private InflationMonthlyRateComputation(
PriceIndexObservation startObservation,
PriceIndexObservation endObservation) {
JodaBeanUtils.notNull(startObservation, "startObservation");
JodaBeanUtils.notNull(endObservation, "endObservation");
this.startObservation = startObservation;
this.endObservation = endObservation;
validate();
}
@Override
public InflationMonthlyRateComputation.Meta metaBean() {
return InflationMonthlyRateComputation.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the observation at the start.
*
* The inflation rate is the ratio between the start and end observation.
* The start month is typically three months before the start of the period.
* @return the value of the property, not null
*/
public PriceIndexObservation getStartObservation() {
return startObservation;
}
//-----------------------------------------------------------------------
/**
* Gets the observation at the end.
*
* The inflation rate is the ratio between the start and end observation.
* The end month is typically three months before the end of the period.
* @return the value of the property, not null
*/
public PriceIndexObservation getEndObservation() {
return endObservation;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
InflationMonthlyRateComputation other = (InflationMonthlyRateComputation) obj;
return JodaBeanUtils.equal(startObservation, other.startObservation) &&
JodaBeanUtils.equal(endObservation, other.endObservation);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(startObservation);
hash = hash * 31 + JodaBeanUtils.hashCode(endObservation);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("InflationMonthlyRateComputation{");
buf.append("startObservation").append('=').append(JodaBeanUtils.toString(startObservation)).append(',').append(' ');
buf.append("endObservation").append('=').append(JodaBeanUtils.toString(endObservation));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code InflationMonthlyRateComputation}.
*/
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 startObservation} property.
*/
private final MetaProperty startObservation = DirectMetaProperty.ofImmutable(
this, "startObservation", InflationMonthlyRateComputation.class, PriceIndexObservation.class);
/**
* The meta-property for the {@code endObservation} property.
*/
private final MetaProperty endObservation = DirectMetaProperty.ofImmutable(
this, "endObservation", InflationMonthlyRateComputation.class, PriceIndexObservation.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"startObservation",
"endObservation");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1098347926: // startObservation
return startObservation;
case 82210897: // endObservation
return endObservation;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new InflationMonthlyRateComputation.Builder();
}
@Override
public Class beanType() {
return InflationMonthlyRateComputation.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code startObservation} property.
* @return the meta-property, not null
*/
public MetaProperty startObservation() {
return startObservation;
}
/**
* The meta-property for the {@code endObservation} property.
* @return the meta-property, not null
*/
public MetaProperty endObservation() {
return endObservation;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1098347926: // startObservation
return ((InflationMonthlyRateComputation) bean).getStartObservation();
case 82210897: // endObservation
return ((InflationMonthlyRateComputation) bean).getEndObservation();
}
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 InflationMonthlyRateComputation}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private PriceIndexObservation startObservation;
private PriceIndexObservation endObservation;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1098347926: // startObservation
return startObservation;
case 82210897: // endObservation
return endObservation;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1098347926: // startObservation
this.startObservation = (PriceIndexObservation) newValue;
break;
case 82210897: // endObservation
this.endObservation = (PriceIndexObservation) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public InflationMonthlyRateComputation build() {
return new InflationMonthlyRateComputation(
startObservation,
endObservation);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("InflationMonthlyRateComputation.Builder{");
buf.append("startObservation").append('=').append(JodaBeanUtils.toString(startObservation)).append(',').append(' ');
buf.append("endObservation").append('=').append(JodaBeanUtils.toString(endObservation));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}