cdm.margin.schedule.functions.StandardizedScheduleNotional Maven / Gradle / Ivy
package cdm.margin.schedule.functions;
import cdm.base.math.NonNegativeQuantitySchedule;
import cdm.base.math.metafields.ReferenceWithMetaNonNegativeQuantitySchedule;
import cdm.event.common.Trade;
import cdm.observable.asset.Money;
import cdm.product.asset.CreditDefaultPayout;
import cdm.product.asset.FixedRateSpecification;
import cdm.product.asset.InterestRatePayout;
import cdm.product.asset.RateSpecification;
import cdm.product.common.settlement.CashSettlementTerms;
import cdm.product.common.settlement.ResolvablePriceQuantity;
import cdm.product.common.settlement.SettlementTerms;
import cdm.product.qualification.functions.Qualify_BaseProduct_CrossCurrency;
import cdm.product.qualification.functions.Qualify_BaseProduct_EquityForward;
import cdm.product.qualification.functions.Qualify_BaseProduct_EquitySwap;
import cdm.product.qualification.functions.Qualify_BaseProduct_IRSwap;
import cdm.product.qualification.functions.Qualify_Commodity_Forward;
import cdm.product.qualification.functions.Qualify_Commodity_Option;
import cdm.product.qualification.functions.Qualify_Commodity_Swap_Basis;
import cdm.product.qualification.functions.Qualify_Commodity_Swap_FixedFloat;
import cdm.product.qualification.functions.Qualify_Commodity_Swaption;
import cdm.product.qualification.functions.Qualify_CreditDefaultSwap_Index;
import cdm.product.qualification.functions.Qualify_CreditDefaultSwap_IndexTranche;
import cdm.product.qualification.functions.Qualify_CreditDefaultSwap_SingleName;
import cdm.product.qualification.functions.Qualify_CreditDefaultSwaption;
import cdm.product.qualification.functions.Qualify_EquityOption_PriceReturnBasicPerformance_Basket;
import cdm.product.qualification.functions.Qualify_EquityOption_PriceReturnBasicPerformance_Index;
import cdm.product.qualification.functions.Qualify_EquityOption_PriceReturnBasicPerformance_SingleName;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnDividend_Basket;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnDividend_Index;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnDividend_SingleName;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVariance_Basket;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVariance_Index;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVariance_SingleName;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVolatility_Basket;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVolatility_Index;
import cdm.product.qualification.functions.Qualify_EquitySwap_ParameterReturnVolatility_SingleName;
import cdm.product.qualification.functions.Qualify_ForeignExchange_NDF;
import cdm.product.qualification.functions.Qualify_ForeignExchange_NDS;
import cdm.product.qualification.functions.Qualify_ForeignExchange_ParameterReturnCorrelation;
import cdm.product.qualification.functions.Qualify_ForeignExchange_ParameterReturnVariance;
import cdm.product.qualification.functions.Qualify_ForeignExchange_ParameterReturnVolatility;
import cdm.product.qualification.functions.Qualify_ForeignExchange_Spot_Forward;
import cdm.product.qualification.functions.Qualify_ForeignExchange_Swap;
import cdm.product.qualification.functions.Qualify_InterestRate_CapFloor;
import cdm.product.qualification.functions.Qualify_InterestRate_Fra;
import cdm.product.qualification.functions.Qualify_InterestRate_Option_Swaption;
import cdm.product.template.EconomicTerms;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.OptionPayout;
import cdm.product.template.Payout;
import cdm.product.template.PerformancePayout;
import cdm.product.template.Product;
import cdm.product.template.SettlementPayout;
import cdm.product.template.util.ProductDeepPathUtil;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.expression.ComparisonResult;
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(StandardizedScheduleNotional.StandardizedScheduleNotionalDefault.class)
public abstract class StandardizedScheduleNotional implements RosettaFunction {
// RosettaFunction dependencies
//
@Inject protected IsCreditNthToDefault isCreditNthToDefault;
@Inject protected IsFXDeliverableOption isFXDeliverableOption;
@Inject protected IsFXNonDeliverableOption isFXNonDeliverableOption;
@Inject protected IsIRSwapWithCallableBermudanRightToEnterExitSwaps isIRSwapWithCallableBermudanRightToEnterExitSwaps;
