cdm.event.common.functions.Create_AssetTransfer Maven / Gradle / Ivy
package cdm.event.common.functions;
import cdm.base.math.ArithmeticOperationEnum;
import cdm.base.math.FinancialUnitEnum;
import cdm.base.math.NonNegativeQuantity;
import cdm.base.math.NonNegativeQuantitySchedule;
import cdm.base.math.Quantity;
import cdm.base.math.QuantitySchedule;
import cdm.base.math.UnitType;
import cdm.base.math.functions.FilterQuantityByFinancialUnit;
import cdm.base.math.metafields.FieldWithMetaNonNegativeQuantitySchedule;
import cdm.base.staticdata.asset.common.Asset;
import cdm.base.staticdata.asset.common.AssetIdentifier;
import cdm.base.staticdata.asset.common.util.AssetDeepPathUtil;
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.CalculateTransferInstruction;
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.PriceQuantity;
import cdm.observable.asset.PriceSchedule;
import cdm.observable.asset.PriceTypeEnum;
import cdm.observable.asset.functions.FilterPrice;
import cdm.observable.asset.metafields.FieldWithMetaPriceSchedule;
import cdm.product.template.AssetPayout;
import cdm.product.template.EconomicTerms;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.Payout;
import cdm.product.template.TradeLot;
import cdm.product.template.metafields.ReferenceWithMetaAssetPayout;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.expression.ComparisonResult;
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 com.rosetta.model.lib.records.Date;
import java.math.BigDecimal;
import java.util.Collections;
import java.util.Optional;
import javax.inject.Inject;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
@ImplementedBy(Create_AssetTransfer.Create_AssetTransferDefault.class)
public abstract class Create_AssetTransfer implements RosettaFunction {
@Inject protected ConditionValidator conditionValidator;
@Inject protected ModelObjectValidator objectValidator;
// RosettaFunction dependencies
//
@Inject protected AssetDeepPathUtil assetDeepPathUtil;
@Inject protected ExtractCounterpartyByRole extractCounterpartyByRole;
@Inject protected FilterPrice filterPrice;
@Inject protected FilterQuantityByFinancialUnit filterQuantityByFinancialUnit;
/**
* @param instruction
* @return transfer
*/
public Transfer evaluate(CalculateTransferInstruction instruction) {
// pre-conditions
conditionValidator.validate(() -> {
if (exists(MapperS.of(instruction).map("getQuantity", calculateTransferInstruction -> calculateTransferInstruction.getQuantity())).getOrDefault(false)) {
return areEqual(MapperS.of(instruction).map("getQuantity", calculateTransferInstruction -> calculateTransferInstruction.getQuantity()).map("getUnit", quantity -> quantity.getUnit()).map("getFinancialUnit", unitType -> unitType.getFinancialUnit()), MapperS.of(FinancialUnitEnum.SHARE), CardinalityOperator.All);
}
return ComparisonResult.successEmptyOperand("");
},
"");
Transfer.TransferBuilder transferBuilder = doEvaluate(instruction);
final Transfer transfer;
if (transferBuilder == null) {
transfer = null;
} else {
transfer = transferBuilder.build();
objectValidator.validate(Transfer.class, transfer);
}
return transfer;
}
protected abstract Transfer.TransferBuilder doEvaluate(CalculateTransferInstruction instruction);
protected abstract MapperS extends AssetPayout> assetPayout(CalculateTransferInstruction instruction);
protected abstract MapperS extends QuantitySchedule> tradeQuantity(CalculateTransferInstruction instruction);
protected abstract MapperS extends Quantity> securityQuantity(CalculateTransferInstruction instruction);
protected abstract MapperS extends PriceSchedule> securityPrice(CalculateTransferInstruction instruction);
public static class Create_AssetTransferDefault extends Create_AssetTransfer {
@Override
protected Transfer.TransferBuilder doEvaluate(CalculateTransferInstruction instruction) {
Transfer.TransferBuilder transfer = Transfer.builder();
return assignOutput(transfer, instruction);
}
protected Transfer.TransferBuilder assignOutput(Transfer.TransferBuilder transfer, CalculateTransferInstruction instruction) {
transfer
.setQuantity(NonNegativeQuantity.builder()
.setValue(securityQuantity(instruction).map("getValue", quantity -> quantity.getValue()).get())
.setUnit(securityQuantity(instruction).map("getUnit", quantity -> quantity.getUnit()).get())
.build());
transfer
.getOrCreateAsset()
.getOrCreateInstrument()
.getOrCreateSecurity()
.addIdentifier(assetPayout(instruction).map("getUnderlier", _assetPayout -> _assetPayout.getUnderlier()).mapC("chooseIdentifier", asset -> assetDeepPathUtil.chooseIdentifier(asset)).getMulti());
final Party ifThenElseResult0;
if (exists(MapperS.of(instruction).map("getPayerReceiver", calculateTransferInstruction -> calculateTransferInstruction.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer())).getOrDefault(false)) {
ifThenElseResult0 = MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getCounterparty", trade -> trade.getCounterparty()).getMulti(), MapperS.of(instruction).map("getPayerReceiver", calculateTransferInstruction -> calculateTransferInstruction.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue()).get();
} else if (exists(assetPayout(instruction).map("getPayerReceiver", _assetPayout -> _assetPayout.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer())).getOrDefault(false)) {
