cdm.observable.asset.ValuationSource Maven / Gradle / Ivy
package cdm.observable.asset;
import cdm.base.staticdata.party.AncillaryEntity;
import cdm.base.staticdata.party.ReferenceBanks;
import cdm.observable.asset.FxSpotRateSource;
import cdm.observable.asset.QuotedCurrencyPair;
import cdm.observable.asset.SettlementRateOption;
import cdm.observable.asset.ValuationSource;
import cdm.observable.asset.ValuationSource.ValuationSourceBuilder;
import cdm.observable.asset.ValuationSource.ValuationSourceBuilderImpl;
import cdm.observable.asset.ValuationSource.ValuationSourceImpl;
import cdm.observable.asset.meta.ValuationSourceMeta;
import cdm.observable.asset.metafields.ReferenceWithMetaQuotedCurrencyPair;
import cdm.observable.asset.metafields.ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder;
import com.rosetta.model.lib.RosettaModelObject;
import com.rosetta.model.lib.RosettaModelObjectBuilder;
import com.rosetta.model.lib.annotations.RosettaAttribute;
import com.rosetta.model.lib.annotations.RosettaDataType;
import com.rosetta.model.lib.meta.RosettaMetaData;
import com.rosetta.model.lib.path.RosettaPath;
import com.rosetta.model.lib.process.BuilderMerger;
import com.rosetta.model.lib.process.BuilderProcessor;
import com.rosetta.model.lib.process.Processor;
import java.util.Objects;
import static java.util.Optional.ofNullable;
/**
* A class describing the method for obtaining a settlement rate, specified through either an information source (page), a settlement rate option (fixing) or by using quotes from reference banks.
* @version 5.0.1
*/
@RosettaDataType(value="ValuationSource", builder=ValuationSource.ValuationSourceBuilderImpl.class, version="5.0.1")
public interface ValuationSource extends RosettaModelObject {
ValuationSourceMeta metaData = new ValuationSourceMeta();
/*********************** Getter Methods ***********************/
/**
* Defines the two currencies for an FX trade and the quotation relationship between the two currencies. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.
*/
ReferenceWithMetaQuotedCurrencyPair getQuotedCurrencyPair();
/**
* The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
*/
FxSpotRateSource getInformationSource();
/**
* The rate option to use for the fixing. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.
*/
SettlementRateOption getSettlementRateOption();
/**
* A container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
*/
ReferenceBanks getReferenceBanks();
/**
* Holds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations. This could be a dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement in a credit event. ISDA 2003 Term: Dealer. This could be the clearing organization (CCP, DCO) to which the trade should be cleared, as applicable for cash-settled swaptions.
*/
AncillaryEntity getDealerOrCCP();
/*********************** Build Methods ***********************/
ValuationSource build();
ValuationSource.ValuationSourceBuilder toBuilder();
static ValuationSource.ValuationSourceBuilder builder() {
return new ValuationSource.ValuationSourceBuilderImpl();
}
/*********************** Utility Methods ***********************/
@Override
default RosettaMetaData metaData() {
return metaData;
}
@Override
default Class getType() {
return ValuationSource.class;
}
@Override
default void process(RosettaPath path, Processor processor) {
processRosetta(path.newSubPath("quotedCurrencyPair"), processor, ReferenceWithMetaQuotedCurrencyPair.class, getQuotedCurrencyPair());
processRosetta(path.newSubPath("informationSource"), processor, FxSpotRateSource.class, getInformationSource());
processRosetta(path.newSubPath("settlementRateOption"), processor, SettlementRateOption.class, getSettlementRateOption());
processRosetta(path.newSubPath("referenceBanks"), processor, ReferenceBanks.class, getReferenceBanks());
processRosetta(path.newSubPath("dealerOrCCP"), processor, AncillaryEntity.class, getDealerOrCCP());
}
/*********************** Builder Interface ***********************/
interface ValuationSourceBuilder extends ValuationSource, RosettaModelObjectBuilder {
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair();
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getQuotedCurrencyPair();
FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateInformationSource();
FxSpotRateSource.FxSpotRateSourceBuilder getInformationSource();
