cdm.event.common.functions.Create_OnDemandRateChangePrimitiveInstruction Maven / Gradle / Ivy
package cdm.event.common.functions;
import cdm.base.datetime.AdjustableOrRelativeDate;
import cdm.event.common.PrimitiveInstruction;
import cdm.event.common.PrimitiveInstruction.PrimitiveInstructionBuilder;
import cdm.event.common.Trade;
import cdm.event.common.TradeState;
import cdm.product.common.settlement.PriceQuantity;
import cdm.product.template.ContractualProduct;
import cdm.product.template.Product;
import cdm.product.template.TradableProduct;
import cdm.product.template.TradeLot;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.functions.ConditionValidator;
import com.rosetta.model.lib.functions.ModelObjectValidator;
import com.rosetta.model.lib.functions.RosettaFunction;
import com.rosetta.model.lib.mapper.MapperC;
import com.rosetta.model.lib.mapper.MapperS;
import java.math.BigDecimal;
import java.util.Optional;
import javax.inject.Inject;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
@ImplementedBy(Create_OnDemandRateChangePrimitiveInstruction.Create_OnDemandRateChangePrimitiveInstructionDefault.class)
public abstract class Create_OnDemandRateChangePrimitiveInstruction implements RosettaFunction {
@Inject protected ConditionValidator conditionValidator;
@Inject protected ModelObjectValidator objectValidator;
// RosettaFunction dependencies
//
@Inject protected Create_OnDemandRateChangePriceChangeInstruction create_OnDemandRateChangePriceChangeInstruction;
@Inject protected Create_OnDemandRateChangeTermsChangeInstruction create_OnDemandRateChangeTermsChangeInstruction;
@Inject protected Create_TerminationInstruction create_TerminationInstruction;
/**
* @param tradeState The original trade to be modified with new rate.
* @param effectiveDate The date to close and open a new position.
* @param agreedRate The new rate agreed between the parties.
* @return instruction
*/
public PrimitiveInstruction evaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveDate, BigDecimal agreedRate) {
// pre-conditions
conditionValidator.validate(() -> exists(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).map("getProduct", tradableProduct -> tradableProduct.getProduct()).map("getContractualProduct", product -> product.getContractualProduct())),
"Only a contractual product can have a rate change.");
conditionValidator.validate(() -> areEqual(MapperS.of(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).mapC("getTradeLot", tradableProduct -> tradableProduct.getTradeLot()).resultCount()), MapperS.of(1), CardinalityOperator.All),
"Rate change only works for a trade with a single trade lot.");
PrimitiveInstruction.PrimitiveInstructionBuilder instructionBuilder = doEvaluate(tradeState, effectiveDate, agreedRate);
final PrimitiveInstruction instruction;
if (instructionBuilder == null) {
instruction = null;
} else {
instruction = instructionBuilder.build();
objectValidator.validate(PrimitiveInstruction.class, instruction);
}
return instruction;
}
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveDate, BigDecimal agreedRate);
public static class Create_OnDemandRateChangePrimitiveInstructionDefault extends Create_OnDemandRateChangePrimitiveInstruction {
@Override
protected PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveDate, BigDecimal agreedRate) {
PrimitiveInstruction.PrimitiveInstructionBuilder instruction = PrimitiveInstruction.builder();
return assignOutput(instruction, tradeState, effectiveDate, agreedRate);
}
protected PrimitiveInstruction.PrimitiveInstructionBuilder assignOutput(PrimitiveInstruction.PrimitiveInstructionBuilder instruction, TradeState tradeState, AdjustableOrRelativeDate effectiveDate, BigDecimal agreedRate) {
instruction
.getOrCreateSplit()
.setBreakdown(MapperC.of(MapperS.of(create_TerminationInstruction.evaluate(tradeState))).getMulti());
instruction
.getOrCreateSplit()
.addBreakdown(MapperC.of(MapperS.of(PrimitiveInstruction.builder()
.setQuantityChange(create_OnDemandRateChangePriceChangeInstruction.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()).getMulti(), agreedRate))
.setTermsChange(create_OnDemandRateChangeTermsChangeInstruction.evaluate(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getTradableProduct", trade -> trade.getTradableProduct()).map("getProduct", tradableProduct -> tradableProduct.getProduct()).map("getContractualProduct", product -> product.getContractualProduct()).get(), effectiveDate))
.build()
)).getMulti());
return Optional.ofNullable(instruction)
.map(o -> o.prune())
.orElse(null);
}
}
}
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