@Inject protected IsIRSwaptionStraddle isIRSwaptionStraddle;
@Inject protected ProductDeepPathUtil productDeepPathUtil;
@Inject protected Qualify_BaseProduct_CrossCurrency qualify_BaseProduct_CrossCurrency;
@Inject protected Qualify_BaseProduct_EquityForward qualify_BaseProduct_EquityForward;
@Inject protected Qualify_BaseProduct_EquitySwap qualify_BaseProduct_EquitySwap;
@Inject protected Qualify_BaseProduct_IRSwap qualify_BaseProduct_IRSwap;
@Inject protected Qualify_Commodity_Forward qualify_Commodity_Forward;
@Inject protected Qualify_Commodity_Option qualify_Commodity_Option;
@Inject protected Qualify_Commodity_Swap_Basis qualify_Commodity_Swap_Basis;
@Inject protected Qualify_Commodity_Swap_FixedFloat qualify_Commodity_Swap_FixedFloat;
@Inject protected Qualify_Commodity_Swaption qualify_Commodity_Swaption;
@Inject protected Qualify_CreditDefaultSwap_Index qualify_CreditDefaultSwap_Index;
@Inject protected Qualify_CreditDefaultSwap_IndexTranche qualify_CreditDefaultSwap_IndexTranche;
@Inject protected Qualify_CreditDefaultSwap_SingleName qualify_CreditDefaultSwap_SingleName;
@Inject protected Qualify_CreditDefaultSwaption qualify_CreditDefaultSwaption;
@Inject protected Qualify_EquityOption_PriceReturnBasicPerformance_Basket qualify_EquityOption_PriceReturnBasicPerformance_Basket;
@Inject protected Qualify_EquityOption_PriceReturnBasicPerformance_Index qualify_EquityOption_PriceReturnBasicPerformance_Index;
@Inject protected Qualify_EquityOption_PriceReturnBasicPerformance_SingleName qualify_EquityOption_PriceReturnBasicPerformance_SingleName;
@Inject protected Qualify_EquitySwap_ParameterReturnDividend_Basket qualify_EquitySwap_ParameterReturnDividend_Basket;
@Inject protected Qualify_EquitySwap_ParameterReturnDividend_Index qualify_EquitySwap_ParameterReturnDividend_Index;
@Inject protected Qualify_EquitySwap_ParameterReturnDividend_SingleName qualify_EquitySwap_ParameterReturnDividend_SingleName;
@Inject protected Qualify_EquitySwap_ParameterReturnVariance_Basket qualify_EquitySwap_ParameterReturnVariance_Basket;
@Inject protected Qualify_EquitySwap_ParameterReturnVariance_Index qualify_EquitySwap_ParameterReturnVariance_Index;
@Inject protected Qualify_EquitySwap_ParameterReturnVariance_SingleName qualify_EquitySwap_ParameterReturnVariance_SingleName;
@Inject protected Qualify_EquitySwap_ParameterReturnVolatility_Basket qualify_EquitySwap_ParameterReturnVolatility_Basket;
@Inject protected Qualify_EquitySwap_ParameterReturnVolatility_Index qualify_EquitySwap_ParameterReturnVolatility_Index;
@Inject protected Qualify_EquitySwap_ParameterReturnVolatility_SingleName qualify_EquitySwap_ParameterReturnVolatility_SingleName;
@Inject protected Qualify_ForeignExchange_NDF qualify_ForeignExchange_NDF;
@Inject protected Qualify_ForeignExchange_NDS qualify_ForeignExchange_NDS;
@Inject protected Qualify_ForeignExchange_ParameterReturnCorrelation qualify_ForeignExchange_ParameterReturnCorrelation;
@Inject protected Qualify_ForeignExchange_ParameterReturnVariance qualify_ForeignExchange_ParameterReturnVariance;
@Inject protected Qualify_ForeignExchange_ParameterReturnVolatility qualify_ForeignExchange_ParameterReturnVolatility;
@Inject protected Qualify_ForeignExchange_Spot_Forward qualify_ForeignExchange_Spot_Forward;
@Inject protected Qualify_ForeignExchange_Swap qualify_ForeignExchange_Swap;
@Inject protected Qualify_InterestRate_CapFloor qualify_InterestRate_CapFloor;
@Inject protected Qualify_InterestRate_Fra qualify_InterestRate_Fra;
@Inject protected Qualify_InterestRate_Option_Swaption qualify_InterestRate_Option_Swaption;
@Inject protected StandardizedScheduleCommodityForwardNotionalAmount standardizedScheduleCommodityForwardNotionalAmount;
@Inject protected StandardizedScheduleCommoditySwapFixedFloatNotionalAmount standardizedScheduleCommoditySwapFixedFloatNotionalAmount;
@Inject protected StandardizedScheduleEquityForwardNotionalAmount standardizedScheduleEquityForwardNotionalAmount;
@Inject protected StandardizedScheduleFXNDONotional standardizedScheduleFXNDONotional;
@Inject protected StandardizedScheduleFXVarianceNotionalAmount standardizedScheduleFXVarianceNotionalAmount;
@Inject protected StandardizedScheduleMonetaryNotionalFromResolvablePQ standardizedScheduleMonetaryNotionalFromResolvablePQ;
@Inject protected StandardizedScheduleOptionNotionalAmount standardizedScheduleOptionNotionalAmount;
