cdm.event.common.functions.InterestCashSettlementAmount Maven / Gradle / Ivy
package cdm.event.common.functions;
import cdm.base.math.NonNegativeQuantitySchedule;
import cdm.base.math.UnitType;
import cdm.base.math.metafields.ReferenceWithMetaNonNegativeQuantitySchedule;
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.product.asset.FixedRateSpecification;
import cdm.product.asset.FloatingRateSpecification;
import cdm.product.asset.InterestRatePayout;
import cdm.product.asset.RateSpecification;
import cdm.product.asset.functions.FixedAmount;
import cdm.product.asset.functions.FloatingAmount;
import cdm.product.asset.metafields.ReferenceWithMetaInterestRatePayout;
import cdm.product.common.settlement.ResolvablePriceQuantity;
import cdm.product.template.TradableProduct;
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.MapperC;
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.List;
import java.util.Optional;
import javax.inject.Inject;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
@ImplementedBy(InterestCashSettlementAmount.InterestCashSettlementAmountDefault.class)
public abstract class InterestCashSettlementAmount implements RosettaFunction {
@Inject protected ModelObjectValidator objectValidator;
// RosettaFunction dependencies
//
@Inject protected ExtractCounterpartyByRole extractCounterpartyByRole;
@Inject protected FixedAmount fixedAmount;
@Inject protected FloatingAmount floatingAmount;
/**
* @param tradeState
* @param interestRatePayout
* @param resets
* @param date
* @return interestCashSettlementAmount
*/
public Transfer evaluate(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date) {
Transfer.TransferBuilder interestCashSettlementAmountBuilder = doEvaluate(tradeState, interestRatePayout, resets, date);
final Transfer interestCashSettlementAmount;
if (interestCashSettlementAmountBuilder == null) {
interestCashSettlementAmount = null;
} else {
interestCashSettlementAmount = interestCashSettlementAmountBuilder.build();
objectValidator.validate(Transfer.class, interestCashSettlementAmount);
}
return interestCashSettlementAmount;
}
protected abstract Transfer.TransferBuilder doEvaluate(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date);
protected abstract Mapper performance(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date);
protected abstract Mapper extends Party> payer(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date);
protected abstract Mapper extends Party> receiver(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date);
public static class InterestCashSettlementAmountDefault extends InterestCashSettlementAmount {
@Override
protected Transfer.TransferBuilder doEvaluate(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date) {
Transfer.TransferBuilder interestCashSettlementAmount = Transfer.builder();
return assignOutput(interestCashSettlementAmount, tradeState, interestRatePayout, resets, date);
}
protected Transfer.TransferBuilder assignOutput(Transfer.TransferBuilder interestCashSettlementAmount, TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date) {
interestCashSettlementAmount
.getOrCreateQuantity()
.setValue(MapperS.of(performance(tradeState, interestRatePayout, resets, date).get()).get());
interestCashSettlementAmount
.getOrCreateQuantity()
.getOrCreateUnit()
.setCurrencyValue(MapperS.of(interestRatePayout).map("getPriceQuantity", payoutBase -> payoutBase.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("getValue", _f->_f.getValue()).map("getUnit", measureBase -> measureBase.getUnit()).map("getCurrency", unitType -> unitType.getCurrency()).map("getValue", _f->_f.getValue()).get());
interestCashSettlementAmount
.getOrCreatePayerReceiver()
.setPayerPartyReferenceValue(MapperUtils.runSinglePolymorphic(() -> {
if (greaterThanEquals(MapperS.of(performance(tradeState, interestRatePayout, resets, date).get()), MapperS.of(Integer.valueOf(0)), CardinalityOperator.All).getOrDefault(false)) {
return MapperS.of(payer(tradeState, interestRatePayout, resets, date).get());
}
else {
return MapperS.of(receiver(tradeState, interestRatePayout, resets, date).get());
}
}).get());
interestCashSettlementAmount
.getOrCreatePayerReceiver()
.setReceiverPartyReferenceValue(MapperUtils.runSinglePolymorphic(() -> {
if (greaterThanEquals(MapperS.of(performance(tradeState, interestRatePayout, resets, date).get()), MapperS.of(Integer.valueOf(0)), CardinalityOperator.All).getOrDefault(false)) {
return MapperS.of(receiver(tradeState, interestRatePayout, resets, date).get());
}
else {
return MapperS.of(payer(tradeState, interestRatePayout, resets, date).get());
}
}).get());
interestCashSettlementAmount
.getOrCreateSettlementDate()
.setAdjustedDateValue(MapperS.of(date).get());
interestCashSettlementAmount
.getOrCreateSettlementOrigin()
.setInterestRatePayout(ReferenceWithMetaInterestRatePayout.builder()
.setGlobalReference(Optional.ofNullable(MapperS.of(interestRatePayout).get())
.map(r -> r.getMeta())
.map(m -> m.getGlobalKey())
.orElse(null))
.setExternalReference(Optional.ofNullable(MapperS.of(interestRatePayout).get())
.map(r -> r.getMeta())
.map(m -> m.getExternalKey())
.orElse(null))
.build()
);
return Optional.ofNullable(interestCashSettlementAmount)
.map(o -> o.prune())
.orElse(null);
}
@Override
protected Mapper performance(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, Date date) {
return MapperUtils.runSingle(() -> {
if (exists(MapperS.of(interestRatePayout).map("getRateSpecification", _interestRatePayout -> _interestRatePayout.getRateSpecification()).map("getFixedRate", rateSpecification -> rateSpecification.getFixedRate())).getOrDefault(false)) {
return MapperS.of(fixedAmount.evaluate(MapperS.of(interestRatePayout).get(), MapperS.of(interestRatePayout).map("getPriceQuantity", payoutBase -> payoutBase.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("getValue", _f->_f.getValue()).map("getValue", measureBase -> measureBase.getValue()).get(), MapperS.of(date).get(), null));
}
else if (exists(MapperS.of(interestRatePayout).map("getRateSpecification", _interestRatePayout -> _interestRatePayout.getRateSpecification()).map("getFloatingRate", rateSpecification -> rateSpecification.getFloatingRate())).getOrDefault(false)) {
return MapperS.of(floatingAmount.evaluate(MapperS.of(interestRatePayout).get(), MapperS.of(MapperC.of(resets).get()).map("getResetValue", reset -> reset.getResetValue()).map("getValue", measureBase -> measureBase.getValue()).get(), MapperS.of(interestRatePayout).map("getPriceQuantity", payoutBase -> payoutBase.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("getValue", _f->_f.getValue()).map("getValue", measureBase -> measureBase.getValue()).get(), MapperS.of(date).get(), null));
}
else {
return MapperS.ofNull();
}
});
}
@Override
protected Mapper extends Party> payer(TradeState tradeState, InterestRatePayout interestRatePayout, List extends Reset> resets, 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(interestRatePayout).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, InterestRatePayout interestRatePayout, List extends Reset> resets, 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(interestRatePayout).map("getPayerReceiver", payoutBase -> payoutBase.getPayerReceiver()).map("getReceiver", payerReceiver -> payerReceiver.getReceiver()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue());
}
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy