cdm.product.qualification.functions.Qualify_CreditDefaultSwaption Maven / Gradle / Ivy

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package cdm.product.qualification.functions;

import cdm.product.template.ContractualProduct;
import cdm.product.template.EconomicTerms;
import cdm.product.template.OptionPayout;
import cdm.product.template.Payout;
import cdm.product.template.Product;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.functions.IQualifyFunctionExtension;
import com.rosetta.model.lib.functions.RosettaFunction;
import com.rosetta.model.lib.mapper.MapperS;
import java.util.Arrays;
import javax.inject.Inject;

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

@ImplementedBy(Qualify_CreditDefaultSwaption.Qualify_CreditDefaultSwaptionDefault.class)
public abstract class Qualify_CreditDefaultSwaption implements RosettaFunction,IQualifyFunctionExtension {
	
	// RosettaFunction dependencies
	//
	@Inject protected Qualify_AssetClass_Credit qualify_AssetClass_Credit;

	/**
	* @param economicTerms 
	* @return is_product 
	*/
	@Override
	public Boolean evaluate(EconomicTerms economicTerms) {
		Boolean is_product = doEvaluate(economicTerms);
		
		return is_product;
	}

	protected abstract Boolean doEvaluate(EconomicTerms economicTerms);

	public static class Qualify_CreditDefaultSwaptionDefault extends Qualify_CreditDefaultSwaption {
		@Override
		protected Boolean doEvaluate(EconomicTerms economicTerms) {
			Boolean is_product = null;
			return assignOutput(is_product, economicTerms);
		}
		
		protected Boolean assignOutput(Boolean is_product, EconomicTerms economicTerms) {
			is_product = onlyExists(MapperS.of(economicTerms).map("getPayout", _economicTerms -> _economicTerms.getPayout()), Arrays.asList("interestRatePayout", "creditDefaultPayout", "optionPayout", "commodityPayout", "forwardPayout", "fixedPricePayout", "cashflow", "performancePayout", "assetPayout", "settlementPayout"), Arrays.asList("optionPayout")).and(areEqual(MapperS.of(qualify_AssetClass_Credit.evaluate(MapperS.of(MapperS.of(economicTerms).map("getPayout", _economicTerms -> _economicTerms.getPayout()).mapC("getOptionPayout", payout -> payout.getOptionPayout()).get()).map("getUnderlier", optionPayout -> optionPayout.getUnderlier()).map("getContractualProduct", product -> product.getContractualProduct()).map("getEconomicTerms", contractualProduct -> contractualProduct.getEconomicTerms()).get())), MapperS.of(true), CardinalityOperator.All)).get();
			
			return is_product;
		}
	}
		
		@Override
		public String getNamePrefix() {
			return "Qualify";
		}
}