SettlementRateOption.SettlementRateOptionBuilder getOrCreateSettlementRateOption();
SettlementRateOption.SettlementRateOptionBuilder getSettlementRateOption();
ReferenceBanks.ReferenceBanksBuilder getOrCreateReferenceBanks();
ReferenceBanks.ReferenceBanksBuilder getReferenceBanks();
AncillaryEntity.AncillaryEntityBuilder getOrCreateDealerOrCCP();
AncillaryEntity.AncillaryEntityBuilder getDealerOrCCP();
ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair0);
ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair1);
ValuationSource.ValuationSourceBuilder setInformationSource(FxSpotRateSource informationSource);
ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption settlementRateOption);
ValuationSource.ValuationSourceBuilder setReferenceBanks(ReferenceBanks referenceBanks);
ValuationSource.ValuationSourceBuilder setDealerOrCCP(AncillaryEntity dealerOrCCP);
@Override
default void process(RosettaPath path, BuilderProcessor processor) {
processRosetta(path.newSubPath("quotedCurrencyPair"), processor, ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder.class, getQuotedCurrencyPair());
processRosetta(path.newSubPath("informationSource"), processor, FxSpotRateSource.FxSpotRateSourceBuilder.class, getInformationSource());
processRosetta(path.newSubPath("settlementRateOption"), processor, SettlementRateOption.SettlementRateOptionBuilder.class, getSettlementRateOption());
processRosetta(path.newSubPath("referenceBanks"), processor, ReferenceBanks.ReferenceBanksBuilder.class, getReferenceBanks());
processRosetta(path.newSubPath("dealerOrCCP"), processor, AncillaryEntity.AncillaryEntityBuilder.class, getDealerOrCCP());
}
ValuationSource.ValuationSourceBuilder prune();
}
/*********************** Immutable Implementation of ValuationSource ***********************/
class ValuationSourceImpl implements ValuationSource {
private final ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair;
private final FxSpotRateSource informationSource;
private final SettlementRateOption settlementRateOption;
private final ReferenceBanks referenceBanks;
private final AncillaryEntity dealerOrCCP;
protected ValuationSourceImpl(ValuationSource.ValuationSourceBuilder builder) {
this.quotedCurrencyPair = ofNullable(builder.getQuotedCurrencyPair()).map(f->f.build()).orElse(null);
this.informationSource = ofNullable(builder.getInformationSource()).map(f->f.build()).orElse(null);
this.settlementRateOption = ofNullable(builder.getSettlementRateOption()).map(f->f.build()).orElse(null);
this.referenceBanks = ofNullable(builder.getReferenceBanks()).map(f->f.build()).orElse(null);
this.dealerOrCCP = ofNullable(builder.getDealerOrCCP()).map(f->f.build()).orElse(null);
}
@Override
@RosettaAttribute("quotedCurrencyPair")
public ReferenceWithMetaQuotedCurrencyPair getQuotedCurrencyPair() {
return quotedCurrencyPair;
}
@Override
@RosettaAttribute("informationSource")
public FxSpotRateSource getInformationSource() {
return informationSource;
}
@Override
@RosettaAttribute("settlementRateOption")
public SettlementRateOption getSettlementRateOption() {
return settlementRateOption;
}
@Override
@RosettaAttribute("referenceBanks")
public ReferenceBanks getReferenceBanks() {
return referenceBanks;
}
@Override
@RosettaAttribute("dealerOrCCP")
public AncillaryEntity getDealerOrCCP() {
return dealerOrCCP;
}
@Override
public ValuationSource build() {
return this;
}
@Override
public ValuationSource.ValuationSourceBuilder toBuilder() {
ValuationSource.ValuationSourceBuilder builder = builder();
setBuilderFields(builder);
return builder;
}
protected void setBuilderFields(ValuationSource.ValuationSourceBuilder builder) {
ofNullable(getQuotedCurrencyPair()).ifPresent(builder::setQuotedCurrencyPair);
ofNullable(getInformationSource()).ifPresent(builder::setInformationSource);
ofNullable(getSettlementRateOption()).ifPresent(builder::setSettlementRateOption);
ofNullable(getReferenceBanks()).ifPresent(builder::setReferenceBanks);
ofNullable(getDealerOrCCP()).ifPresent(builder::setDealerOrCCP);
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || !(o instanceof RosettaModelObject) || !getType().equals(((RosettaModelObject)o).getType())) return false;
ValuationSource _that = getType().cast(o);
if (!Objects.equals(quotedCurrencyPair, _that.getQuotedCurrencyPair())) return false;