@Inject protected StandardizedScheduleVarianceSwapNotionalAmount standardizedScheduleVarianceSwapNotionalAmount;
@Inject protected UnderlierForProduct underlierForProduct;
/**
* @param trade
* @return notional
*/
public BigDecimal evaluate(Trade trade) {
BigDecimal notional = doEvaluate(trade);
return notional;
}
protected abstract BigDecimal doEvaluate(Trade trade);
protected abstract MapperS product(Trade trade);
protected abstract MapperS economicTerms(Trade trade);
public static class StandardizedScheduleNotionalDefault extends StandardizedScheduleNotional {
@Override
protected BigDecimal doEvaluate(Trade trade) {
BigDecimal notional = null;
return assignOutput(notional, trade);
}
protected BigDecimal assignOutput(BigDecimal notional, Trade trade) {
if (ComparisonResult.of(MapperS.of(qualify_BaseProduct_IRSwap.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(isIRSwapWithCallableBermudanRightToEnterExitSwaps.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
final MapperC thenResult0 = economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout())
.filterItemNullSafe(item -> exists(item.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule())).get());
final MapperS thenResult1 = thenResult0
.first();
final MapperS thenResult2 = thenResult1.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult2.get())).get();
} else {
final Boolean boolean0 = qualify_BaseProduct_CrossCurrency.evaluate(economicTerms(trade).get());
if ((boolean0 == null ? false : boolean0)) {
final MapperC thenResult3 = economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout())
.filterItemNullSafe(item -> true);
final MapperS thenResult4 = thenResult3
.first();
final MapperS thenResult5 = thenResult4.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult5.get())).get();
} else if (ComparisonResult.of(MapperS.of(qualify_InterestRate_Option_Swaption.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(isIRSwaptionStraddle.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
final MapperC thenResult6 = MapperS.of(underlierForProduct.evaluate(product(trade).get())).map("getProduct", underlier -> underlier.getProduct()).map("chooseEconomicTerms", _product -> productDeepPathUtil.chooseEconomicTerms(_product)).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout())
.filterItemNullSafe(item -> exists(item.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule())).get());
final MapperS thenResult7 = thenResult6
.first();
final MapperS thenResult8 = thenResult7.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult8.get())).get();
} else {
final Boolean boolean1 = qualify_InterestRate_CapFloor.evaluate(economicTerms(trade).get());
if ((boolean1 == null ? false : boolean1)) {
final MapperS thenResult9 = MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout()).get()).map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult9.get())).get();
} else {
final Boolean boolean2 = qualify_InterestRate_Fra.evaluate(economicTerms(trade).get());
if ((boolean2 == null ? false : boolean2)) {
final MapperC thenResult10 = economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getInterestRatePayout", payout -> payout.getInterestRatePayout())
.filterItemNullSafe(item -> exists(item.map("getRateSpecification", interestRatePayout -> interestRatePayout.getRateSpecification()).map("getFixedRateSpecification", rateSpecification -> rateSpecification.getFixedRateSpecification())).get());
final MapperS thenResult11 = MapperS.of(thenResult10.get());
final MapperS thenResult12 = thenResult11.map("getPriceQuantity", interestRatePayout -> interestRatePayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult12.get())).get();
} else if (ComparisonResult.of(MapperS.of(qualify_CreditDefaultSwap_SingleName.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(qualify_CreditDefaultSwap_Index.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(qualify_CreditDefaultSwap_IndexTranche.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(isCreditNthToDefault.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
final MapperS thenResult13 = MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).get()).map("getPriceQuantity", creditDefaultPayout -> creditDefaultPayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult13.get())).get();
} else {
final Boolean boolean3 = qualify_CreditDefaultSwaption.evaluate(economicTerms(trade).get());
if ((boolean3 == null ? false : boolean3)) {
final MapperS thenResult14 = MapperS.of(MapperS.of(underlierForProduct.evaluate(product(trade).get())).map("getProduct", underlier -> underlier.getProduct()).map("chooseEconomicTerms", _product -> productDeepPathUtil.chooseEconomicTerms(_product)).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).get()).map("getPriceQuantity", creditDefaultPayout -> creditDefaultPayout.getPriceQuantity());
notional = MapperS.of(standardizedScheduleMonetaryNotionalFromResolvablePQ.evaluate(thenResult14.get())).get();
} else {
final Boolean boolean4 = qualify_ForeignExchange_Swap.evaluate(economicTerms(trade).get());
if ((boolean4 == null ? false : boolean4)) {
notional = MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getSettlementPayout", payout -> payout.getSettlementPayout()).get()).map("getPriceQuantity", settlementPayout -> settlementPayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("Type coercion", referenceWithMetaNonNegativeQuantitySchedule0 -> referenceWithMetaNonNegativeQuantitySchedule0 == null ? null : referenceWithMetaNonNegativeQuantitySchedule0.getValue()).map("getValue", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getValue()).get();
} else {
final Boolean boolean5 = qualify_ForeignExchange_NDS.evaluate(economicTerms(trade).get());
if ((boolean5 == null ? false : boolean5)) {
notional = new BigDecimal("0.0");
} else {
final Boolean boolean6 = qualify_ForeignExchange_Spot_Forward.evaluate(economicTerms(trade).get());
if ((boolean6 == null ? false : boolean6)) {
notional = MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getSettlementPayout", payout -> payout.getSettlementPayout()).get()).map("getPriceQuantity", settlementPayout -> settlementPayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("Type coercion", referenceWithMetaNonNegativeQuantitySchedule1 -> referenceWithMetaNonNegativeQuantitySchedule1 == null ? null : referenceWithMetaNonNegativeQuantitySchedule1.getValue()).map("getValue", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getValue()).get();
} else {
final Boolean boolean7 = qualify_ForeignExchange_NDF.evaluate(economicTerms(trade).get());
if ((boolean7 == null ? false : boolean7)) {
notional = MapperS.of(MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getSettlementPayout", payout -> payout.getSettlementPayout()).get()).map("getSettlementTerms", settlementPayout -> settlementPayout.getSettlementTerms()).mapC("getCashSettlementTerms", settlementTerms -> settlementTerms.getCashSettlementTerms()).map("getCashSettlementAmount", cashSettlementTerms -> cashSettlementTerms.getCashSettlementAmount()).get()).map("getValue", money -> money.getValue()).get();
} else {
final Boolean boolean8 = isFXDeliverableOption.evaluate(economicTerms(trade).get());
if ((boolean8 == null ? false : boolean8)) {
notional = MapperS.of(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getOptionPayout", payout -> payout.getOptionPayout()).get()).map("getPriceQuantity", optionPayout -> optionPayout.getPriceQuantity()).map("getQuantitySchedule", resolvablePriceQuantity -> resolvablePriceQuantity.getQuantitySchedule()).map("Type coercion", referenceWithMetaNonNegativeQuantitySchedule2 -> referenceWithMetaNonNegativeQuantitySchedule2 == null ? null : referenceWithMetaNonNegativeQuantitySchedule2.getValue()).map("getValue", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getValue()).get();
} else {
final Boolean boolean9 = isFXNonDeliverableOption.evaluate(economicTerms(trade).get());
if ((boolean9 == null ? false : boolean9)) {
notional = MapperS.of(standardizedScheduleFXNDONotional.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getOptionPayout", payout -> payout.getOptionPayout()).get())).map("getValue", nonNegativeQuantitySchedule -> nonNegativeQuantitySchedule.getValue()).get();
} else {
final Boolean boolean10 = qualify_ForeignExchange_ParameterReturnVariance.evaluate(economicTerms(trade).get());
if ((boolean10 == null ? false : boolean10)) {
notional = standardizedScheduleFXVarianceNotionalAmount.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getPerformancePayout", payout -> payout.getPerformancePayout()).get());
} else {
final Boolean boolean11 = qualify_ForeignExchange_ParameterReturnVolatility.evaluate(economicTerms(trade).get());
if ((boolean11 == null ? false : boolean11)) {
