public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case -1321546630: // template
this.template_Renamed = (ThreeLegBasisSwapTemplate)newValue;
break;
case -938107365: // rateId
this.rateId_Renamed = (ObservableId)newValue;
break;
case 291232890: // additionalSpread
this.additionalSpread_Renamed = (double?)newValue.Value;
break;
case 102727412: // label
this.label_Renamed = (string)newValue;
break;
case 3076014: // date
this.date_Renamed = (CurveNodeDate)newValue;
break;
case -263699392: // dateOrder
this.dateOrder_Renamed = (CurveNodeDateOrder)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ThreeLegBasisSwapCurveNode beanToCopy)
{
this.template_Renamed = beanToCopy.Template;
this.rateId_Renamed = beanToCopy.RateId;
this.additionalSpread_Renamed = beanToCopy.AdditionalSpread;
this.label_Renamed = beanToCopy.Label;
this.date_Renamed = beanToCopy.Date;
this.dateOrder_Renamed = beanToCopy.DateOrder;
}
private ThreeLegBasisSwapCurveNode(ThreeLegBasisSwapTemplate template, ObservableId rateId, double additionalSpread, string label, CurveNodeDate date, CurveNodeDateOrder dateOrder)
{
JodaBeanUtils.notNull(template, "template");
JodaBeanUtils.notNull(rateId, "rateId");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(dateOrder, "dateOrder");
this.template = template;
this.rateId = rateId;
this.additionalSpread = additionalSpread;
this.label = label;
this.date_Renamed = date;
this.dateOrder = dateOrder;
}
private static CurveNode curveThreeLegBasisCurveNode(string conventionStr, string timeStr, string label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order)
{
Matcher matcher = SIMPLE_YM_TIME_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH));
if (!matcher.matches())
{
throw new System.ArgumentException(Messages.format("Invalid time format for Three legs basis swap: {}", timeStr));
}
Period periodToEnd = Period.parse("P" + matcher.group(1));
ThreeLegBasisSwapConvention convention = ThreeLegBasisSwapConvention.of(conventionStr);
ThreeLegBasisSwapTemplate template = ThreeLegBasisSwapTemplate.of(Tenor.of(periodToEnd), convention);
return(ThreeLegBasisSwapCurveNode.builder().template(template).rateId(quoteId).additionalSpread(spread).label(label).date(date).dateOrder(order).build());
}
//-----------------------------------------------------------------------
/// <summary>
/// Sets the template for the swap associated with this node. </summary>
/// <param name="template"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder template(ThreeLegBasisSwapTemplate template)
{
JodaBeanUtils.notNull(template, "template");
this.template_Renamed = template;
return(this);
}
/// <summary>
/// Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
/// </summary>
/// <param name="template"> the template defining the node instrument </param>
/// <param name="rateId"> the identifier of the market data providing the rate for the node instrument </param>
/// <param name="additionalSpread"> the additional spread amount added to the market quote </param>
/// <param name="label"> the label to use for the node, if null or empty an appropriate default label will be used </param>
/// <returns> a node whose instrument is built from the template using a market rate </returns>
public static ThreeLegBasisSwapCurveNode of(ThreeLegBasisSwapTemplate template, ObservableId rateId, double additionalSpread, string label)
{
return(new ThreeLegBasisSwapCurveNode(template, rateId, additionalSpread, label, CurveNodeDate.END, CurveNodeDateOrder.DEFAULT));
}
/// <summary>
/// Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
/// <para>
/// A suitable default label will be created.
///
/// </para>
/// </summary>
/// <param name="template"> the template defining the node instrument </param>
/// <param name="rateId"> the identifier of the market data providing the rate for the node instrument </param>
/// <param name="additionalSpread"> the additional spread amount added to the market quote </param>
/// <returns> a node whose instrument is built from the template using a market rate </returns>
public static ThreeLegBasisSwapCurveNode of(ThreeLegBasisSwapTemplate template, ObservableId rateId, double additionalSpread)
{
return(builder().template(template).rateId(rateId).additionalSpread(additionalSpread).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Returns a curve node for a three leg basis swap using the
/// specified instrument template and rate.
/// <para>
/// A suitable default label will be created.
///
/// </para>
/// </summary>
/// <param name="template"> the template used for building the instrument for the node </param>
/// <param name="rateId"> the identifier of the market rate used when building the instrument for the node </param>
/// <returns> a node whose instrument is built from the template using a market rate </returns>
public static ThreeLegBasisSwapCurveNode of(ThreeLegBasisSwapTemplate template, ObservableId rateId)
{
return(of(template, rateId, 0d));
}
