public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 1574023291: // securityId
this.securityId_Renamed = (SecurityId)newValue;
break;
case 1585636160: // notional
this.notional_Renamed = (AdjustablePayment)newValue;
break;
case 1905311443: // dayCount
this.dayCount_Renamed = (DayCount)newValue;
break;
case -1895216418: // yieldConvention
this.yieldConvention_Renamed = (BillYieldConvention)newValue;
break;
case 866287159: // legalEntityId
this.legalEntityId_Renamed = (LegalEntityId)newValue;
break;
case 135924714: // settlementDateOffset
this.settlementDateOffset_Renamed = (DaysAdjustment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
private CdsIndexTrade(TradeInfo info, CdsIndex product, AdjustablePayment upfrontFee)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.upfrontFee = upfrontFee;
}
private IborCapFloorTrade(TradeInfo info, IborCapFloor product, AdjustablePayment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.premium = premium;
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(Bill beanToCopy)
{
this.securityId_Renamed = beanToCopy.SecurityId;
this.notional_Renamed = beanToCopy.Notional;
this.dayCount_Renamed = beanToCopy.DayCount;
this.yieldConvention_Renamed = beanToCopy.YieldConvention;
this.legalEntityId_Renamed = beanToCopy.LegalEntityId;
this.settlementDateOffset_Renamed = beanToCopy.SettlementDateOffset;
}
private FxSingleBarrierOptionTrade(TradeInfo info, FxSingleBarrierOption product, AdjustablePayment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
JodaBeanUtils.notNull(premium, "premium");
this.info = info;
this.product = product;
this.premium = premium;
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="securityId"> the value of the property, not null </param>
/// <param name="notional"> the value of the property, not null </param>
/// <param name="dayCount"> the value of the property, not null </param>
/// <param name="yieldConvention"> the value of the property, not null </param>
/// <param name="legalEntityId"> the value of the property, not null </param>
/// <param name="settlementDateOffset"> the value of the property, not null </param>
internal Bill(SecurityId securityId, AdjustablePayment notional, DayCount dayCount, BillYieldConvention yieldConvention, LegalEntityId legalEntityId, DaysAdjustment settlementDateOffset)
{
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notNull(notional, "notional");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(yieldConvention, "yieldConvention");
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.securityId = securityId;
this.notional = notional;
this.dayCount = dayCount;
this.yieldConvention = yieldConvention;
this.legalEntityId = legalEntityId;
this.settlementDateOffset = settlementDateOffset;
validate();
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (CdsIndex)newValue;
break;
case 963468344: // upfrontFee
this.upfrontFee_Renamed = (AdjustablePayment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (FxSingleBarrierOption)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (AdjustablePayment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Sets the upfront fee of the product.
/// <para>
/// This specifies a single amount payable by the buyer to the seller.
/// Thus the sign must be compatible with the product Pay/Receive flag.
/// </para>
/// <para>
/// Some CDSs, especially legacy products, are traded at par and the upfront fee is not paid.
/// </para>
/// </summary>
/// <param name="upfrontFee"> the new value </param>
/// <returns> this, for chaining, not null </returns>
public Builder upfrontFee(AdjustablePayment upfrontFee)
{
this.upfrontFee_Renamed = upfrontFee;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(CdsIndexTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.upfrontFee_Renamed = beanToCopy.upfrontFee;
}
/// <summary>
/// Sets the optional premium of the product.
/// <para>
/// For most Ibor cap/floor products, a premium is paid upfront. This typically occurs instead
/// of periodic payments based on fixed or Ibor rates over the lifetime of the product.
/// </para>
/// <para>
/// The premium sign must be compatible with the product Pay/Receive flag.
/// </para>
/// </summary>
/// <param name="premium"> the new value </param>
/// <returns> this, for chaining, not null </returns>
public Builder premium(AdjustablePayment premium)
{
this.premium_Renamed = premium;
return(this);
}
public CdsTrade createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
{
return(accrualStart.Equals(AccrualStart.IMM_DATE) ? convention.createTrade(legalEntityId, tradeDate, tenor, buySell, notional, fixedRate, upFrontFee, refData) : convention.createTrade(legalEntityId, tradeDate, tradeDate.plusDays(1), tenor, buySell, notional, fixedRate, upFrontFee, refData));
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(FxVanillaOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
/// <summary>
/// Sets the adjustable notional payment of the bill notional, the amount must be positive. </summary>
/// <param name="notional"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder notional(AdjustablePayment notional)
{
JodaBeanUtils.notNull(notional, "notional");
this.notional_Renamed = notional;
return(this);
}
/// <summary>
/// Obtains an instance of a Swaption trade with an adjustable payment.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <param name="premium"> the premium </param>
/// <returns> the trade </returns>
public static SwaptionTrade of(TradeInfo info, Swaption product, AdjustablePayment premium)
{
return(new SwaptionTrade(info, product, premium));
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(FxSingleBarrierOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(IborCapFloorTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.premium;
}
/// <summary>
/// Sets the premium of the FX option.
/// <para>
/// The premium sign should be compatible with the product Long/Short flag.
/// This means that the premium is negative for long and positive for short.
/// </para>
/// </summary>
/// <param name="premium"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder premium(AdjustablePayment premium)
{
JodaBeanUtils.notNull(premium, "premium");
this.premium_Renamed = premium;
return(this);
}
public CdsTrade createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
{
ArgChecker.inOrderNotEqual(tradeDate, endDate, "tradeDate", "endDate");
return(convention.createTrade(legalEntityId, tradeDate, startDate, endDate, buySell, notional, fixedRate, upFrontFee, refData));
}