if (!Objects.equals(informationSource, _that.getInformationSource())) return false;
if (!Objects.equals(settlementRateOption, _that.getSettlementRateOption())) return false;
if (!Objects.equals(referenceBanks, _that.getReferenceBanks())) return false;
if (!Objects.equals(dealerOrCCP, _that.getDealerOrCCP())) return false;
return true;
}
@Override
public int hashCode() {
int _result = 0;
_result = 31 * _result + (quotedCurrencyPair != null ? quotedCurrencyPair.hashCode() : 0);
_result = 31 * _result + (informationSource != null ? informationSource.hashCode() : 0);
_result = 31 * _result + (settlementRateOption != null ? settlementRateOption.hashCode() : 0);
_result = 31 * _result + (referenceBanks != null ? referenceBanks.hashCode() : 0);
_result = 31 * _result + (dealerOrCCP != null ? dealerOrCCP.hashCode() : 0);
return _result;
}
@Override
public String toString() {
return "ValuationSource {" +
"quotedCurrencyPair=" + this.quotedCurrencyPair + ", " +
"informationSource=" + this.informationSource + ", " +
"settlementRateOption=" + this.settlementRateOption + ", " +
"referenceBanks=" + this.referenceBanks + ", " +
"dealerOrCCP=" + this.dealerOrCCP +
'}';
}
}
/*********************** Builder Implementation of ValuationSource ***********************/
class ValuationSourceBuilderImpl implements ValuationSource.ValuationSourceBuilder {
protected ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder quotedCurrencyPair;
protected FxSpotRateSource.FxSpotRateSourceBuilder informationSource;
protected SettlementRateOption.SettlementRateOptionBuilder settlementRateOption;
protected ReferenceBanks.ReferenceBanksBuilder referenceBanks;
protected AncillaryEntity.AncillaryEntityBuilder dealerOrCCP;
public ValuationSourceBuilderImpl() {
}
@Override
@RosettaAttribute("quotedCurrencyPair")
public ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getQuotedCurrencyPair() {
return quotedCurrencyPair;
}
@Override
public ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair() {
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder result;
if (quotedCurrencyPair!=null) {
result = quotedCurrencyPair;
}
else {
result = quotedCurrencyPair = ReferenceWithMetaQuotedCurrencyPair.builder();
}
return result;
}
@Override
@RosettaAttribute("informationSource")
public FxSpotRateSource.FxSpotRateSourceBuilder getInformationSource() {
return informationSource;
}
@Override
public FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateInformationSource() {
FxSpotRateSource.FxSpotRateSourceBuilder result;
if (informationSource!=null) {
result = informationSource;
}
else {
result = informationSource = FxSpotRateSource.builder();
}
return result;
}
@Override
@RosettaAttribute("settlementRateOption")
public SettlementRateOption.SettlementRateOptionBuilder getSettlementRateOption() {
return settlementRateOption;
}
@Override
public SettlementRateOption.SettlementRateOptionBuilder getOrCreateSettlementRateOption() {
SettlementRateOption.SettlementRateOptionBuilder result;
if (settlementRateOption!=null) {
result = settlementRateOption;
}
else {
result = settlementRateOption = SettlementRateOption.builder();
}
return result;
}
@Override
@RosettaAttribute("referenceBanks")
public ReferenceBanks.ReferenceBanksBuilder getReferenceBanks() {
return referenceBanks;
}
@Override
public ReferenceBanks.ReferenceBanksBuilder getOrCreateReferenceBanks() {
ReferenceBanks.ReferenceBanksBuilder result;
if (referenceBanks!=null) {
result = referenceBanks;
}
else {
result = referenceBanks = ReferenceBanks.builder();
}
return result;
}
@Override
@RosettaAttribute("dealerOrCCP")
public AncillaryEntity.AncillaryEntityBuilder getDealerOrCCP() {
return dealerOrCCP;
}
@Override
public AncillaryEntity.AncillaryEntityBuilder getOrCreateDealerOrCCP() {
AncillaryEntity.AncillaryEntityBuilder result;
if (dealerOrCCP!=null) {
result = dealerOrCCP;
}
else {
result = dealerOrCCP = AncillaryEntity.builder();
}
return result;
}
@Override
@RosettaAttribute("quotedCurrencyPair")
public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair) {
this.quotedCurrencyPair = quotedCurrencyPair==null?null:quotedCurrencyPair.toBuilder();
return this;
}
@Override
public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair) {
this.getOrCreateQuotedCurrencyPair().setValue(quotedCurrencyPair);
return this;
}
@Override
@RosettaAttribute("informationSource")
