//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private ResolvedSwap(java.util.List<ResolvedSwapLeg> legs)
private ResolvedSwap(IList <ResolvedSwapLeg> legs)
{
JodaBeanUtils.notEmpty(legs, "legs");
this.legs = ImmutableList.copyOf(legs);
this.currencies = buildCurrencies(legs);
this.indices = buildIndices(legs);
}
private ResolvedTradeParameterMetadata(ResolvedTrade trade, string label)
{
JodaBeanUtils.notNull(trade, "trade");
JodaBeanUtils.notEmpty(label, "label");
this.trade = trade;
this.label = label;
}
private SwaptionSurfaceExpiryTenorParameterMetadata(double yearFraction, double tenor, string label)
{
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.tenor = tenor;
this.label = label;
}
private LabelDateParameterMetadata(LocalDate date, string label)
{
JodaBeanUtils.notNull(date, "date");
JodaBeanUtils.notEmpty(label, "label");
this.date = date;
this.label = label;
}
private SwaptionSurfaceExpirySimpleMoneynessParameterMetadata(double yearFraction, double simpleMoneyness, string label)
{
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.simpleMoneyness = simpleMoneyness;
this.label = label;
}
private TenorParameterMetadata(Tenor tenor, string label)
{
JodaBeanUtils.notNull(tenor, "tenor");
JodaBeanUtils.notEmpty(label, "label");
this.tenor = tenor;
this.label = label;
}
private SwaptionSurfaceExpiryStrikeParameterMetadata(double yearFraction, double strike, string label)
{
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.strike = strike;
this.label = label;
}
private GenericVolatilitySurfaceYearFractionParameterMetadata(double yearFraction, Strike strike, string label)
{
JodaBeanUtils.notNull(strike, "strike");
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.strike = strike;
this.label = label;
}
private GenericVolatilitySurfacePeriodParameterMetadata(Period period, Strike strike, string label)
{
JodaBeanUtils.notNull(strike, "strike");
JodaBeanUtils.notEmpty(label, "label");
this.period = period;
this.strike = strike;
this.label = label;
}
private TenorDateParameterMetadata(LocalDate date, Tenor tenor, string label)
{
JodaBeanUtils.notNull(date, "date");
JodaBeanUtils.notNull(tenor, "tenor");
JodaBeanUtils.notEmpty(label, "label");
this.date = date;
this.tenor = tenor;
this.label = label;
}
private Schedule(IList <SchedulePeriod> periods, Frequency frequency, RollConvention rollConvention)
{
JodaBeanUtils.notEmpty(periods, "periods");
JodaBeanUtils.notNull(frequency, "frequency");
JodaBeanUtils.notNull(rollConvention, "rollConvention");
this.periods = ImmutableList.copyOf(periods);
this.frequency = frequency;
this.rollConvention = rollConvention;
}
private YearMonthDateParameterMetadata(LocalDate date, YearMonth yearMonth, string label)
{
JodaBeanUtils.notNull(date, "date");
JodaBeanUtils.notNull(yearMonth, "yearMonth");
JodaBeanUtils.notEmpty(label, "label");
this.date = date;
this.yearMonth = yearMonth;
this.label = label;
}
private CalculationTasks(IList <CalculationTarget> targets, IList <Column> columns, IList <CalculationTask> tasks)
{
JodaBeanUtils.notEmpty(targets, "targets");
JodaBeanUtils.notEmpty(columns, "columns");
JodaBeanUtils.notEmpty(tasks, "tasks");
this.targets = ImmutableList.copyOf(targets);
this.columns = ImmutableList.copyOf(columns);
this.tasks = ImmutableList.copyOf(tasks);
}
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 ImmutableFloatingRateName(string externalName, string indexName, FloatingRateType type, int?fixingDateOffsetDays)
{
JodaBeanUtils.notEmpty(externalName, "externalName");
JodaBeanUtils.notEmpty(indexName, "indexName");
JodaBeanUtils.notNull(type, "type");
this.externalName = externalName;
this.indexName = indexName;
this.type = type;
this.fixingDateOffsetDays = fixingDateOffsetDays;
}
private FxVolatilitySurfaceYearFractionParameterMetadata(double yearFraction, Strike strike, CurrencyPair currencyPair, string label)
{
JodaBeanUtils.notNull(strike, "strike");
JodaBeanUtils.notNull(currencyPair, "currencyPair");
JodaBeanUtils.notEmpty(label, "label");
this.yearFraction = yearFraction;
this.strike = strike;
this.currencyPair = currencyPair;
this.label = label;
}
private CalculationTask(CalculationTarget target, CalculationFunction <CalculationTarget> function, CalculationParameters parameters, IList <CalculationTaskCell> cells)
