cdm.event.common.functions.Create_CancellationPrimitiveInstruction Maven / Gradle / Ivy

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package cdm.event.common.functions;

import cdm.base.datetime.AdjustableOrRelativeDate;
import cdm.base.math.QuantityChangeDirectionEnum;
import cdm.base.staticdata.identifier.Identifier;
import cdm.event.common.PrimitiveInstruction;
import cdm.event.common.PrimitiveInstruction.PrimitiveInstructionBuilder;
import cdm.event.common.QuantityChangeInstruction;
import cdm.event.common.Trade;
import cdm.event.common.TradeState;
import cdm.observable.asset.PriceQuantity;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.TradeLot;
import com.google.inject.ImplementedBy;
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.Collections;
import java.util.Optional;
import javax.inject.Inject;


@ImplementedBy(Create_CancellationPrimitiveInstruction.Create_CancellationPrimitiveInstructionDefault.class)
public abstract class Create_CancellationPrimitiveInstruction implements RosettaFunction {
	
	@Inject protected ModelObjectValidator objectValidator;
	
	// RosettaFunction dependencies
	//
	@Inject protected Create_CancellationTermChangeInstruction create_CancellationTermChangeInstruction;
	@Inject protected Create_TerminationInstruction create_TerminationInstruction;

	/**
	* @param tradeState The original trade to be rolled.
	* @param newRepurchasePrice The new repurchase price after the new termination date is set.
	* @param cancellationDate The new termination date.
	* @return instruction 
	*/
	public PrimitiveInstruction evaluate(TradeState tradeState, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate) {
		PrimitiveInstruction.PrimitiveInstructionBuilder instructionBuilder = doEvaluate(tradeState, newRepurchasePrice, cancellationDate);
		
		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, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate);

	public static class Create_CancellationPrimitiveInstructionDefault extends Create_CancellationPrimitiveInstruction {
		@Override
		protected PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate) {
			PrimitiveInstruction.PrimitiveInstructionBuilder instruction = PrimitiveInstruction.builder();
			return assignOutput(instruction, tradeState, newRepurchasePrice, cancellationDate);
		}
		
		protected PrimitiveInstruction.PrimitiveInstructionBuilder assignOutput(PrimitiveInstruction.PrimitiveInstructionBuilder instruction, TradeState tradeState, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate) {
			instruction
				.getOrCreateSplit()
				.setBreakdown(MapperC.of(MapperS.of(create_TerminationInstruction.evaluate(tradeState))).getMulti());
			
			instruction
				.getOrCreateSplit()
				.addBreakdown(MapperC.of(MapperS.of(PrimitiveInstruction.builder()
					.setQuantityChange(QuantityChangeInstruction.builder()
						.setChange(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).mapC("getTradeLot", trade -> trade.getTradeLot()).mapC("getPriceQuantity", tradeLot -> tradeLot.getPriceQuantity()).getMulti())
						.setDirection(QuantityChangeDirectionEnum.REPLACE)
						.setLotIdentifier(Collections.emptyList())
						.build())
					.setTermsChange(create_CancellationTermChangeInstruction.evaluate(MapperS.of(tradeState).map("getTrade", _tradeState -> _tradeState.getTrade()).map("getProduct", trade -> trade.getProduct()).get(), cancellationDate))
					.build())).getMulti());
			
			return Optional.ofNullable(instruction)
				.map(o -> o.prune())
				.orElse(null);
		}
	}
}