ifThenElseResult0 = MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getCounterparty", trade -> trade.getCounterparty()).getMulti(), assetPayout(instruction).map("getPayerReceiver", _assetPayout -> _assetPayout.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue()).get();
} else {
ifThenElseResult0 = null;
}
transfer
.getOrCreatePayerReceiver()
.setPayerPartyReferenceValue(ifThenElseResult0);
final Party ifThenElseResult1;
if (exists(MapperS.of(instruction).map("getPayerReceiver", calculateTransferInstruction -> calculateTransferInstruction.getPayerReceiver()).map("getPayer", payerReceiver -> payerReceiver.getPayer())).getOrDefault(false)) {
ifThenElseResult1 = MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getCounterparty", trade -> trade.getCounterparty()).getMulti(), MapperS.of(instruction).map("getPayerReceiver", calculateTransferInstruction -> calculateTransferInstruction.getPayerReceiver()).map("getReceiver", payerReceiver -> payerReceiver.getReceiver()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue()).get();
} else if (exists(assetPayout(instruction).map("getPayerReceiver", _assetPayout -> _assetPayout.getPayerReceiver()).map("getReceiver", payerReceiver -> payerReceiver.getReceiver())).getOrDefault(false)) {
ifThenElseResult1 = MapperS.of(extractCounterpartyByRole.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getCounterparty", trade -> trade.getCounterparty()).getMulti(), assetPayout(instruction).map("getPayerReceiver", _assetPayout -> _assetPayout.getPayerReceiver()).map("getReceiver", payerReceiver -> payerReceiver.getReceiver()).get())).map("getPartyReference", counterparty -> counterparty.getPartyReference()).map("getValue", _f->_f.getValue()).get();
} else {
ifThenElseResult1 = null;
}
transfer
.getOrCreatePayerReceiver()
.setReceiverPartyReferenceValue(ifThenElseResult1);
transfer
.getOrCreateSettlementDate()
.setAdjustedDateValue(MapperS.of(instruction).map("getDate", calculateTransferInstruction -> calculateTransferInstruction.getDate()).get());
AssetPayout transferSettlementOriginAssetPayout = null;
if (exists(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).map("getProduct", trade -> trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).map("getPayout", economicTerms -> economicTerms.getPayout()).mapC("getAssetPayout", payout -> payout.getAssetPayout())).getOrDefault(false)) {
transferSettlementOriginAssetPayout = MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).map("getProduct", trade -> trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).map("getPayout", economicTerms -> economicTerms.getPayout()).mapC("getAssetPayout", payout -> payout.getAssetPayout()).get();
}
transfer
.getOrCreateSettlementOrigin()
.setAssetPayout(ReferenceWithMetaAssetPayout.builder()
.setGlobalReference(Optional.ofNullable(transferSettlementOriginAssetPayout)
.map(r -> r.getMeta())
.map(m -> m.getGlobalKey())
.orElse(null))
.setExternalReference(Optional.ofNullable(transferSettlementOriginAssetPayout)
.map(r -> r.getMeta())
.map(m -> m.getExternalKey())
.orElse(null))
.build()
);
return Optional.ofNullable(transfer)
.map(o -> o.prune())
.orElse(null);
}
@Override
protected MapperS extends AssetPayout> assetPayout(CalculateTransferInstruction instruction) {
return MapperS.of(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).map("getProduct", trade -> trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).map("getPayout", economicTerms -> economicTerms.getPayout()).mapC("getAssetPayout", payout -> payout.getAssetPayout()).get());
}
@Override
protected MapperS extends QuantitySchedule> tradeQuantity(CalculateTransferInstruction instruction) {
return MapperS.of(MapperC.of(filterQuantityByFinancialUnit.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getTradeLot", trade -> trade.getTradeLot()).mapC("getPriceQuantity", tradeLot -> tradeLot.getPriceQuantity()).mapC("getQuantity", priceQuantity -> priceQuantity.getQuantity()).map("getValue", _f->_f.getValue()).getMulti(), FinancialUnitEnum.SHARE)).get());
}
@Override
protected MapperS extends Quantity> securityQuantity(CalculateTransferInstruction instruction) {
if (exists(MapperS.of(instruction).map("getQuantity", calculateTransferInstruction -> calculateTransferInstruction.getQuantity())).getOrDefault(false)) {
return MapperS.of(instruction).map("getQuantity", calculateTransferInstruction -> calculateTransferInstruction.getQuantity());
}
return MapperS.of(NonNegativeQuantity.builder()
.setValue(tradeQuantity(instruction).map("getValue", quantitySchedule -> quantitySchedule.getValue()).get())
.setUnit(tradeQuantity(instruction).map("getUnit", quantitySchedule -> quantitySchedule.getUnit()).get())
.build());
}
@Override
protected MapperS extends PriceSchedule> securityPrice(CalculateTransferInstruction instruction) {
return MapperS.of(filterPrice.evaluate(MapperS.of(instruction).map("getTradeState", calculateTransferInstruction -> calculateTransferInstruction.getTradeState()).map("getTrade", tradeState -> tradeState.getTrade()).mapC("getTradeLot", trade -> trade.getTradeLot()).mapC("getPriceQuantity", tradeLot -> tradeLot.getPriceQuantity()).mapC("getPrice", priceQuantity -> priceQuantity.getPrice()).map("getValue", _f->_f.getValue()).getMulti(), PriceTypeEnum.ASSET_PRICE, Collections.emptyList(), null));
}
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy