//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { SecurityPriceInfo other = (SecurityPriceInfo)obj; return(JodaBeanUtils.equal(tickSize, other.tickSize) && JodaBeanUtils.equal(tickValue, other.tickValue) && JodaBeanUtils.equal(contractSize, other.contractSize)); } return(false); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { LoadedCurveSettings other = (LoadedCurveSettings)obj; return(JodaBeanUtils.equal(curveName, other.curveName) && JodaBeanUtils.equal(xValueType, other.xValueType) && JodaBeanUtils.equal(yValueType, other.yValueType) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(interpolator, other.interpolator) && JodaBeanUtils.equal(extrapolatorLeft, other.extrapolatorLeft) && JodaBeanUtils.equal(extrapolatorRight, other.extrapolatorRight)); } return(false); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborFuturePosition other = (IborFuturePosition)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity)); } return(false); }
//----------------------------------------------------------------------- /// <summary> /// Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'. </summary> /// <param name="name"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder name(string name) { JodaBeanUtils.notNull(name, "name"); this.name_Renamed = name; return(this); }
/// <summary> /// Sets the market convention of the floating leg. </summary> /// <param name="iborLeg"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder iborLeg(IborRateSwapLegConvention iborLeg) { JodaBeanUtils.notNull(iborLeg, "iborLeg"); this.iborLeg_Renamed = iborLeg; return(this); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { SwaptionSabrSensitivity other = (SwaptionSabrSensitivity)obj; return(JodaBeanUtils.equal(volatilitiesName, other.volatilitiesName) && JodaBeanUtils.equal(expiry, other.expiry) && JodaBeanUtils.equal(tenor, other.tenor) && JodaBeanUtils.equal(sensitivityType, other.sensitivityType) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(sensitivity, other.sensitivity)); } return(false); }
/// <summary> /// Creates an instance. </summary> /// <param name="underlying"> the value of the property, not null </param> internal BuiltMarketData(BuiltScenarioMarketData underlying) { JodaBeanUtils.notNull(underlying, "underlying"); this.underlying = underlying; }
/// <summary> /// Sets the market quote convention. /// <para> /// The CDS is quoted in par spread, points upfront or quoted spread. /// See <seealso cref="CdsQuoteConvention"/> for detail. /// </para> /// </summary> /// <param name="quoteConvention"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder quoteConvention(CdsQuoteConvention quoteConvention) { JodaBeanUtils.notNull(quoteConvention, "quoteConvention"); this.quoteConvention_Renamed = quoteConvention; return(this); }
/// <summary> /// Sets the FX swap product that was agreed when the trade occurred. /// <para> /// The product captures the contracted financial details of the trade. /// </para> /// </summary> /// <param name="product"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder product(FxSwap product) { JodaBeanUtils.notNull(product, "product"); this.product_Renamed = product; return(this); }
/// <summary> /// Sets the identifier of the market data value that provides the quoted value. </summary> /// <param name="observableId"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder observableId(ObservableId observableId) { JodaBeanUtils.notNull(observableId, "observableId"); this.observableId_Renamed = observableId; return(this); }
/// <summary> /// Sets the legal entity identifier. /// <para> /// This identifier is used for the reference legal entity of the CDS. /// </para> /// </summary> /// <param name="legalEntityId"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder legalEntityId(StandardId legalEntityId) { JodaBeanUtils.notNull(legalEntityId, "legalEntityId"); this.legalEntityId_Renamed = legalEntityId; return(this); }
//----------------------------------------------------------------------- /// <summary> /// Sets the template for the CDS associated with this node. </summary> /// <param name="template"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder template(CdsTemplate template) { JodaBeanUtils.notNull(template, "template"); this.template_Renamed = template; return(this); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { CdsIsdaCreditCurveNode other = (CdsIsdaCreditCurveNode)obj; return(JodaBeanUtils.equal(template, other.template) && JodaBeanUtils.equal(label, other.label) && JodaBeanUtils.equal(observableId, other.observableId) && JodaBeanUtils.equal(legalEntityId, other.legalEntityId) && JodaBeanUtils.equal(quoteConvention, other.quoteConvention) && JodaBeanUtils.equal(fixedRate, other.fixedRate)); } return(false); }