{
JodaBeanUtils.notNull(target, "target");
JodaBeanUtils.notNull(function, "function");
JodaBeanUtils.notNull(parameters, "parameters");
JodaBeanUtils.notEmpty(cells, "cells");
this.target = target;
this.function = function;
this.parameters = parameters;
this.cells = ImmutableList.copyOf(cells);
}
//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private FailureItem(FailureReason reason, String message, java.util.Map<String, String> attributes, String stackTrace, Class causeType)
private FailureItem(FailureReason reason, string message, IDictionary <string, string> attributes, string stackTrace, Type causeType)
{
this.attributes = ImmutableMap.copyOf(attributes);
JodaBeanUtils.notNull(reason, "reason");
JodaBeanUtils.notEmpty(message, "message");
JodaBeanUtils.notNull(stackTrace, "stackTrace");
this.reason = reason;
this.message = message;
this.stackTrace = INTERNER.intern(stackTrace);
this.causeType = causeType;
}
private ImmutableSwapIndex(string name, bool active, LocalTime fixingTime, ZoneId fixingZone, FixedIborSwapTemplate template)
{
JodaBeanUtils.notEmpty(name, "name");
JodaBeanUtils.notNull(fixingTime, "fixingTime");
JodaBeanUtils.notNull(fixingZone, "fixingZone");
JodaBeanUtils.notNull(template, "template");
this.name = name;
this.active = active;
this.fixingTime = fixingTime;
this.fixingZone = fixingZone;
this.template = template;
}
private ImmutableCreditRatesProvider(LocalDate valuationDate, IDictionary <Pair <StandardId, Currency>, LegalEntitySurvivalProbabilities> creditCurves, IDictionary <Currency, CreditDiscountFactors> discountCurves, IDictionary <StandardId, RecoveryRates> recoveryRateCurves)
{
JodaBeanUtils.notNull(valuationDate, "valuationDate");
JodaBeanUtils.notNull(creditCurves, "creditCurves");
JodaBeanUtils.notEmpty(discountCurves, "discountCurves");
JodaBeanUtils.notEmpty(recoveryRateCurves, "recoveryRateCurves");
this.valuationDate = valuationDate;
this.creditCurves = ImmutableMap.copyOf(creditCurves);
this.discountCurves = ImmutableMap.copyOf(discountCurves);
this.recoveryRateCurves = ImmutableMap.copyOf(recoveryRateCurves);
validate();
}
private IborFixingDepositCurveNode(IborFixingDepositTemplate 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 DummyFraCurveNode(Period periodToStart, Period periodToEnd, ObservableId rateId, double spread, string label, CurveNodeDateOrder order)
{
JodaBeanUtils.notNull(periodToStart, "periodToStart");
JodaBeanUtils.notNull(periodToEnd, "periodToEnd");
JodaBeanUtils.notNull(rateId, "rateId");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(order, "order");
this.periodToStart = periodToStart;
this.periodToEnd = periodToEnd;
this.rateId = rateId;
this.spread = spread;
this.label = label;
this.order = order;
}
private FxSwapCurveNode(FxSwapTemplate template, FxRateId fxRateId, ObservableId farForwardPointsId, string label, CurveNodeDate date, CurveNodeDateOrder dateOrder)
{
JodaBeanUtils.notNull(template, "template");
JodaBeanUtils.notNull(fxRateId, "fxRateId");
JodaBeanUtils.notNull(farForwardPointsId, "farForwardPointsId");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(dateOrder, "dateOrder");
this.template = template;
this.fxRateId = fxRateId;
this.farForwardPointsId = farForwardPointsId;
this.label = label;
this.date_Renamed = date;
this.dateOrder = dateOrder;
}
private DepositIsdaCreditCurveNode(string label, ObservableId observableId, Tenor tenor, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount)
{
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(observableId, "observableId");
JodaBeanUtils.notNull(tenor, "tenor");
JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset");
JodaBeanUtils.notNull(businessDayAdjustment, "businessDayAdjustment");
JodaBeanUtils.notNull(dayCount, "dayCount");
this.label = label;
this.observableId = observableId;
this.tenor = tenor;
this.spotDateOffset = spotDateOffset;
this.businessDayAdjustment = businessDayAdjustment;
this.dayCount = dayCount;
}
private XCcyIborIborSwapCurveNode(XCcyIborIborSwapTemplate template, FxRateId fxRateId, ObservableId spreadId, double additionalSpread, string label, CurveNodeDate date, CurveNodeDateOrder dateOrder)
{
JodaBeanUtils.notNull(template, "template");
JodaBeanUtils.notNull(fxRateId, "fxRateId");
