/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(OvernightFutureSecurity beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.notional_Renamed = beanToCopy.Notional;
this.accrualFactor_Renamed = beanToCopy.AccrualFactor;
this.lastTradeDate_Renamed = beanToCopy.LastTradeDate;
this.startDate_Renamed = beanToCopy.StartDate;
this.endDate_Renamed = beanToCopy.EndDate;
this.index_Renamed = beanToCopy.Index;
this.accrualMethod_Renamed = beanToCopy.AccrualMethod;
this.rounding_Renamed = beanToCopy.Rounding;
}
//-------------------------------------------------------------------------
// overnight rate calculation
private static RateCalculation parseOvernightRateCalculation(CsvRow row, string leg, OvernightIndex overnightIndex, OvernightAccrualMethod accrualMethod)
{
OvernightRateCalculation.Builder builder = OvernightRateCalculation.builder();
// basics
builder.index(overnightIndex);
builder.accrualMethod(findValue(row, leg, ACCRUAL_METHOD_FIELD).map(s => OvernightAccrualMethod.of(s)).orElse(accrualMethod));
// optionals
findValue(row, leg, DAY_COUNT_FIELD).map(s => LoaderUtils.parseDayCount(s)).ifPresent(v => builder.dayCount(v));
findValue(row, leg, RATE_CUT_OFF_DAYS_FIELD).map(s => Convert.ToInt32(s)).ifPresent(v => builder.rateCutOffDays(v));
findValue(row, leg, NEGATIVE_RATE_METHOD_FIELD).map(s => NegativeRateMethod.of(s)).ifPresent(v => builder.negativeRateMethod(v));
findValue(row, leg, GEARING_FIELD).map(s => LoaderUtils.parseDouble(s)).ifPresent(v => builder.gearing(ValueSchedule.of(v)));
findValue(row, leg, SPREAD_FIELD).map(s => LoaderUtils.parseDoublePercent(s)).ifPresent(v => builder.spread(ValueSchedule.of(v)));
return(builder.build());
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (SecurityInfo)newValue;
break;
case 1585636160: // notional
this.notional_Renamed = (double?)newValue.Value;
break;
case -1540322338: // accrualFactor
this.accrualFactor_Renamed = (double?)newValue.Value;
break;
case -1041950404: // lastTradeDate
this.lastTradeDate_Renamed = (LocalDate)newValue;
break;
case -2129778896: // startDate
this.startDate_Renamed = (LocalDate)newValue;
break;
case -1607727319: // endDate
this.endDate_Renamed = (LocalDate)newValue;
break;
case 100346066: // index
this.index_Renamed = (OvernightIndex)newValue;
break;
case -1335729296: // accrualMethod
this.accrualMethod_Renamed = (OvernightAccrualMethod)newValue;
break;
case -142444: // rounding
this.rounding_Renamed = (Rounding)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
private OvernightFutureSecurity(SecurityInfo info, double notional, double accrualFactor, LocalDate lastTradeDate, LocalDate startDate, LocalDate endDate, OvernightIndex index, OvernightAccrualMethod accrualMethod, Rounding rounding)
{
JodaBeanUtils.notNull(info, "info");
ArgChecker.notNegativeOrZero(notional, "notional");
ArgChecker.notNegativeOrZero(accrualFactor, "accrualFactor");
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(index, "index");
JodaBeanUtils.notNull(accrualMethod, "accrualMethod");
JodaBeanUtils.notNull(rounding, "rounding");
this.info = info;
this.notional = notional;
this.accrualFactor = accrualFactor;
this.lastTradeDate = lastTradeDate;
this.startDate = startDate;
this.endDate = endDate;
this.index = index;
this.accrualMethod = accrualMethod;
this.rounding = rounding;
}
//-------------------------------------------------------------------------
// build conventions
private static OvernightIborSwapConvention makeConvention(string name, OvernightIndex onIndex, IborIndex iborIndex, DayCount dayCount, Frequency frequency, int paymentLag, int cutOffDays, OvernightAccrualMethod accrual)
{
HolidayCalendarId calendarOn = onIndex.FixingCalendar;
DaysAdjustment paymentDateOffset = DaysAdjustment.ofBusinessDays(paymentLag, calendarOn);
return(ImmutableOvernightIborSwapConvention.of(name, OvernightRateSwapLegConvention.builder().index(onIndex).accrualMethod(accrual).accrualFrequency(frequency).paymentFrequency(frequency).paymentDateOffset(paymentDateOffset).stubConvention(StubConvention.SMART_INITIAL).rateCutOffDays(cutOffDays).build(), IborRateSwapLegConvention.of(iborIndex)));
}
/// <summary>
/// Sets the method of accruing Overnight interest.
/// <para>
/// The average rate is calculated based on this method over the period between {@code startDate} and {@code endDate}.
/// </para>
/// </summary>
/// <param name="accrualMethod"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder accrualMethod(OvernightAccrualMethod accrualMethod)
{
JodaBeanUtils.notNull(accrualMethod, "accrualMethod");
this.accrualMethod_Renamed = accrualMethod;
return(this);
}