private Failure(FailureReason reason, string message, ISet <FailureItem> items)
{
JodaBeanUtils.notNull(reason, "reason");
JodaBeanUtils.notEmpty(message, "message");
JodaBeanUtils.notEmpty(items, "items");
this.reason = reason;
this.message = message;
this.items = ImmutableSet.copyOf(items);
}
private RatesCurveGroupEntry(CurveName curveName, ISet <Currency> discountCurrencies, ISet <Index> indices)
{
JodaBeanUtils.notNull(curveName, "curveName");
JodaBeanUtils.notNull(discountCurrencies, "discountCurrencies");
JodaBeanUtils.notNull(indices, "indices");
this.curveName = curveName;
this.discountCurrencies = ImmutableSet.copyOf(discountCurrencies);
this.indices = ImmutableSet.copyOf(indices);
}
//-------------------------------------------------------------------------
public FunctionRequirements requirements(ISet <IborIndex> indices)
{
foreach (Index index in indices)
{
if (!volatilityIds.Keys.Contains(index))
{
throw new System.ArgumentException(msgIndexNotFound(index));
}
}
return(FunctionRequirements.builder().valueRequirements(ImmutableSet.copyOf(volatilityIds.values())).build());
}
//-------------------------------------------------------------------------
public FunctionRequirements requirements(ISet <CurrencyPair> currencyPairs)
{
foreach (CurrencyPair currencyPair in currencyPairs)
{
if (!volatilityIds.Keys.Contains(currencyPair))
{
throw new System.ArgumentException(msgPairNotFound(currencyPair));
}
}
return(FunctionRequirements.builder().valueRequirements(ImmutableSet.copyOf(volatilityIds.values())).build());
}
private PortfolioItemSummary(StandardId id, PortfolioItemType portfolioItemType, ProductType productType, ISet <Currency> currencies, string description)
{
JodaBeanUtils.notNull(portfolioItemType, "portfolioItemType");
JodaBeanUtils.notNull(productType, "productType");
JodaBeanUtils.notNull(currencies, "currencies");
JodaBeanUtils.notBlank(description, "description");
this.id = id;
this.portfolioItemType = portfolioItemType;
this.productType = productType;
this.currencies = ImmutableSet.copyOf(currencies);
this.description = description;
}
/// <summary>
/// Obtains a failure for a non-empty collection of failure items.
/// </summary>
/// <param name="items"> the failures, not empty </param>
/// <returns> the failure </returns>
public static Failure of(ICollection <FailureItem> items)
{
ArgChecker.notEmpty(items, "items");
ISet <FailureItem> itemSet = ImmutableSet.copyOf(items);
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
string message = itemSet.Select(FailureItem::getMessage).collect(Collectors.joining(", "));
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
FailureReason reason = itemSet.Select(FailureItem::getReason).Aggregate((s1, s2) => s1 == s2 ? s1 : FailureReason.MULTIPLE).get();
return(new Failure(reason, message, itemSet));
}
/// <summary>
/// Obtains a combined holiday calendar instance.
/// <para>
/// This combines the two input calendars.
/// It is intended for up-front occasional use rather than continuous use, as it can be relatively slow.
///
/// </para>
/// </summary>
/// <param name="cal1"> the first calendar </param>
/// <param name="cal2"> the second calendar </param>
/// <returns> the combined calendar </returns>
public static ImmutableHolidayCalendar combined(ImmutableHolidayCalendar cal1, ImmutableHolidayCalendar cal2)
{
// do not override combinedWith(), as this is too slow
if (cal1 == cal2)
{
return(ArgChecker.notNull(cal1, "cal1"));
}
HolidayCalendarId newId = cal1.id.combinedWith(cal2.id);
// use slow version if lookup arrays do not overlap
int endYear1 = cal1.startYear + cal1.lookup.Length / 12;
int endYear2 = cal2.startYear + cal2.lookup.Length / 12;
if (endYear1 < cal2.startYear || endYear2 < cal1.startYear)
{
ImmutableSortedSet <LocalDate> newHolidays = ImmutableSortedSet.copyOf(Iterables.concat(cal1.Holidays, cal2.Holidays));
ImmutableSet <DayOfWeek> newWeekends = ImmutableSet.copyOf(Iterables.concat(cal1.WeekendDays, cal2.WeekendDays));
return(of(newId, newHolidays, newWeekends));
}
// merge calendars using bitwise operations
// figure out which has the lower start year and use that as the base
bool cal1Lower = cal1.startYear <= cal2.startYear;
int[] lookup1 = cal1Lower ? cal1.lookup : cal2.lookup;
int[] lookup2 = cal1Lower ? cal2.lookup : cal1.lookup;
int newStartYear = cal1Lower ? cal1.startYear : cal2.startYear;
int otherStartYear = cal1Lower ? cal2.startYear : cal1.startYear;
// copy base array and map data from the other on top
int newSize = Math.Max(lookup1.Length, lookup2.Length + (otherStartYear - newStartYear) * 12);
int offset = (otherStartYear - newStartYear) * 12;
int[] newLookup = Arrays.copyOf(lookup1, newSize);
for (int i = 0; i < lookup2.Length; i++)
{
newLookup[i + offset] &= lookup2[i]; // use & because 1 = business day (not holiday)
}
int newWeekends = cal1.weekends | cal2.weekends; // use | because 1 = weekend day
return(new ImmutableHolidayCalendar(newId, newWeekends, newStartYear, newLookup, false));
}
//-------------------------------------------------------------------------
private void assertMCA(MultiCurrencyAmount actual, params CurrencyAmount[] expected)
{
assertEquals(actual.size(), expected.Length);
assertEquals(actual.Amounts.size(), expected.Length);
assertEquals(actual.Amounts, ImmutableSet.copyOf(expected));
ISet <Currency> currencies = new HashSet <Currency>();
foreach (CurrencyAmount expectedAmount in expected)
{
currencies.Add(expectedAmount.Currency);
assertEquals(actual.contains(expectedAmount.Currency), true);
assertEquals(actual.getAmount(expectedAmount.Currency), expectedAmount);
assertEquals(actual.getAmountOrZero(expectedAmount.Currency), expectedAmount);
}
assertEquals(actual.Currencies, currencies);
Currency nonExisting = Currency.of("FRZ");
assertEquals(actual.contains(nonExisting), false);
assertThrowsIllegalArg(() => actual.getAmount(nonExisting));
assertEquals(actual.getAmountOrZero(nonExisting), CurrencyAmount.zero(nonExisting));
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates a summary instance for a position.
/// </summary>
/// <param name="position"> the position </param>
/// <param name="type"> the type </param>
/// <param name="description"> the description </param>
/// <param name="currencies"> the currencies, may be empty </param>
/// <returns> the string form </returns>
public static PortfolioItemSummary summary(Position position, ProductType type, string description, params Currency[] currencies)
{
return(PortfolioItemSummary.of(position.Id.orElse(null), PortfolioItemType.POSITION, type, ImmutableSet.copyOf(currencies), description));
}
//-------------------------------------------------------------------------
/// <summary>
/// Returns the set of keys of this property set.
/// <para>
/// The iteration order of the map matches that of the input data.
///
/// </para>
/// </summary>
/// <returns> the set of keys </returns>
public ImmutableSet <string> keys()
{
return(ImmutableSet.copyOf(keyValueMap.Keys));
}
/// <summary>
/// Sets the {@code currencies} property in the builder
/// from an array of objects. </summary>
/// <param name="currencies"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder currencies(params Currency[] currencies)
{
return(this.currencies(ImmutableSet.copyOf(currencies)));
}
/// <summary>
/// Sets the {@code discountCurrencies} property in the builder
/// from an array of objects. </summary>
/// <param name="discountCurrencies"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder discountCurrencies(params Currency[] discountCurrencies)
{
return(this.discountCurrencies(ImmutableSet.copyOf(discountCurrencies)));
}
/// <summary>
/// Creates a new function which calculates one measure for targets of one type.
/// </summary>
/// <param name="targetType"> the target type handled by the function, often a trade </param>
/// <param name="measure"> the measure calculated by the function </param>
/// <param name="requiredMeasures"> the measures required as inputs to the calculation </param>
protected internal AbstractDerivedCalculationFunction(Type <T> targetType, Measure measure, ISet <Measure> requiredMeasures)
{
this.measure_Renamed = measure;
this.requiredMeasures_Renamed = ImmutableSet.copyOf(requiredMeasures);
this.targetType_Renamed = targetType;
}
/// <summary>
/// Creates a new function which calculates one measure for targets of one type.
/// </summary>
/// <param name="targetType"> the target type handled by the function, often a trade </param>
/// <param name="measure"> the measure calculated by the function </param>
/// <param name="requiredMeasures"> the measures required as inputs to the calculation </param>
protected internal AbstractDerivedCalculationFunction(Type <T> targetType, Measure measure, params Measure[] requiredMeasures) : this(targetType, measure, ImmutableSet.copyOf(requiredMeasures))
{
}
/// <summary>
/// Sets the {@code indices} property in the builder
/// from an array of objects. </summary>
/// <param name="indices"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder indices(params Index[] indices)
{
return(this.indices(ImmutableSet.copyOf(indices)));
}
/// <summary>
/// Creates a summary instance for a trade.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="type"> the type </param>
/// <param name="description"> the description </param>
/// <param name="currencies"> the currencies, may be empty </param>
/// <returns> the string form </returns>
public static PortfolioItemSummary summary(Trade trade, ProductType type, string description, params Currency[] currencies)
{
return(PortfolioItemSummary.of(trade.Id.orElse(null), PortfolioItemType.TRADE, type, ImmutableSet.copyOf(currencies), description));
}
public ISet <Measure> supportedMeasures()
{
// pass all measures here so that the calculation is run to get the correct error message
return(ImmutableSet.copyOf(Measure.extendedEnum().lookupAllNormalized().values()));
}
/// <summary>
/// Adds the definition of a discount curve to the curve group definition.
/// <para>
/// A curve added with this method cannot be calibrated by the market data system as it does not include
/// a curve definition. It is intended to be used with curves which are supplied by the user.
///
/// </para>
/// </summary>
/// <param name="curveName"> the name of the curve </param>
/// <param name="otherCurrencies"> additional currencies for which the curve can provide discount factors </param>
/// <param name="currency"> the currency for which the curve provides discount rates </param>
/// <returns> this builder </returns>
public RatesCurveGroupDefinitionBuilder addDiscountCurve(CurveName curveName, Currency currency, params Currency[] otherCurrencies)
{
ArgChecker.notNull(curveName, "curveName");
ArgChecker.notNull(currency, "currency");
RatesCurveGroupEntry entry = RatesCurveGroupEntry.builder().curveName(curveName).discountCurrencies(ImmutableSet.copyOf(Lists.asList(currency, otherCurrencies))).build();
return(mergeEntry(entry));
}