notional = new BigDecimal("0.0");
} else {
final Boolean boolean12 = qualify_ForeignExchange_ParameterReturnCorrelation.evaluate(economicTerms(trade).get());
if ((boolean12 == null ? false : boolean12)) {
notional = new BigDecimal("0.0");
} else if (ComparisonResult.of(MapperS.of(qualify_EquityOption_PriceReturnBasicPerformance_Basket.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(qualify_EquityOption_PriceReturnBasicPerformance_Index.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(qualify_EquityOption_PriceReturnBasicPerformance_SingleName.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
notional = standardizedScheduleOptionNotionalAmount.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getOptionPayout", payout -> payout.getOptionPayout()).get());
} else {
final Boolean boolean13 = qualify_BaseProduct_EquityForward.evaluate(economicTerms(trade).get());
if ((boolean13 == null ? false : boolean13)) {
notional = standardizedScheduleEquityForwardNotionalAmount.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getSettlementPayout", payout -> payout.getSettlementPayout()).get());
} else if (ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnDividend_Basket.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnDividend_Index.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnDividend_SingleName.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
notional = new BigDecimal("0.0");
} else if (ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVariance_Basket.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVariance_Index.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVariance_SingleName.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
notional = standardizedScheduleVarianceSwapNotionalAmount.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getPerformancePayout", payout -> payout.getPerformancePayout()).get());
} else if (ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVolatility_Basket.evaluate(economicTerms(trade).get()))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVolatility_Index.evaluate(economicTerms(trade).get())))).or(ComparisonResult.of(MapperS.of(qualify_EquitySwap_ParameterReturnVolatility_SingleName.evaluate(economicTerms(trade).get())))).getOrDefault(false)) {
notional = new BigDecimal("0.0");
} else {
final Boolean boolean14 = qualify_BaseProduct_EquitySwap.evaluate(economicTerms(trade).get());
if ((boolean14 == null ? false : boolean14)) {
notional = new BigDecimal("0.0");
} else {
final Boolean boolean15 = qualify_Commodity_Forward.evaluate(economicTerms(trade).get());
if ((boolean15 == null ? false : boolean15)) {
notional = standardizedScheduleCommodityForwardNotionalAmount.evaluate(economicTerms(trade).get());
} else {
final Boolean boolean16 = qualify_Commodity_Option.evaluate(economicTerms(trade).get());
if ((boolean16 == null ? false : boolean16)) {
notional = standardizedScheduleOptionNotionalAmount.evaluate(economicTerms(trade).mapC("getPayout", _economicTerms -> _economicTerms.getPayout()).map("getOptionPayout", payout -> payout.getOptionPayout()).get());
} else {
final Boolean boolean17 = qualify_Commodity_Swap_FixedFloat.evaluate(economicTerms(trade).get());
if ((boolean17 == null ? false : boolean17)) {
notional = standardizedScheduleCommoditySwapFixedFloatNotionalAmount.evaluate(economicTerms(trade).get());
} else {
final Boolean boolean18 = qualify_Commodity_Swap_Basis.evaluate(economicTerms(trade).get());
if ((boolean18 == null ? false : boolean18)) {
notional = new BigDecimal("0.0");
} else {
final Boolean boolean19 = qualify_Commodity_Swaption.evaluate(economicTerms(trade).get());
if ((boolean19 == null ? false : boolean19)) {
notional = standardizedScheduleCommoditySwapFixedFloatNotionalAmount.evaluate(MapperS.of(underlierForProduct.evaluate(product(trade).get())).map("getProduct", underlier -> underlier.getProduct()).map("chooseEconomicTerms", _product -> productDeepPathUtil.chooseEconomicTerms(_product)).get());
} else {
notional = null;
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
return notional;
}
@Override
protected MapperS product(Trade trade) {
return MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct());
}
@Override
protected MapperS economicTerms(Trade trade) {
return product(trade).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms());
}
}
}
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