cdm.product.asset.StubFloatingRate Maven / Gradle / Ivy
package cdm.product.asset;
import cdm.base.datetime.Period;
import cdm.base.math.Schedule;
import cdm.base.staticdata.asset.rates.FloatingRateIndexEnum;
import cdm.product.asset.RateTreatmentEnum;
import cdm.product.asset.SpreadSchedule;
import cdm.product.asset.StubFloatingRate;
import cdm.product.asset.StubFloatingRate.StubFloatingRateBuilder;
import cdm.product.asset.StubFloatingRate.StubFloatingRateBuilderImpl;
import cdm.product.asset.StubFloatingRate.StubFloatingRateImpl;
import cdm.product.asset.meta.StubFloatingRateMeta;
import cdm.product.template.StrikeSchedule;
import com.google.common.collect.ImmutableList;
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 com.rosetta.util.ListEquals;
import java.util.ArrayList;
import java.util.List;
import java.util.Objects;
import java.util.stream.Collectors;
import static java.util.Optional.ofNullable;
/**
* A class defining a floating rate.
* @version 6.0.0-dev.72
*/
@RosettaDataType(value="StubFloatingRate", builder=StubFloatingRate.StubFloatingRateBuilderImpl.class, version="6.0.0-dev.72")
public interface StubFloatingRate extends RosettaModelObject {
StubFloatingRateMeta metaData = new StubFloatingRateMeta();
/*********************** Getter Methods ***********************/
/**
* The floating rate index.
*/
FloatingRateIndexEnum getFloatingRateIndex();
/**
* The ISDA Designated Maturity, i.e. the tenor of the floating rate.
*/
Period getIndexTenor();
/**
* A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
*/
Schedule getFloatingRateMultiplierSchedule();
/**
* The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
*/
List getSpreadSchedule();
/**
* The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
*/
RateTreatmentEnum getRateTreatment();
/**
* The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
*/
List getCapRateSchedule();
/**
* The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
*/
List getFloorRateSchedule();
/*********************** Build Methods ***********************/
StubFloatingRate build();
StubFloatingRate.StubFloatingRateBuilder toBuilder();
static StubFloatingRate.StubFloatingRateBuilder builder() {
return new StubFloatingRate.StubFloatingRateBuilderImpl();
}
/*********************** Utility Methods ***********************/
@Override
default RosettaMetaData metaData() {
return metaData;
}
@Override
default Class getType() {
return StubFloatingRate.class;
}
@Override
default void process(RosettaPath path, Processor processor) {
processor.processBasic(path.newSubPath("floatingRateIndex"), FloatingRateIndexEnum.class, getFloatingRateIndex(), this);
processRosetta(path.newSubPath("indexTenor"), processor, Period.class, getIndexTenor());
processRosetta(path.newSubPath("floatingRateMultiplierSchedule"), processor, Schedule.class, getFloatingRateMultiplierSchedule());
processRosetta(path.newSubPath("spreadSchedule"), processor, SpreadSchedule.class, getSpreadSchedule());
processor.processBasic(path.newSubPath("rateTreatment"), RateTreatmentEnum.class, getRateTreatment(), this);
processRosetta(path.newSubPath("capRateSchedule"), processor, StrikeSchedule.class, getCapRateSchedule());
processRosetta(path.newSubPath("floorRateSchedule"), processor, StrikeSchedule.class, getFloorRateSchedule());
}
/*********************** Builder Interface ***********************/
interface StubFloatingRateBuilder extends StubFloatingRate, RosettaModelObjectBuilder {
Period.PeriodBuilder getOrCreateIndexTenor();
Period.PeriodBuilder getIndexTenor();
Schedule.ScheduleBuilder getOrCreateFloatingRateMultiplierSchedule();
Schedule.ScheduleBuilder getFloatingRateMultiplierSchedule();
SpreadSchedule.SpreadScheduleBuilder getOrCreateSpreadSchedule(int _index);
List getSpreadSchedule();
