cdm.event.common.validation.datarule.TradeAdditionalFixedPaymentsMortgages Maven / Gradle / Ivy
package cdm.event.common.validation.datarule;
import cdm.base.staticdata.asset.common.DebtClassEnum;
import cdm.base.staticdata.asset.common.DebtType;
import cdm.base.staticdata.asset.common.InstrumentTypeEnum;
import cdm.base.staticdata.asset.common.Security;
import cdm.event.common.ContractDetails;
import cdm.event.common.Trade;
import cdm.legaldocumentation.common.AgreementName;
import cdm.legaldocumentation.common.ContractualSupplementTypeEnum;
import cdm.legaldocumentation.common.ContractualTermsSupplement;
import cdm.legaldocumentation.common.LegalAgreement;
import cdm.legaldocumentation.common.LegalAgreementIdentification;
import cdm.legaldocumentation.common.metafields.FieldWithMetaContractualSupplementTypeEnum;
import cdm.product.asset.AdditionalFixedPayments;
import cdm.product.asset.CreditDefaultPayout;
import cdm.product.asset.FloatingAmountEvents;
import cdm.product.asset.GeneralTerms;
import cdm.product.asset.ProtectionTerms;
import cdm.product.asset.ReferenceInformation;
import cdm.product.asset.ReferenceObligation;
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.annotations.RosettaDataRule;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.expression.ComparisonResult;
import com.rosetta.model.lib.mapper.MapperS;
import com.rosetta.model.lib.path.RosettaPath;
import com.rosetta.model.lib.validation.ValidationResult;
import com.rosetta.model.lib.validation.ValidationResult.ValidationType;
import com.rosetta.model.lib.validation.Validator;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
/**
* @version 6.0.0-dev.82
*/
@RosettaDataRule("TradeAdditionalFixedPaymentsMortgages")
@ImplementedBy(TradeAdditionalFixedPaymentsMortgages.Default.class)
public interface TradeAdditionalFixedPaymentsMortgages extends Validator {
String NAME = "TradeAdditionalFixedPaymentsMortgages";
String DEFINITION = "if ((product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> instrumentType any = InstrumentTypeEnum -> Debt and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> debtType -> debtClass any = DebtClassEnum -> AssetBacked) or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualTermsSupplement -> contractualTermsSupplementType contains ContractualSupplementTypeEnum -> CDSonMBS) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> interestShortfallReimbursement exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> principalShortfallReimbursement exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> writedownReimbursement exists)";
ValidationResult validate(RosettaPath path, Trade trade);
class Default implements TradeAdditionalFixedPaymentsMortgages {
@Override
public ValidationResult validate(RosettaPath path, Trade trade) {
ComparisonResult result = executeDataRule(trade);
if (result.get()) {
return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
}
String failureMessage = result.getError();
if (failureMessage == null || failureMessage.contains("Null") || failureMessage == "") {
failureMessage = "Condition has failed.";
}
return ValidationResult.failure(NAME, ValidationType.DATA_RULE, "Trade", path, DEFINITION, failureMessage);
}
private ComparisonResult executeDataRule(Trade trade) {
try {
if (areEqual(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getGeneralTerms", creditDefaultPayout -> creditDefaultPayout.getGeneralTerms()).map("getReferenceInformation", generalTerms -> generalTerms.getReferenceInformation()).mapC("getReferenceObligation", referenceInformation -> referenceInformation.getReferenceObligation()).map("getSecurity", referenceObligation -> referenceObligation.getSecurity()).map("getInstrumentType", security -> security.getInstrumentType()), MapperS.of(InstrumentTypeEnum.DEBT), CardinalityOperator.Any).and(areEqual(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getGeneralTerms", creditDefaultPayout -> creditDefaultPayout.getGeneralTerms()).map("getReferenceInformation", generalTerms -> generalTerms.getReferenceInformation()).mapC("getReferenceObligation", referenceInformation -> referenceInformation.getReferenceObligation()).map("getSecurity", referenceObligation -> referenceObligation.getSecurity()).map("getDebtType", security -> security.getDebtType()).map("getDebtClass", debtType -> debtType.getDebtClass()), MapperS.of(DebtClassEnum.ASSET_BACKED), CardinalityOperator.Any)).or(contains(MapperS.of(trade).map("getContractDetails", _trade -> _trade.getContractDetails()).mapC("getDocumentation", contractDetails -> contractDetails.getDocumentation()).map("getLegalAgreementIdentification", legalAgreement -> legalAgreement.getLegalAgreementIdentification()).map("getAgreementName", legalAgreementIdentification -> legalAgreementIdentification.getAgreementName()).mapC("getContractualTermsSupplement", agreementName -> agreementName.getContractualTermsSupplement()).map("getContractualTermsSupplementType", contractualTermsSupplement -> contractualTermsSupplement.getContractualTermsSupplementType()).map("Type coercion", fieldWithMetaContractualSupplementTypeEnum -> fieldWithMetaContractualSupplementTypeEnum.getValue()), MapperS.of(ContractualSupplementTypeEnum.CD_SON_MBS))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).mapC("getProtectionTerms", creditDefaultPayout -> creditDefaultPayout.getProtectionTerms()).map("getFloatingAmountEvents", protectionTerms -> protectionTerms.getFloatingAmountEvents()))).getOrDefault(false)) {
return exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).mapC("getProtectionTerms", creditDefaultPayout -> creditDefaultPayout.getProtectionTerms()).map("getFloatingAmountEvents", protectionTerms -> protectionTerms.getFloatingAmountEvents()).map("getAdditionalFixedPayments", floatingAmountEvents -> floatingAmountEvents.getAdditionalFixedPayments()).map("getInterestShortfallReimbursement", additionalFixedPayments -> additionalFixedPayments.getInterestShortfallReimbursement())).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).mapC("getProtectionTerms", creditDefaultPayout -> creditDefaultPayout.getProtectionTerms()).map("getFloatingAmountEvents", protectionTerms -> protectionTerms.getFloatingAmountEvents()).map("getAdditionalFixedPayments", floatingAmountEvents -> floatingAmountEvents.getAdditionalFixedPayments()).map("getPrincipalShortfallReimbursement", additionalFixedPayments -> additionalFixedPayments.getPrincipalShortfallReimbursement()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).mapC("getProtectionTerms", creditDefaultPayout -> creditDefaultPayout.getProtectionTerms()).map("getFloatingAmountEvents", protectionTerms -> protectionTerms.getFloatingAmountEvents()).map("getAdditionalFixedPayments", floatingAmountEvents -> floatingAmountEvents.getAdditionalFixedPayments()).map("getWritedownReimbursement", additionalFixedPayments -> additionalFixedPayments.getWritedownReimbursement())));
}
return ComparisonResult.successEmptyOperand("");
}
catch (Exception ex) {
return ComparisonResult.failure(ex.getMessage());
}
}
}
@SuppressWarnings("unused")
class NoOp implements TradeAdditionalFixedPaymentsMortgages {
@Override
public ValidationResult validate(RosettaPath path, Trade trade) {
return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
}
}
}
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