net.finmath.smartcontract.product.SmartDerivativeContractDescriptor Maven / Gradle / Ivy

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package net.finmath.smartcontract.product;

import net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataItem;
import org.apache.commons.lang3.Validate;
import org.w3c.dom.Node;

import java.time.LocalDateTime;
import java.util.List;
import java.util.Map;

/**
 * Descriptor for a smart derivative contract. Unified access to the SDC definition in an XML.
 *
 * @author Christian Fries
 * @see net.finmath.smartcontract.product.xml.SDCXMLParser
 */
public class SmartDerivativeContractDescriptor {

	private final String dltTradeId;
	private final String dltAddress;
	private final String uniqueTradeIdentifier;
	private final LocalDateTime tradeDate;
	private final List counterparties;
	private final Map marginAccountInitialByPartyID;
	private final Map penaltyFeeInitialByPartyID;
	private final String recervicePartyID;
	private final Node underlying;
	private final List marketdataItemList;
	private final String currency;
	private final String marketDataProvider;
	private final String tradeType;
	private final String initialSettlementDate;

	/**
	 * Descriptor for a smart derivative contract counterparty. Unified access to a party definition in an XML.
	 */
	public static class Party {

		private final String id;
		private final String name;
		private final String href;
		private final String address;

		public Party(String id, String name, String href, String address) {
			this.id = id;
			this.name = name;
			this.href = href;
			this.address = address;
		}

		public String getId() {
			return id;
		}

		public String getName() {
			return name;
		}

		public String getHref() {
			return href;
		}

		public String getAddress() {
			return address;
		}

		@Override
		public String toString() {
			return "Party {" +
					"id='" + id + '\'' +
					", name='" + name + '\'' +
					", href='" + href + '\'' +
					", address='" + address + '\'' +
					'}';
		}
	}

	//TODO convert constructor into builder pattern or something comparable
	public SmartDerivativeContractDescriptor(String dltTradeId, String dltAddress, String uniqueTradeIdentifier, LocalDateTime tradeDate, List counterparties, Map marginAccountInitialByPartyID, Map penaltyFeeInitialByPartyID, String recervicePartyID, Node underlying, List marketdataItems, String currency, String marketDataProvider, String tradeType, String initialSettlementDate) {
		this.dltTradeId = dltTradeId;
		this.dltAddress = dltAddress;
		this.uniqueTradeIdentifier = uniqueTradeIdentifier;
		this.tradeDate = tradeDate;
		this.counterparties = counterparties;
		this.marginAccountInitialByPartyID = marginAccountInitialByPartyID;
		this.penaltyFeeInitialByPartyID = penaltyFeeInitialByPartyID;
		this.recervicePartyID = recervicePartyID;
		this.marketdataItemList = marketdataItems;
		this.underlying = underlying;
		this.currency = currency;
		this.marketDataProvider = marketDataProvider;
		this.tradeType = tradeType;
		this.initialSettlementDate = initialSettlementDate;

		Validate.isTrue(counterparties.size() == 2, "Number of counterparties must be 2.");
		Validate.isTrue(marginAccountInitialByPartyID.size() == 2, "Number of margin accounts values must be 2.");
		Validate.isTrue(penaltyFeeInitialByPartyID.size() == 2, "Number of penalty fee values must be 2.");
		Validate.notNull(underlying, "Underlying must not be null.");
	}

	public String getDltTradeId() {
		return dltTradeId;
	}

	public String getDltAddress() {
		return dltAddress;
	}

	public String getUniqueTradeIdentifier() {
		return uniqueTradeIdentifier;
	}

	public LocalDateTime getTradeDate() {
		return tradeDate;
	}

	public List getCounterparties() {
		return counterparties;
	}

	public Double getMarginAccount(String partyID) {
		return marginAccountInitialByPartyID.get(partyID);
	}

	/**
	 * Get the penalty fee for the party.
	 *
	 * @param partyID The party ID as string.
	 * @return The penalty fee.
	 */
	public Double getPenaltyFee(String partyID) {
		return penaltyFeeInitialByPartyID.get(partyID);
	}

	/**
	 * Get the FPML XML node describing the underlying.
	 *
	 * @return The Node describing the underlying.
	 */
	public Node getUnderlying() {
		return underlying;
	}

	/**
	 * A positive value of the underlying represents a claim for the partyID returned by this method and a liability of the other party.
	 *
	 * @return The party ID of the receiver party.
	 */
	public String getUnderlyingReceiverPartyID() {
		return recervicePartyID;
	}

	public List getMarketdataItemList() {return marketdataItemList;}

	public String getCurrency() {
		return currency;
	}

	public String getMarketDataProvider() {
		return marketDataProvider;
	}

	public String getTradeType() {
		return tradeType;
	}

	public String getInitialSettlementDate() {
		return initialSettlementDate;
	}
}