StrikeSchedule.StrikeScheduleBuilder getOrCreateCapRateSchedule(int _index);
List getCapRateSchedule();
StrikeSchedule.StrikeScheduleBuilder getOrCreateFloorRateSchedule(int _index);
List getFloorRateSchedule();
StubFloatingRate.StubFloatingRateBuilder setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex);
StubFloatingRate.StubFloatingRateBuilder setIndexTenor(Period indexTenor);
StubFloatingRate.StubFloatingRateBuilder setFloatingRateMultiplierSchedule(Schedule floatingRateMultiplierSchedule);
StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule0);
StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule1, int _idx);
StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(List spreadSchedule2);
StubFloatingRate.StubFloatingRateBuilder setSpreadSchedule(List spreadSchedule3);
StubFloatingRate.StubFloatingRateBuilder setRateTreatment(RateTreatmentEnum rateTreatment);
StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule0);
StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule1, int _idx);
StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(List capRateSchedule2);
StubFloatingRate.StubFloatingRateBuilder setCapRateSchedule(List capRateSchedule3);
StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule0);
StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule1, int _idx);
StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(List floorRateSchedule2);
StubFloatingRate.StubFloatingRateBuilder setFloorRateSchedule(List floorRateSchedule3);
@Override
default void process(RosettaPath path, BuilderProcessor processor) {
processor.processBasic(path.newSubPath("floatingRateIndex"), FloatingRateIndexEnum.class, getFloatingRateIndex(), this);
processRosetta(path.newSubPath("indexTenor"), processor, Period.PeriodBuilder.class, getIndexTenor());
processRosetta(path.newSubPath("floatingRateMultiplierSchedule"), processor, Schedule.ScheduleBuilder.class, getFloatingRateMultiplierSchedule());
processRosetta(path.newSubPath("spreadSchedule"), processor, SpreadSchedule.SpreadScheduleBuilder.class, getSpreadSchedule());
processor.processBasic(path.newSubPath("rateTreatment"), RateTreatmentEnum.class, getRateTreatment(), this);
processRosetta(path.newSubPath("capRateSchedule"), processor, StrikeSchedule.StrikeScheduleBuilder.class, getCapRateSchedule());
processRosetta(path.newSubPath("floorRateSchedule"), processor, StrikeSchedule.StrikeScheduleBuilder.class, getFloorRateSchedule());
}
StubFloatingRate.StubFloatingRateBuilder prune();
}
/*********************** Immutable Implementation of StubFloatingRate ***********************/
class StubFloatingRateImpl implements StubFloatingRate {
private final FloatingRateIndexEnum floatingRateIndex;
private final Period indexTenor;
private final Schedule floatingRateMultiplierSchedule;
private final List spreadSchedule;
private final RateTreatmentEnum rateTreatment;
private final List capRateSchedule;
private final List floorRateSchedule;
protected StubFloatingRateImpl(StubFloatingRate.StubFloatingRateBuilder builder) {
this.floatingRateIndex = builder.getFloatingRateIndex();
this.indexTenor = ofNullable(builder.getIndexTenor()).map(f->f.build()).orElse(null);
this.floatingRateMultiplierSchedule = ofNullable(builder.getFloatingRateMultiplierSchedule()).map(f->f.build()).orElse(null);
this.spreadSchedule = ofNullable(builder.getSpreadSchedule()).filter(_l->!_l.isEmpty()).map(list -> list.stream().filter(Objects::nonNull).map(f->f.build()).filter(Objects::nonNull).collect(ImmutableList.toImmutableList())).orElse(null);
this.rateTreatment = builder.getRateTreatment();
this.capRateSchedule = ofNullable(builder.getCapRateSchedule()).filter(_l->!_l.isEmpty()).map(list -> list.stream().filter(Objects::nonNull).map(f->f.build()).filter(Objects::nonNull).collect(ImmutableList.toImmutableList())).orElse(null);
