• Home
• org.finos.cdm
• cdm-java
• 6.0.0-dev.82
• source code
• TradeFloatingAmountEventsMortgages.java

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

cdm.event.common.validation.datarule.TradeFloatingAmountEventsMortgages 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.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("TradeFloatingAmountEventsMortgages")
@ImplementedBy(TradeFloatingAmountEventsMortgages.Default.class)
public interface TradeFloatingAmountEventsMortgages extends Validator {
	
	String NAME = "TradeFloatingAmountEventsMortgages";
	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 -> failureToPayPrincipal exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> writedown exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> impliedWritedown exists)";
	
	ValidationResult validate(RosettaPath path, Trade trade);
	
	class Default implements TradeFloatingAmountEventsMortgages {
	
		@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("getFailureToPayPrincipal", floatingAmountEvents -> floatingAmountEvents.getFailureToPayPrincipal())).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("getWritedown", floatingAmountEvents -> floatingAmountEvents.getWritedown()))).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("getImpliedWritedown", floatingAmountEvents -> floatingAmountEvents.getImpliedWritedown())));
				}
				return ComparisonResult.successEmptyOperand("");
			}
			catch (Exception ex) {
				return ComparisonResult.failure(ex.getMessage());
			}
		}
	}
	
	@SuppressWarnings("unused")
	class NoOp implements TradeFloatingAmountEventsMortgages {
	
		@Override
		public ValidationResult validate(RosettaPath path, Trade trade) {
			return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
		}
	}
}