public ValuationSource.ValuationSourceBuilder setInformationSource(FxSpotRateSource informationSource) {
this.informationSource = informationSource==null?null:informationSource.toBuilder();
return this;
}
@Override
@RosettaAttribute("settlementRateOption")
public ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption settlementRateOption) {
this.settlementRateOption = settlementRateOption==null?null:settlementRateOption.toBuilder();
return this;
}
@Override
@RosettaAttribute("referenceBanks")
public ValuationSource.ValuationSourceBuilder setReferenceBanks(ReferenceBanks referenceBanks) {
this.referenceBanks = referenceBanks==null?null:referenceBanks.toBuilder();
return this;
}
@Override
@RosettaAttribute("dealerOrCCP")
public ValuationSource.ValuationSourceBuilder setDealerOrCCP(AncillaryEntity dealerOrCCP) {
this.dealerOrCCP = dealerOrCCP==null?null:dealerOrCCP.toBuilder();
return this;
}
@Override
public ValuationSource build() {
return new ValuationSource.ValuationSourceImpl(this);
}
@Override
public ValuationSource.ValuationSourceBuilder toBuilder() {
return this;
}
@SuppressWarnings("unchecked")
@Override
public ValuationSource.ValuationSourceBuilder prune() {
if (quotedCurrencyPair!=null && !quotedCurrencyPair.prune().hasData()) quotedCurrencyPair = null;
if (informationSource!=null && !informationSource.prune().hasData()) informationSource = null;
if (settlementRateOption!=null && !settlementRateOption.prune().hasData()) settlementRateOption = null;
if (referenceBanks!=null && !referenceBanks.prune().hasData()) referenceBanks = null;
if (dealerOrCCP!=null && !dealerOrCCP.prune().hasData()) dealerOrCCP = null;
return this;
}
@Override
public boolean hasData() {
if (getQuotedCurrencyPair()!=null && getQuotedCurrencyPair().hasData()) return true;
if (getInformationSource()!=null && getInformationSource().hasData()) return true;
if (getSettlementRateOption()!=null && getSettlementRateOption().hasData()) return true;
if (getReferenceBanks()!=null && getReferenceBanks().hasData()) return true;
if (getDealerOrCCP()!=null && getDealerOrCCP().hasData()) return true;
return false;
}
@SuppressWarnings("unchecked")
@Override
public ValuationSource.ValuationSourceBuilder merge(RosettaModelObjectBuilder other, BuilderMerger merger) {
ValuationSource.ValuationSourceBuilder o = (ValuationSource.ValuationSourceBuilder) other;
merger.mergeRosetta(getQuotedCurrencyPair(), o.getQuotedCurrencyPair(), this::setQuotedCurrencyPair);
merger.mergeRosetta(getInformationSource(), o.getInformationSource(), this::setInformationSource);
merger.mergeRosetta(getSettlementRateOption(), o.getSettlementRateOption(), this::setSettlementRateOption);
merger.mergeRosetta(getReferenceBanks(), o.getReferenceBanks(), this::setReferenceBanks);
merger.mergeRosetta(getDealerOrCCP(), o.getDealerOrCCP(), this::setDealerOrCCP);
return this;
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || !(o instanceof RosettaModelObject) || !getType().equals(((RosettaModelObject)o).getType())) return false;
ValuationSource _that = getType().cast(o);
if (!Objects.equals(quotedCurrencyPair, _that.getQuotedCurrencyPair())) return false;
if (!Objects.equals(informationSource, _that.getInformationSource())) return false;
if (!Objects.equals(settlementRateOption, _that.getSettlementRateOption())) return false;
if (!Objects.equals(referenceBanks, _that.getReferenceBanks())) return false;
if (!Objects.equals(dealerOrCCP, _that.getDealerOrCCP())) return false;
return true;
}
@Override
public int hashCode() {
int _result = 0;
_result = 31 * _result + (quotedCurrencyPair != null ? quotedCurrencyPair.hashCode() : 0);
_result = 31 * _result + (informationSource != null ? informationSource.hashCode() : 0);
_result = 31 * _result + (settlementRateOption != null ? settlementRateOption.hashCode() : 0);
_result = 31 * _result + (referenceBanks != null ? referenceBanks.hashCode() : 0);
_result = 31 * _result + (dealerOrCCP != null ? dealerOrCCP.hashCode() : 0);
return _result;
}
@Override
public String toString() {
return "ValuationSourceBuilder {" +
"quotedCurrencyPair=" + this.quotedCurrencyPair + ", " +
"informationSource=" + this.informationSource + ", " +
"settlementRateOption=" + this.settlementRateOption + ", " +
"referenceBanks=" + this.referenceBanks + ", " +
"dealerOrCCP=" + this.dealerOrCCP +
'}';
}
}
}
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