this.floorRateSchedule = ofNullable(builder.getFloorRateSchedule()).filter(_l->!_l.isEmpty()).map(list -> list.stream().filter(Objects::nonNull).map(f->f.build()).filter(Objects::nonNull).collect(ImmutableList.toImmutableList())).orElse(null);
}
@Override
@RosettaAttribute("floatingRateIndex")
public FloatingRateIndexEnum getFloatingRateIndex() {
return floatingRateIndex;
}
@Override
@RosettaAttribute("indexTenor")
public Period getIndexTenor() {
return indexTenor;
}
@Override
@RosettaAttribute("floatingRateMultiplierSchedule")
public Schedule getFloatingRateMultiplierSchedule() {
return floatingRateMultiplierSchedule;
}
@Override
@RosettaAttribute("spreadSchedule")
public List getSpreadSchedule() {
return spreadSchedule;
}
@Override
@RosettaAttribute("rateTreatment")
public RateTreatmentEnum getRateTreatment() {
return rateTreatment;
}
@Override
@RosettaAttribute("capRateSchedule")
public List getCapRateSchedule() {
return capRateSchedule;
}
@Override
@RosettaAttribute("floorRateSchedule")
public List getFloorRateSchedule() {
return floorRateSchedule;
}
@Override
public StubFloatingRate build() {
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder toBuilder() {
StubFloatingRate.StubFloatingRateBuilder builder = builder();
setBuilderFields(builder);
return builder;
}
protected void setBuilderFields(StubFloatingRate.StubFloatingRateBuilder builder) {
ofNullable(getFloatingRateIndex()).ifPresent(builder::setFloatingRateIndex);
ofNullable(getIndexTenor()).ifPresent(builder::setIndexTenor);
ofNullable(getFloatingRateMultiplierSchedule()).ifPresent(builder::setFloatingRateMultiplierSchedule);
ofNullable(getSpreadSchedule()).ifPresent(builder::setSpreadSchedule);
ofNullable(getRateTreatment()).ifPresent(builder::setRateTreatment);
ofNullable(getCapRateSchedule()).ifPresent(builder::setCapRateSchedule);
ofNullable(getFloorRateSchedule()).ifPresent(builder::setFloorRateSchedule);
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || !(o instanceof RosettaModelObject) || !getType().equals(((RosettaModelObject)o).getType())) return false;
StubFloatingRate _that = getType().cast(o);
if (!Objects.equals(floatingRateIndex, _that.getFloatingRateIndex())) return false;
if (!Objects.equals(indexTenor, _that.getIndexTenor())) return false;
if (!Objects.equals(floatingRateMultiplierSchedule, _that.getFloatingRateMultiplierSchedule())) return false;
if (!ListEquals.listEquals(spreadSchedule, _that.getSpreadSchedule())) return false;
if (!Objects.equals(rateTreatment, _that.getRateTreatment())) return false;
if (!ListEquals.listEquals(capRateSchedule, _that.getCapRateSchedule())) return false;
if (!ListEquals.listEquals(floorRateSchedule, _that.getFloorRateSchedule())) return false;
return true;
}
@Override
public int hashCode() {
int _result = 0;
_result = 31 * _result + (floatingRateIndex != null ? floatingRateIndex.getClass().getName().hashCode() : 0);
_result = 31 * _result + (indexTenor != null ? indexTenor.hashCode() : 0);
_result = 31 * _result + (floatingRateMultiplierSchedule != null ? floatingRateMultiplierSchedule.hashCode() : 0);
_result = 31 * _result + (spreadSchedule != null ? spreadSchedule.hashCode() : 0);
_result = 31 * _result + (rateTreatment != null ? rateTreatment.getClass().getName().hashCode() : 0);
_result = 31 * _result + (capRateSchedule != null ? capRateSchedule.hashCode() : 0);
_result = 31 * _result + (floorRateSchedule != null ? floorRateSchedule.hashCode() : 0);
return _result;
}
@Override
public String toString() {
return "StubFloatingRate {" +
"floatingRateIndex=" + this.floatingRateIndex + ", " +
"indexTenor=" + this.indexTenor + ", " +
"floatingRateMultiplierSchedule=" + this.floatingRateMultiplierSchedule + ", " +