private SsviFormulaData(DoubleArray parameters) { JodaBeanUtils.notNull(parameters, "parameters"); this.parameters = parameters; validate(); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { GenericVolatilitySurfacePeriodParameterMetadata other = (GenericVolatilitySurfacePeriodParameterMetadata)obj; return(JodaBeanUtils.equal(period, other.period) && JodaBeanUtils.equal(strike, other.strike) && JodaBeanUtils.equal(label, other.label)); } return(false); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborFixingDepositCurveNode other = (IborFixingDepositCurveNode)obj; return(JodaBeanUtils.equal(template, other.template) && JodaBeanUtils.equal(rateId, other.rateId) && JodaBeanUtils.equal(additionalSpread, other.additionalSpread) && JodaBeanUtils.equal(label, other.label) && JodaBeanUtils.equal(date_Renamed, other.date_Renamed) && JodaBeanUtils.equal(dateOrder, other.dateOrder)); } return(false); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ConstantContinuousSingleBarrierKnockoutFunction other = (ConstantContinuousSingleBarrierKnockoutFunction)obj; return(JodaBeanUtils.equal(strike, other.strike) && JodaBeanUtils.equal(timeToExpiry, other.timeToExpiry) && JodaBeanUtils.equal(sign, other.sign) && (numberOfSteps == other.numberOfSteps) && JodaBeanUtils.equal(barrierType, other.barrierType) && JodaBeanUtils.equal(barrierLevel, other.barrierLevel) && JodaBeanUtils.equal(rebate, other.rebate)); } return(false); }
//----------------------------------------------------------------------- /// <summary> /// Sets the template for the Ibor fixing deposit associated with this node. </summary> /// <param name="template"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder template(IborFixingDepositTemplate template) { JodaBeanUtils.notNull(template, "template"); this.template_Renamed = template; return(this); }
private QuoteScenarioArrayId(QuoteId id) { JodaBeanUtils.notNull(id, "id"); this.id = id; }
/// <summary> /// Sets the identifier of the market data value that provides the rate. </summary> /// <param name="rateId"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder rateId(ObservableId rateId) { JodaBeanUtils.notNull(rateId, "rateId"); this.rateId_Renamed = rateId; return(this); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ImmutableOvernightIborSwapConvention other = (ImmutableOvernightIborSwapConvention)obj; return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(overnightLeg, other.overnightLeg) && JodaBeanUtils.equal(iborLeg, other.iborLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset)); } return(false); }
/// <summary> /// Sets the label to use for the node, defaulted. /// <para> /// When building, this will default based on the deposit period if not specified. /// </para> /// </summary> /// <param name="label"> the new value, not empty </param> /// <returns> this, for chaining, not null </returns> public Builder label(string label) { JodaBeanUtils.notEmpty(label, "label"); this.label_Renamed = label; return(this); }
/// <summary> /// Sets the market convention of the floating leg. </summary> /// <param name="overnightLeg"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder overnightLeg(OvernightRateSwapLegConvention overnightLeg) { JodaBeanUtils.notNull(overnightLeg, "overnightLeg"); this.overnightLeg_Renamed = overnightLeg; return(this); }
/// <summary> /// Sets the date order rules, used to ensure that the dates in the curve are in order. /// If not specified, this will default to <seealso cref="CurveNodeDateOrder#DEFAULT"/>. </summary> /// <param name="dateOrder"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder dateOrder(CurveNodeDateOrder dateOrder) { JodaBeanUtils.notNull(dateOrder, "dateOrder"); this.dateOrder_Renamed = dateOrder; return(this); }
/// <summary> /// Sets the offset of the spot value date from the trade date. /// <para> /// The offset is applied to the trade date to find the start date. /// A typical value is "plus 2 business days". /// </para> /// </summary> /// <param name="spotDateOffset"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder spotDateOffset(DaysAdjustment spotDateOffset) { JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset"); this.spotDateOffset_Renamed = spotDateOffset; return(this); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ResolvedIborCapFloorTrade other = (ResolvedIborCapFloorTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(premium, other.premium)); } return(false); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { NormalSwaptionExpiryStrikeVolatilities other = (NormalSwaptionExpiryStrikeVolatilities)obj; return(JodaBeanUtils.equal(convention, other.convention) && JodaBeanUtils.equal(valuationDateTime, other.valuationDateTime) && JodaBeanUtils.equal(surface, other.surface)); } return(false); }
/// <summary> /// Sets the resolved Ibor cap/floor product. /// <para> /// The product captures the contracted financial details of the trade. /// </para> /// </summary> /// <param name="product"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder product(ResolvedIborCapFloor product) { JodaBeanUtils.notNull(product, "product"); this.product_Renamed = product; return(this); }
//----------------------------------------------------------------------- /// <summary> /// Sets the additional position information, defaulted to an empty instance. /// <para> /// This allows additional information to be attached to the position. /// </para> /// </summary> /// <param name="info"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder info(PositionInfo info) { JodaBeanUtils.notNull(info, "info"); this.info_Renamed = info; return(this); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { SimplePriceIndexValues other = (SimplePriceIndexValues)obj; return(JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(valuationDate, other.valuationDate) && JodaBeanUtils.equal(curve, other.curve) && JodaBeanUtils.equal(fixings, other.fixings)); } return(false); }