cdm.product.asset.validation.datarule.InterestRatePayoutCashSettlementTerms Maven / Gradle / Ivy

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There is a newer version: 6.0.0-dev.89
package cdm.product.asset.validation.datarule;

import cdm.base.math.NonNegativeQuantitySchedule;
import cdm.base.math.UnitType;
import cdm.base.math.metafields.ReferenceWithMetaNonNegativeQuantitySchedule;
import cdm.observable.asset.FxSpotRateSource;
import cdm.observable.asset.ValuationMethod;
import cdm.product.asset.InterestRatePayout;
import cdm.product.common.schedule.FxLinkedNotionalSchedule;
import cdm.product.common.settlement.CashSettlementTerms;
import cdm.product.common.settlement.QuantityMultiplier;
import cdm.product.common.settlement.ResolvablePriceQuantity;
import cdm.product.common.settlement.SettlementTerms;
import cdm.product.common.settlement.ValuationDate;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.annotations.RosettaDataRule;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.expression.ComparisonResult;
import com.rosetta.model.lib.mapper.MapperS;
import com.rosetta.model.lib.path.RosettaPath;
import com.rosetta.model.lib.validation.ValidationResult;
import com.rosetta.model.lib.validation.ValidationResult.ValidationType;
import com.rosetta.model.lib.validation.Validator;
import com.rosetta.model.metafields.FieldWithMetaString;

import static com.rosetta.model.lib.expression.ExpressionOperators.*;

/**
 * @version 6.0.0-dev.63
 */
@RosettaDataRule("InterestRatePayoutCashSettlementTerms")
@ImplementedBy(InterestRatePayoutCashSettlementTerms.Default.class)
public interface InterestRatePayoutCashSettlementTerms extends Validator {
	
	String NAME = "InterestRatePayoutCashSettlementTerms";
	String DEFINITION = "if settlementTerms -> settlementCurrency exists and (settlementTerms -> settlementCurrency <> priceQuantity -> quantitySchedule -> unit -> currency or settlementTerms -> settlementCurrency <> priceQuantity -> quantityMultiplier -> fxLinkedNotionalSchedule -> varyingNotionalCurrency) then (settlementTerms -> cashSettlementTerms -> valuationMethod exists and settlementTerms -> cashSettlementTerms -> valuationDate exists) or priceQuantity -> quantityMultiplier -> fxLinkedNotionalSchedule -> fxSpotRateSource exists";
	
	ValidationResult validate(RosettaPath path, InterestRatePayout interestRatePayout);
	
	class Default implements InterestRatePayoutCashSettlementTerms {
	
		@Override
		public ValidationResult validate(RosettaPath path, InterestRatePayout interestRatePayout) {
			ComparisonResult result = executeDataRule(interestRatePayout);
			if (result.get()) {
				return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "InterestRatePayout", path, DEFINITION);
			}
			
			String failureMessage = result.getError();
			if (failureMessage == null || failureMessage.contains("Null") || failureMessage == "") {
				failureMessage = "Condition has failed.";
			}
			return ValidationResult.failure(NAME, ValidationType.DATA_RULE, "InterestRatePayout", path, DEFINITION, failureMessage);
		}
		
		private ComparisonResult executeDataRule(InterestRatePayout interestRatePayout) {
			try {
				if (exists(MapperS.of(interestRatePayout).map("getSettlementTerms", _interestRatePayout -> _interestRatePayout.getSettlementTerms()).map("getSettlementCurrency", settlementTerms -> settlementTerms.getSettlementCurrency()).map("getValue", _f->_f.getValue())).and(notEqual(MapperS.of(interestRatePayout).map("getSettlementTerms", _interestRatePayout -> _interestRatePayout.getSettlementTerms()).map("getSettlementCurrency", settlementTerms -> settlementTerms.getSettlementCurrency()).map("getValue", _f->_f.getValue()), MapperS.of(interestRatePayout).map("getPriceQuantity", _interestRatePayout -> _interestRatePayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("getValue", _f->_f.getValue()).map("getUnit", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getUnit()).map("getCurrency", unitType -> unitType.getCurrency()).map("getValue", _f->_f.getValue()), CardinalityOperator.Any).or(notEqual(MapperS.of(interestRatePayout).map("getSettlementTerms", _interestRatePayout -> _interestRatePayout.getSettlementTerms()).map("getSettlementCurrency", settlementTerms -> settlementTerms.getSettlementCurrency()).map("getValue", _f->_f.getValue()), MapperS.of(interestRatePayout).map("getPriceQuantity", _interestRatePayout -> _interestRatePayout.getPriceQuantity()).map("getQuantityMultiplier", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantityMultiplier()).map("getFxLinkedNotionalSchedule", quantityMultiplier -> quantityMultiplier.getFxLinkedNotionalSchedule()).map("getVaryingNotionalCurrency", fxLinkedNotionalSchedule -> fxLinkedNotionalSchedule.getVaryingNotionalCurrency()).map("getValue", _f->_f.getValue()), CardinalityOperator.Any))).getOrDefault(false)) {
					return exists(MapperS.of(interestRatePayout).map("getSettlementTerms", _interestRatePayout -> _interestRatePayout.getSettlementTerms()).mapC("getCashSettlementTerms", settlementTerms -> settlementTerms.getCashSettlementTerms()).map("getValuationMethod", cashSettlementTerms -> cashSettlementTerms.getValuationMethod())).and(exists(MapperS.of(interestRatePayout).map("getSettlementTerms", _interestRatePayout -> _interestRatePayout.getSettlementTerms()).mapC("getCashSettlementTerms", settlementTerms -> settlementTerms.getCashSettlementTerms()).map("getValuationDate", cashSettlementTerms -> cashSettlementTerms.getValuationDate()))).or(exists(MapperS.of(interestRatePayout).map("getPriceQuantity", _interestRatePayout -> _interestRatePayout.getPriceQuantity()).map("getQuantityMultiplier", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantityMultiplier()).map("getFxLinkedNotionalSchedule", quantityMultiplier -> quantityMultiplier.getFxLinkedNotionalSchedule()).map("getFxSpotRateSource", fxLinkedNotionalSchedule -> fxLinkedNotionalSchedule.getFxSpotRateSource())));
				}
				return ComparisonResult.successEmptyOperand("");
			}
			catch (Exception ex) {
				return ComparisonResult.failure(ex.getMessage());
			}
		}
	}
	
	@SuppressWarnings("unused")
	class NoOp implements InterestRatePayoutCashSettlementTerms {
	
		@Override
		public ValidationResult validate(RosettaPath path, InterestRatePayout interestRatePayout) {
			return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "InterestRatePayout", path, DEFINITION);
		}
	}
}