cdm.event.common.functions.EquityCashSettlementAmount Maven / Gradle / Ivy
package cdm.event.common.functions;
import cdm.base.math.UnitType;
import cdm.base.math.functions.Abs;
import cdm.base.staticdata.party.Counterparty;
import cdm.base.staticdata.party.CounterpartyRoleEnum;
import cdm.base.staticdata.party.Party;
import cdm.base.staticdata.party.PayerReceiver;
import cdm.base.staticdata.party.functions.ExtractCounterpartyByRole;
import cdm.base.staticdata.party.metafields.ReferenceWithMetaParty;
import cdm.event.common.Reset;
import cdm.event.common.Trade;
import cdm.event.common.TradeState;
import cdm.event.common.Transfer;
import cdm.event.common.Transfer.TransferBuilder;
import cdm.observable.asset.Price;
import cdm.observable.asset.PriceSchedule;
import cdm.observable.asset.metafields.FieldWithMetaPriceSchedule;
import cdm.product.asset.functions.ResolveEquityInitialPrice;
import cdm.product.common.settlement.PriceQuantity;
import cdm.product.template.ContractualProduct;
import cdm.product.template.EconomicTerms;
import cdm.product.template.Payout;
import cdm.product.template.PerformancePayout;
import cdm.product.template.Product;
import cdm.product.template.TradableProduct;
import cdm.product.template.TradeLot;
import cdm.product.template.metafields.ReferenceWithMetaPerformancePayout;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.functions.ModelObjectValidator;
import com.rosetta.model.lib.functions.RosettaFunction;
import com.rosetta.model.lib.mapper.Mapper;
import com.rosetta.model.lib.mapper.MapperS;
import com.rosetta.model.lib.mapper.MapperUtils;
import com.rosetta.model.lib.records.Date;
import com.rosetta.model.metafields.FieldWithMetaString;
import java.math.BigDecimal;
import java.util.Optional;
import javax.inject.Inject;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
@ImplementedBy(EquityCashSettlementAmount.EquityCashSettlementAmountDefault.class)
public abstract class EquityCashSettlementAmount implements RosettaFunction {
@Inject protected ModelObjectValidator objectValidator;
// RosettaFunction dependencies
//
@Inject protected Abs abs;
@Inject protected EquityPerformance equityPerformance0;
@Inject protected ExtractCounterpartyByRole extractCounterpartyByRole;
@Inject protected ResolveCashSettlementDate resolveCashSettlementDate;
@Inject protected ResolveEquityInitialPrice resolveEquityInitialPrice;
/**
* @param tradeState
* @param date
* @return equityCashSettlementAmount
*/
public Transfer evaluate(TradeState tradeState, Date date) {
Transfer.TransferBuilder equityCashSettlementAmountBuilder = doEvaluate(tradeState, date);
final Transfer equityCashSettlementAmount;
if (equityCashSettlementAmountBuilder == null) {
equityCashSettlementAmount = null;
} else {
equityCashSettlementAmount = equityCashSettlementAmountBuilder.build();
objectValidator.validate(Transfer.class, equityCashSettlementAmount);
}
return equityCashSettlementAmount;
}
protected abstract Transfer.TransferBuilder doEvaluate(TradeState tradeState, Date date);
protected abstract Mapper extends PerformancePayout> equityPerformancePayout(TradeState tradeState, Date date);
protected abstract Mapper equityPerformance1(TradeState tradeState, Date date);
protected abstract Mapper extends Party> payer(TradeState tradeState, Date date);
protected abstract Mapper extends Party> receiver(TradeState tradeState, Date date);
public static class EquityCashSettlementAmountDefault extends EquityCashSettlementAmount {
@Override
protected Transfer.TransferBuilder doEvaluate(TradeState tradeState, Date date) {
Transfer.TransferBuilder equityCashSettlementAmount = Transfer.builder();
return assignOutput(equityCashSettlementAmount, tradeState, date);
}
protected Transfer.TransferBuilder assignOutput(Transfer.TransferBuilder equityCashSettlementAmount, TradeState tradeState, Date date) {
equityCashSettlementAmount
.getOrCreateQuantity()
.setValue(MapperS.of(abs.evaluate(MapperS.of(equityPerformance1(tradeState, date).get()).get())).get());
equityCashSettlementAmount
