private FxSwapTemplate(Period periodToNear, Period periodToFar, FxSwapConvention convention)
{
JodaBeanUtils.notNull(periodToNear, "periodToNear");
JodaBeanUtils.notNull(periodToFar, "periodToFar");
JodaBeanUtils.notNull(convention, "convention");
this.periodToNear = periodToNear;
this.periodToFar = periodToFar;
this.convention = convention;
validate();
}
private static CurveNode curveFxSwapCurveNode(string conventionStr, string timeStr, string label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order)
{
if (!DoubleMath.fuzzyEquals(spread, 0d, 1e-10d))
{
throw new System.ArgumentException("Additional spread must be zero for FX swaps");
}
Matcher matcher = SIMPLE_YMD_TIME_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH));
if (!matcher.matches())
{
throw new System.ArgumentException(Messages.format("Invalid time format for FX swap: {}", timeStr));
}
Period periodToEnd = Period.parse("P" + matcher.group(1));
FxSwapConvention convention = FxSwapConvention.of(conventionStr);
FxSwapTemplate template = FxSwapTemplate.of(periodToEnd, convention);
return(FxSwapCurveNode.builder().template(template).farForwardPointsId(quoteId).label(label).date(date).dateOrder(order).build());
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case -18701724: // periodToNear
this.periodToNear_Renamed = (Period)newValue;
break;
case -970442405: // periodToFar
this.periodToFar_Renamed = (Period)newValue;
break;
case 2039569265: // convention
this.convention_Renamed = (FxSwapConvention)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains a template based on the specified period and convention.
/// <para>
/// The near date is equal to the spot date.
/// The period from the spot date to the far date is specified
/// </para>
/// <para>
/// For example, a '6M' FX swap has a near leg on the spot date and a period from spot to the far date of 6 months
///
/// </para>
/// </summary>
/// <param name="periodToFar"> the period between the spot date and the far date </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static FxSwapTemplate of(Period periodToFar, FxSwapConvention convention)
{
return(FxSwapTemplate.builder().periodToNear(Period.ZERO).periodToFar(periodToFar).convention(convention).build());
}
/// <summary>
/// Sets the underlying FX Swap convention.
/// <para>
/// This specifies the market convention of the FX Swap to be created.
/// </para>
/// </summary>
/// <param name="convention"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder convention(FxSwapConvention convention)
{
JodaBeanUtils.notNull(convention, "convention");
this.convention_Renamed = convention;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(FxSwapTemplate beanToCopy)
{
this.periodToNear_Renamed = beanToCopy.PeriodToNear;
this.periodToFar_Renamed = beanToCopy.PeriodToFar;
this.convention_Renamed = beanToCopy.Convention;
}