"spreadSchedule=" + this.spreadSchedule + ", " +
"rateTreatment=" + this.rateTreatment + ", " +
"capRateSchedule=" + this.capRateSchedule + ", " +
"floorRateSchedule=" + this.floorRateSchedule +
'}';
}
}
/*********************** Builder Implementation of StubFloatingRate ***********************/
class StubFloatingRateBuilderImpl implements StubFloatingRate.StubFloatingRateBuilder {
protected FloatingRateIndexEnum floatingRateIndex;
protected Period.PeriodBuilder indexTenor;
protected Schedule.ScheduleBuilder floatingRateMultiplierSchedule;
protected List spreadSchedule = new ArrayList<>();
protected RateTreatmentEnum rateTreatment;
protected List capRateSchedule = new ArrayList<>();
protected List floorRateSchedule = new ArrayList<>();
public StubFloatingRateBuilderImpl() {
}
@Override
@RosettaAttribute("floatingRateIndex")
public FloatingRateIndexEnum getFloatingRateIndex() {
return floatingRateIndex;
}
@Override
@RosettaAttribute("indexTenor")
public Period.PeriodBuilder getIndexTenor() {
return indexTenor;
}
@Override
public Period.PeriodBuilder getOrCreateIndexTenor() {
Period.PeriodBuilder result;
if (indexTenor!=null) {
result = indexTenor;
}
else {
result = indexTenor = Period.builder();
}
return result;
}
@Override
@RosettaAttribute("floatingRateMultiplierSchedule")
public Schedule.ScheduleBuilder getFloatingRateMultiplierSchedule() {
return floatingRateMultiplierSchedule;
}
@Override
public Schedule.ScheduleBuilder getOrCreateFloatingRateMultiplierSchedule() {
Schedule.ScheduleBuilder result;
if (floatingRateMultiplierSchedule!=null) {
result = floatingRateMultiplierSchedule;
}
else {
result = floatingRateMultiplierSchedule = Schedule.builder();
}
return result;
}
@Override
@RosettaAttribute("spreadSchedule")
public List getSpreadSchedule() {
return spreadSchedule;
}
public SpreadSchedule.SpreadScheduleBuilder getOrCreateSpreadSchedule(int _index) {
if (spreadSchedule==null) {
this.spreadSchedule = new ArrayList<>();
}
SpreadSchedule.SpreadScheduleBuilder result;
return getIndex(spreadSchedule, _index, () -> {
SpreadSchedule.SpreadScheduleBuilder newSpreadSchedule = SpreadSchedule.builder();
return newSpreadSchedule;
});
}
@Override
@RosettaAttribute("rateTreatment")
public RateTreatmentEnum getRateTreatment() {
return rateTreatment;
}
@Override
@RosettaAttribute("capRateSchedule")
public List getCapRateSchedule() {
return capRateSchedule;
}
public StrikeSchedule.StrikeScheduleBuilder getOrCreateCapRateSchedule(int _index) {
if (capRateSchedule==null) {
this.capRateSchedule = new ArrayList<>();
}
StrikeSchedule.StrikeScheduleBuilder result;
return getIndex(capRateSchedule, _index, () -> {
StrikeSchedule.StrikeScheduleBuilder newCapRateSchedule = StrikeSchedule.builder();
return newCapRateSchedule;
});
}
@Override
@RosettaAttribute("floorRateSchedule")
public List getFloorRateSchedule() {
return floorRateSchedule;
}
public StrikeSchedule.StrikeScheduleBuilder getOrCreateFloorRateSchedule(int _index) {
if (floorRateSchedule==null) {
this.floorRateSchedule = new ArrayList<>();
}
StrikeSchedule.StrikeScheduleBuilder result;
return getIndex(floorRateSchedule, _index, () -> {
StrikeSchedule.StrikeScheduleBuilder newFloorRateSchedule = StrikeSchedule.builder();
return newFloorRateSchedule;
});
}
@Override
@RosettaAttribute("floatingRateIndex")
public StubFloatingRate.StubFloatingRateBuilder setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex) {
this.floatingRateIndex = floatingRateIndex==null?null:floatingRateIndex;
return this;
}
@Override
@RosettaAttribute("indexTenor")
public StubFloatingRate.StubFloatingRateBuilder setIndexTenor(Period indexTenor) {
this.indexTenor = indexTenor==null?null:indexTenor.toBuilder();
return this;
}
@Override
@RosettaAttribute("floatingRateMultiplierSchedule")
