//-----------------------------------------------------------------------
 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);
 }
Пример #4
0
 //-----------------------------------------------------------------------
 /// <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);
 }
Пример #5
0
 /// <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);
 }
Пример #7
0
 /// <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);
 }
Пример #9
0
 /// <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);
 }
Пример #14
0
 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);
 }
Пример #19
0
 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);
 }
Пример #21
0
 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);
 }
Пример #23
0
 /// <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);
 }
Пример #25
0
 /// <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);
 }
Пример #26
0
 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);
 }
Пример #28
0
 /// <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);
 }