.getOrCreateQuantity()
.getOrCreateUnit()
.setCurrencyValue(MapperS.of(resolveEquityInitialPrice.evaluate(MapperS.of(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).mapC("getTradeLot", tradableProduct -> tradableProduct.getTradeLot()).get()).mapC("getPriceQuantity", tradeLot -> tradeLot.getPriceQuantity()).mapC("getPrice", priceQuantity -> priceQuantity.getPrice()).map("getValue", _f->_f.getValue()).getMulti())).map("getUnit", measureBase -> measureBase.getUnit()).map("getCurrency", unitType -> unitType.getCurrency()).map("getValue", _f->_f.getValue()).get());
equityCashSettlementAmount
.getOrCreatePayerReceiver()
.setPayerPartyReferenceValue(MapperUtils.runSinglePolymorphic(() -> {
if (greaterThanEquals(MapperS.of(equityPerformance1(tradeState, date).get()), MapperS.of(Integer.valueOf(0)), CardinalityOperator.All).getOrDefault(false)) {
return MapperS.of(payer(tradeState, date).get());
}
else {
return MapperS.of(receiver(tradeState, date).get());
}
}).get());
equityCashSettlementAmount
.getOrCreatePayerReceiver()
.setReceiverPartyReferenceValue(MapperUtils.runSinglePolymorphic(() -> {
if (greaterThanEquals(MapperS.of(equityPerformance1(tradeState, date).get()), MapperS.of(Integer.valueOf(0)), CardinalityOperator.All).getOrDefault(false)) {
return MapperS.of(receiver(tradeState, date).get());
}
else {
return MapperS.of(payer(tradeState, date).get());
}
}).get());
equityCashSettlementAmount
.getOrCreateSettlementDate()
.setAdjustedDateValue(MapperS.of(resolveCashSettlementDate.evaluate(MapperS.of(tradeState).get())).get());
equityCashSettlementAmount
.getOrCreateSettlementOrigin()
.setPerformancePayout(ReferenceWithMetaPerformancePayout.builder()
.setGlobalReference(Optional.ofNullable(MapperS.of(equityPerformancePayout(tradeState, date).get()).get())
.map(r -> r.getMeta())
.map(m -> m.getGlobalKey())
.orElse(null))
.setExternalReference(Optional.ofNullable(MapperS.of(equityPerformancePayout(tradeState, date).get()).get())
.map(r -> r.getMeta())
.map(m -> m.getExternalKey())
.orElse(null))
.build()
);
return Optional.ofNullable(equityCashSettlementAmount)
.map(o -> o.prune())
.orElse(null);
}
@Override
protected Mapper extends PerformancePayout> equityPerformancePayout(TradeState tradeState, Date date) {
return MapperS.of(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).map("getProduct", tradableProduct -> tradableProduct.getProduct()).map("getContractualProduct", product -> product.getContractualProduct()).map("getEconomicTerms", contractualProduct -> contractualProduct.getEconomicTerms()).map("getPayout", economicTerms -> economicTerms.getPayout()).mapC("getPerformancePayout", payout -> payout.getPerformancePayout()).get());
}
@Override
protected Mapper equityPerformance1(TradeState tradeState, Date date) {
return MapperS.of(equityPerformance0.evaluate(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).get(), MapperS.of(MapperS.of(tradeState).mapC("getResetHistory", _tradeState -> _tradeState.getResetHistory()).get()).map("getResetValue", reset -> reset.getResetValue()).get(), MapperS.of(date).get()));
}
@Override
protected Mapper extends Party> payer(TradeState tradeState, Date date) {
return MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).mapC("getCounterparty", tradableProduct -> tradableProduct.getCounterparty()).getMulti(), MapperS.of(equityPerformancePayout(tradeState, date).get()).map("getPayerReceiver", payoutBase -> payoutBase.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue());
}
@Override
protected Mapper extends Party> receiver(TradeState tradeState, Date date) {
return MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).mapC("getCounterparty", tradableProduct -> tradableProduct.getCounterparty()).getMulti(), MapperS.of(equityPerformancePayout(tradeState, date).get()).map("getPayerReceiver", payoutBase -> payoutBase.getPayerReceiver()).map("getReceiver", payerReceiver -> payerReceiver.getReceiver()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue());
}
}
}
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