public StubFloatingRate.StubFloatingRateBuilder setFloatingRateMultiplierSchedule(Schedule floatingRateMultiplierSchedule) {
this.floatingRateMultiplierSchedule = floatingRateMultiplierSchedule==null?null:floatingRateMultiplierSchedule.toBuilder();
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule) {
if (spreadSchedule!=null) this.spreadSchedule.add(spreadSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule, int _idx) {
getIndex(this.spreadSchedule, _idx, () -> spreadSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(List spreadSchedules) {
if (spreadSchedules != null) {
for (SpreadSchedule toAdd : spreadSchedules) {
this.spreadSchedule.add(toAdd.toBuilder());
}
}
return this;
}
@Override
@RosettaAttribute("spreadSchedule")
public StubFloatingRate.StubFloatingRateBuilder setSpreadSchedule(List spreadSchedules) {
if (spreadSchedules == null) {
this.spreadSchedule = new ArrayList<>();
}
else {
this.spreadSchedule = spreadSchedules.stream()
.map(_a->_a.toBuilder())
.collect(Collectors.toCollection(()->new ArrayList<>()));
}
return this;
}
@Override
@RosettaAttribute("rateTreatment")
public StubFloatingRate.StubFloatingRateBuilder setRateTreatment(RateTreatmentEnum rateTreatment) {
this.rateTreatment = rateTreatment==null?null:rateTreatment;
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule) {
if (capRateSchedule!=null) this.capRateSchedule.add(capRateSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule, int _idx) {
getIndex(this.capRateSchedule, _idx, () -> capRateSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(List capRateSchedules) {
if (capRateSchedules != null) {
for (StrikeSchedule toAdd : capRateSchedules) {
this.capRateSchedule.add(toAdd.toBuilder());
}
}
return this;
}
@Override
@RosettaAttribute("capRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder setCapRateSchedule(List capRateSchedules) {
if (capRateSchedules == null) {
this.capRateSchedule = new ArrayList<>();
}
else {
this.capRateSchedule = capRateSchedules.stream()
.map(_a->_a.toBuilder())
.collect(Collectors.toCollection(()->new ArrayList<>()));
}
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule) {
if (floorRateSchedule!=null) this.floorRateSchedule.add(floorRateSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule, int _idx) {
getIndex(this.floorRateSchedule, _idx, () -> floorRateSchedule.toBuilder());
return this;
}
@Override
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(List floorRateSchedules) {
if (floorRateSchedules != null) {
for (StrikeSchedule toAdd : floorRateSchedules) {
this.floorRateSchedule.add(toAdd.toBuilder());
}
}
return this;
}
@Override
@RosettaAttribute("floorRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder setFloorRateSchedule(List floorRateSchedules) {
if (floorRateSchedules == null) {
this.floorRateSchedule = new ArrayList<>();
}
else {
this.floorRateSchedule = floorRateSchedules.stream()
.map(_a->_a.toBuilder())
.collect(Collectors.toCollection(()->new ArrayList<>()));
}
return this;
}
@Override
public StubFloatingRate build() {
return new StubFloatingRate.StubFloatingRateImpl(this);
}
@Override
public StubFloatingRate.StubFloatingRateBuilder toBuilder() {
return this;
}
@SuppressWarnings("unchecked")
@Override
public StubFloatingRate.StubFloatingRateBuilder prune() {
if (indexTenor!=null && !indexTenor.prune().hasData()) indexTenor = null;
if (floatingRateMultiplierSchedule!=null && !floatingRateMultiplierSchedule.prune().hasData()) floatingRateMultiplierSchedule = null;
spreadSchedule = spreadSchedule.stream().filter(b->b!=null).map(b->b.prune()).filter(b->b.hasData()).collect(Collectors.toList());
capRateSchedule = capRateSchedule.stream().filter(b->b!=null).map(b->b.prune()).filter(b->b.hasData()).collect(Collectors.toList());
