cdm.event.common.functions.Qualify_Reprice Maven / Gradle / Ivy
package cdm.event.common.functions;
import cdm.base.datetime.AdjustableOrRelativeDate;
import cdm.event.common.BusinessEvent;
import cdm.event.common.Trade;
import cdm.event.common.TradeState;
import cdm.product.asset.InterestRatePayout;
import cdm.product.template.EconomicTerms;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.Payout;
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.MapperC;
import com.rosetta.model.lib.mapper.MapperS;
import java.math.BigDecimal;
import javax.inject.Inject;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
@ImplementedBy(Qualify_Reprice.Qualify_RepriceDefault.class)
public abstract class Qualify_Reprice implements RosettaFunction,IQualifyFunctionExtension {
// RosettaFunction dependencies
//
@Inject protected ExtractAfterTrade extractAfterTrade;
@Inject protected ExtractBeforeEconomicTerms extractBeforeEconomicTerms;
@Inject protected ExtractBeforeTrade extractBeforeTrade;
@Inject protected ExtractOpenEconomicTerms extractOpenEconomicTerms;
@Inject protected ExtractTradeCollateralPrice extractTradeCollateralPrice;
@Inject protected ExtractTradeCollateralQuantity extractTradeCollateralQuantity;
@Inject protected ExtractTradePurchasePrice extractTradePurchasePrice;
@Inject protected FilterClosedTradeStates filterClosedTradeStates;
@Inject protected FilterOpenTradeStates filterOpenTradeStates;
/**
* @param businessEvent
* @return is_event
*/
@Override
public Boolean evaluate(BusinessEvent businessEvent) {
Boolean is_event = doEvaluate(businessEvent);
return is_event;
}
protected abstract Boolean doEvaluate(BusinessEvent businessEvent);
protected abstract MapperC extends Trade> openTrades(BusinessEvent businessEvent);
protected abstract MapperC extends TradeState> closedTradeState(BusinessEvent businessEvent);
protected abstract MapperS extends Trade> beforeTrade(BusinessEvent businessEvent);
protected abstract MapperS extends Trade> afterTrade(BusinessEvent businessEvent);
protected abstract MapperC beforeTradePurchasePrice(BusinessEvent businessEvent);
protected abstract MapperC afterTradePurchasePrice(BusinessEvent businessEvent);
protected abstract MapperC beforeTradeCollateralQuantity(BusinessEvent businessEvent);
protected abstract MapperC afterTradeCollateralQuantity(BusinessEvent businessEvent);
protected abstract MapperC beforeTradeCollateralPrice(BusinessEvent businessEvent);
protected abstract MapperC afterTradeCollateralPrice(BusinessEvent businessEvent);
protected abstract MapperS extends EconomicTerms> beforeEconomicterms(BusinessEvent businessEvent);
protected abstract MapperS extends EconomicTerms> openEconomicTerms(BusinessEvent businessEvent);
public static class Qualify_RepriceDefault extends Qualify_Reprice {
@Override
protected Boolean doEvaluate(BusinessEvent businessEvent) {
Boolean is_event = null;
return assignOutput(is_event, businessEvent);
}
protected Boolean assignOutput(Boolean is_event, BusinessEvent businessEvent) {
is_event = exists(MapperS.of(businessEvent).mapC("getAfter", _businessEvent -> _businessEvent.getAfter()).map("getTrade", tradeState -> tradeState.getTrade()).map("getProduct", trade -> trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout())).and(areEqual(MapperS.of(openTrades(businessEvent).resultCount()), MapperS.of(1), CardinalityOperator.All)).and(areEqual(MapperS.of(closedTradeState(businessEvent).resultCount()), MapperS.of(1), CardinalityOperator.All)).and(exists(beforeTradePurchasePrice(businessEvent))).and(exists(afterTradePurchasePrice(businessEvent))).and(notEqual(afterTradePurchasePrice(businessEvent), beforeTradePurchasePrice(businessEvent), CardinalityOperator.Any)).and(areEqual(beforeTradeCollateralQuantity(businessEvent), afterTradeCollateralQuantity(businessEvent), CardinalityOperator.All)).and(notEqual(beforeTradeCollateralPrice(businessEvent), afterTradeCollateralPrice(businessEvent), CardinalityOperator.Any)).and(exists(beforeEconomicterms(businessEvent))).and(exists(openEconomicTerms(businessEvent))).and(areEqual(openEconomicTerms(businessEvent).map("getTerminationDate", economicTerms -> economicTerms.getTerminationDate()), beforeEconomicterms(businessEvent).map("getTerminationDate", economicTerms -> economicTerms.getTerminationDate()), CardinalityOperator.All)).get();
return is_event;
}
@Override
protected MapperC extends Trade> openTrades(BusinessEvent businessEvent) {
return MapperC.of(filterOpenTradeStates.evaluate(MapperS.of(businessEvent).mapC("getAfter", _businessEvent -> _businessEvent.getAfter()).getMulti())).map("getTrade", tradeState -> tradeState.getTrade());
}
@Override
protected MapperC extends TradeState> closedTradeState(BusinessEvent businessEvent) {
return MapperC.of(filterClosedTradeStates.evaluate(MapperS.of(businessEvent).mapC("getAfter", _businessEvent -> _businessEvent.getAfter()).getMulti()));
}
@Override
protected MapperS extends Trade> beforeTrade(BusinessEvent businessEvent) {
return MapperS.of(extractBeforeTrade.evaluate(businessEvent));
}
@Override
protected MapperS extends Trade> afterTrade(BusinessEvent businessEvent) {
return MapperS.of(extractAfterTrade.evaluate(businessEvent));
}
@Override
protected MapperC beforeTradePurchasePrice(BusinessEvent businessEvent) {
return MapperC.of(extractTradePurchasePrice.evaluate(beforeTrade(businessEvent).get()));
}
@Override
protected MapperC afterTradePurchasePrice(BusinessEvent businessEvent) {
return MapperC.of(extractTradePurchasePrice.evaluate(afterTrade(businessEvent).get()));
}
@Override
protected MapperC beforeTradeCollateralQuantity(BusinessEvent businessEvent) {
return MapperC.of(extractTradeCollateralQuantity.evaluate(beforeTrade(businessEvent).get()));
}
@Override
protected MapperC afterTradeCollateralQuantity(BusinessEvent businessEvent) {
return MapperC.of(extractTradeCollateralQuantity.evaluate(afterTrade(businessEvent).get()));
}
@Override
protected MapperC beforeTradeCollateralPrice(BusinessEvent businessEvent) {
return MapperC.of(extractTradeCollateralPrice.evaluate(beforeTrade(businessEvent).get()));
}
@Override
protected MapperC afterTradeCollateralPrice(BusinessEvent businessEvent) {
return MapperC.of(extractTradeCollateralPrice.evaluate(afterTrade(businessEvent).get()));
}
@Override
protected MapperS extends EconomicTerms> beforeEconomicterms(BusinessEvent businessEvent) {
return MapperS.of(extractBeforeEconomicTerms.evaluate(businessEvent));
}
@Override
protected MapperS extends EconomicTerms> openEconomicTerms(BusinessEvent businessEvent) {
return MapperS.of(extractOpenEconomicTerms.evaluate(businessEvent));
}
}
@Override
public String getNamePrefix() {
return "Qualify";
}
}
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