cdm.event.common.validation.datarule.TradeFpMLCd32 Maven / Gradle / Ivy
package cdm.event.common.validation.datarule;
import cdm.base.datetime.daycount.metafields.FieldWithMetaDayCountFractionEnum;
import cdm.base.math.NonNegativeQuantitySchedule;
import cdm.base.math.metafields.FieldWithMetaNonNegativeQuantitySchedule;
import cdm.event.common.ContractDetails;
import cdm.event.common.Trade;
import cdm.legaldocumentation.common.AgreementName;
import cdm.legaldocumentation.common.ContractualMatrix;
import cdm.legaldocumentation.common.LegalAgreement;
import cdm.legaldocumentation.common.LegalAgreementIdentification;
import cdm.legaldocumentation.master.metafields.FieldWithMetaMasterConfirmationTypeEnum;
import cdm.observable.asset.PriceQuantity;
import cdm.product.asset.CreditDefaultPayout;
import cdm.product.asset.GeneralTerms;
import cdm.product.asset.InterestRatePayout;
import cdm.product.asset.ReferenceInformation;
import cdm.product.common.settlement.ResolvablePriceQuantity;
import cdm.product.template.EconomicTerms;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.Payout;
import cdm.product.template.TradeLot;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.annotations.RosettaDataRule;
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 java.math.BigDecimal;
import static com.rosetta.model.lib.expression.ExpressionOperators.*;
/**
* @version 6.0.0-dev.82
*/
@RosettaDataRule("TradeFpML_cd_32")
@ImplementedBy(TradeFpMLCd32.Default.class)
public interface TradeFpMLCd32 extends Validator {
String NAME = "TradeFpML_cd_32";
String DEFINITION = "if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists and product -> economicTerms -> payout -> InterestRatePayout -> priceQuantity exists and tradeLot -> priceQuantity -> quantity -> value exists then product -> economicTerms -> payout -> InterestRatePayout -> dayCountFraction exists";
ValidationResult validate(RosettaPath path, Trade trade);
class Default implements TradeFpMLCd32 {
@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 (notExists(MapperS.of(trade).map("getContractDetails", _trade -> _trade.getContractDetails()).mapC("getDocumentation", contractDetails -> contractDetails.getDocumentation()).map("getLegalAgreementIdentification", legalAgreement -> legalAgreement.getLegalAgreementIdentification()).map("getAgreementName", legalAgreementIdentification -> legalAgreementIdentification.getAgreementName()).map("getMasterConfirmationType", agreementName -> agreementName.getMasterConfirmationType())).and(notExists(MapperS.of(trade).map("getContractDetails", _trade -> _trade.getContractDetails()).mapC("getDocumentation", contractDetails -> contractDetails.getDocumentation()).map("getLegalAgreementIdentification", legalAgreement -> legalAgreement.getLegalAgreementIdentification()).map("getAgreementName", legalAgreementIdentification -> legalAgreementIdentification.getAgreementName()).mapC("getContractualMatrix", agreementName -> agreementName.getContractualMatrix()))).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()).map("getGeneralTerms", creditDefaultPayout -> creditDefaultPayout.getGeneralTerms()).map("getReferenceInformation", generalTerms -> generalTerms.getReferenceInformation()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout()).map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity()))).and(exists(MapperS.of(trade).mapC("getTradeLot", _trade -> _trade.getTradeLot()).mapC("getPriceQuantity", tradeLot -> tradeLot.getPriceQuantity()).mapC("getQuantity", priceQuantity -> priceQuantity.getQuantity()).map("Type coercion", fieldWithMetaNonNegativeQuantitySchedule -> fieldWithMetaNonNegativeQuantitySchedule.getValue()).map("getValue", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getValue()))).getOrDefault(false)) {
return exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout()).map("getDayCountFraction", interestRatePayout -> interestRatePayout.getDayCountFraction()));
}
return ComparisonResult.successEmptyOperand("");
}
catch (Exception ex) {
return ComparisonResult.failure(ex.getMessage());
}
}
}
@SuppressWarnings("unused")
class NoOp implements TradeFpMLCd32 {
@Override
public ValidationResult validate(RosettaPath path, Trade trade) {
return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
}
}
}
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