floorRateSchedule = floorRateSchedule.stream().filter(b->b!=null).map(b->b.prune()).filter(b->b.hasData()).collect(Collectors.toList());
return this;
}
@Override
public boolean hasData() {
if (getFloatingRateIndex()!=null) return true;
if (getIndexTenor()!=null && getIndexTenor().hasData()) return true;
if (getFloatingRateMultiplierSchedule()!=null && getFloatingRateMultiplierSchedule().hasData()) return true;
if (getSpreadSchedule()!=null && getSpreadSchedule().stream().filter(Objects::nonNull).anyMatch(a->a.hasData())) return true;
if (getRateTreatment()!=null) return true;
if (getCapRateSchedule()!=null && getCapRateSchedule().stream().filter(Objects::nonNull).anyMatch(a->a.hasData())) return true;
if (getFloorRateSchedule()!=null && getFloorRateSchedule().stream().filter(Objects::nonNull).anyMatch(a->a.hasData())) return true;
return false;
}
@SuppressWarnings("unchecked")
@Override
public StubFloatingRate.StubFloatingRateBuilder merge(RosettaModelObjectBuilder other, BuilderMerger merger) {
StubFloatingRate.StubFloatingRateBuilder o = (StubFloatingRate.StubFloatingRateBuilder) other;
merger.mergeRosetta(getIndexTenor(), o.getIndexTenor(), this::setIndexTenor);
merger.mergeRosetta(getFloatingRateMultiplierSchedule(), o.getFloatingRateMultiplierSchedule(), this::setFloatingRateMultiplierSchedule);
merger.mergeRosetta(getSpreadSchedule(), o.getSpreadSchedule(), this::getOrCreateSpreadSchedule);
merger.mergeRosetta(getCapRateSchedule(), o.getCapRateSchedule(), this::getOrCreateCapRateSchedule);
merger.mergeRosetta(getFloorRateSchedule(), o.getFloorRateSchedule(), this::getOrCreateFloorRateSchedule);
merger.mergeBasic(getFloatingRateIndex(), o.getFloatingRateIndex(), this::setFloatingRateIndex);
merger.mergeBasic(getRateTreatment(), o.getRateTreatment(), this::setRateTreatment);
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;
StubFloatingRate _that = getType().cast(o);
if (!Objects.equals(floatingRateIndex, _that.getFloatingRateIndex())) return false;
if (!Objects.equals(indexTenor, _that.getIndexTenor())) return false;
if (!Objects.equals(floatingRateMultiplierSchedule, _that.getFloatingRateMultiplierSchedule())) return false;
if (!ListEquals.listEquals(spreadSchedule, _that.getSpreadSchedule())) return false;
if (!Objects.equals(rateTreatment, _that.getRateTreatment())) return false;
if (!ListEquals.listEquals(capRateSchedule, _that.getCapRateSchedule())) return false;
if (!ListEquals.listEquals(floorRateSchedule, _that.getFloorRateSchedule())) return false;
return true;
}
@Override
public int hashCode() {
int _result = 0;
_result = 31 * _result + (floatingRateIndex != null ? floatingRateIndex.getClass().getName().hashCode() : 0);
_result = 31 * _result + (indexTenor != null ? indexTenor.hashCode() : 0);
_result = 31 * _result + (floatingRateMultiplierSchedule != null ? floatingRateMultiplierSchedule.hashCode() : 0);
_result = 31 * _result + (spreadSchedule != null ? spreadSchedule.hashCode() : 0);
_result = 31 * _result + (rateTreatment != null ? rateTreatment.getClass().getName().hashCode() : 0);
_result = 31 * _result + (capRateSchedule != null ? capRateSchedule.hashCode() : 0);
_result = 31 * _result + (floorRateSchedule != null ? floorRateSchedule.hashCode() : 0);
return _result;
}
@Override
public String toString() {
return "StubFloatingRateBuilder {" +
"floatingRateIndex=" + this.floatingRateIndex + ", " +
"indexTenor=" + this.indexTenor + ", " +
"floatingRateMultiplierSchedule=" + this.floatingRateMultiplierSchedule + ", " +
"spreadSchedule=" + this.spreadSchedule + ", " +
"rateTreatment=" + this.rateTreatment + ", " +
"capRateSchedule=" + this.capRateSchedule + ", " +
"floorRateSchedule=" + this.floorRateSchedule +
'}';
}
}
}
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