JodaBeanUtils.notNull(spreadId, "spreadId");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(dateOrder, "dateOrder");
this.template = template;
this.fxRateId = fxRateId;
this.spreadId = spreadId;
this.additionalSpread = additionalSpread;
this.label = label;
this.date_Renamed = date;
this.dateOrder = dateOrder;
}
private CdsIsdaCreditCurveNode(CdsTemplate template, string label, ObservableId observableId, StandardId legalEntityId, CdsQuoteConvention quoteConvention, double?fixedRate)
{
JodaBeanUtils.notNull(template, "template");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(observableId, "observableId");
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
JodaBeanUtils.notNull(quoteConvention, "quoteConvention");
this.template = template;
this.label = label;
this.observableId = observableId;
this.legalEntityId = legalEntityId;
this.quoteConvention = quoteConvention;
this.fixedRate = fixedRate;
validate();
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="paymentDate"> the value of the property, not null </param>
/// <param name="accrualPeriods"> the value of the property, not empty </param>
/// <param name="dayCount"> the value of the property, not null </param>
/// <param name="currency"> the value of the property, not null </param>
/// <param name="fxReset"> the value of the property </param>
/// <param name="notional"> the value of the property </param>
/// <param name="compoundingMethod"> the value of the property, not null </param>
internal RatePaymentPeriod(LocalDate paymentDate, IList <RateAccrualPeriod> accrualPeriods, DayCount dayCount, Currency currency, FxReset fxReset, double notional, CompoundingMethod compoundingMethod)
{
JodaBeanUtils.notNull(paymentDate, "paymentDate");
JodaBeanUtils.notEmpty(accrualPeriods, "accrualPeriods");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(compoundingMethod, "compoundingMethod");
this.paymentDate = paymentDate;
this.accrualPeriods = ImmutableList.copyOf(accrualPeriods);
this.dayCount = dayCount;
this.currency = currency;
this.fxReset = fxReset;
this.notional = notional;
this.compoundingMethod = compoundingMethod;
validate();
}
private CdsIndexIsdaCreditCurveNode(CdsTemplate template, string label, ObservableId observableId, StandardId cdsIndexId, IList <StandardId> legalEntityIds, CdsQuoteConvention quoteConvention, double?fixedRate)
{
JodaBeanUtils.notNull(template, "template");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(observableId, "observableId");
JodaBeanUtils.notNull(cdsIndexId, "cdsIndexId");
JodaBeanUtils.notNull(legalEntityIds, "legalEntityIds");
JodaBeanUtils.notNull(quoteConvention, "quoteConvention");
this.template = template;
this.label = label;
this.observableId = observableId;
this.cdsIndexId = cdsIndexId;
this.legalEntityIds = ImmutableList.copyOf(legalEntityIds);
this.quoteConvention = quoteConvention;
this.fixedRate = fixedRate;
validate();
}
private ResolvedCds(BuySell buySell, StandardId legalEntityId, IList <CreditCouponPaymentPeriod> paymentPeriods, LocalDate protectionEndDate, DayCount dayCount, PaymentOnDefault paymentOnDefault, ProtectionStartOfDay protectionStart, DaysAdjustment stepinDateOffset, DaysAdjustment settlementDateOffset)
{
JodaBeanUtils.notNull(buySell, "buySell");
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
JodaBeanUtils.notEmpty(paymentPeriods, "paymentPeriods");
JodaBeanUtils.notNull(protectionEndDate, "protectionEndDate");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(paymentOnDefault, "paymentOnDefault");
JodaBeanUtils.notNull(protectionStart, "protectionStart");
JodaBeanUtils.notNull(stepinDateOffset, "stepinDateOffset");
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.buySell = buySell;
this.legalEntityId = legalEntityId;
this.paymentPeriods = ImmutableList.copyOf(paymentPeriods);
this.protectionEndDate = protectionEndDate;
this.dayCount = dayCount;
this.paymentOnDefault = paymentOnDefault;
this.protectionStart = protectionStart;
this.stepinDateOffset = stepinDateOffset;
this.settlementDateOffset = settlementDateOffset;
}
/// <summary>
/// Sets the label to use for the node, defaulted.
/// <para>
/// When building, this will default based on the tenor 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);
}
