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Minor: apply some inspector and reformatting cleanups to IRS.kt

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This commit is contained in:
Mike Hearn 2016-07-27 11:11:13 +02:00
parent 38f4711a80
commit 889b74ca9b
1 changed files with 23 additions and 18 deletions
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41
contracts/src/main/kotlin/com/r3corda/contracts/IRS.kt
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@ -77,7 +77,7 @@ abstract class RatePaymentEvent(date: LocalDate,
// TODO : Fix below (use daycount convention for division, not hardcoded 360 etc)
val dayCountFactor: BigDecimal get() = (BigDecimal(days).divide(BigDecimal(360.0), 8, RoundingMode.HALF_UP)).setScale(4, RoundingMode.HALF_UP)
open fun asCSV() = "$accrualStartDate,$accrualEndDate,$dayCountFactor,$days,$date,${notional.token},${notional},$rate,$flow"
open fun asCSV() = "$accrualStartDate,$accrualEndDate,$dayCountFactor,$days,$date,${notional.token},$notional,$rate,$flow"
override fun equals(other: Any?): Boolean {
if (this === other) return true
@ -114,8 +114,7 @@ class FixedRatePaymentEvent(date: LocalDate,
val CSVHeader = RatePaymentEvent.CSVHeader
}
override val flow: Amount<Currency> get() =
Amount<Currency>(dayCountFactor.times(BigDecimal(notional.quantity)).times(rate.ratioUnit!!.value).toLong(), notional.token)
override val flow: Amount<Currency> get() = Amount(dayCountFactor.times(BigDecimal(notional.quantity)).times(rate.ratioUnit!!.value).toLong(), notional.token)
override fun toString(): String =
"FixedRatePaymentEvent $accrualStartDate -> $accrualEndDate : $dayCountFactor : $days : $date : $notional : $rate : $flow"
@ -140,13 +139,13 @@ class FloatingRatePaymentEvent(date: LocalDate,
override val flow: Amount<Currency> get() {
// TODO: Should an uncalculated amount return a zero ? null ? etc.
val v = rate.ratioUnit?.value ?: return Amount<Currency>(0, notional.token)
return Amount<Currency>(dayCountFactor.times(BigDecimal(notional.quantity)).times(v).toLong(), notional.token)
val v = rate.ratioUnit?.value ?: return Amount(0, notional.token)
return Amount(dayCountFactor.times(BigDecimal(notional.quantity)).times(v).toLong(), notional.token)
}
override fun toString(): String = "FloatingPaymentEvent $accrualStartDate -> $accrualEndDate : $dayCountFactor : $days : $date : $notional : $rate (fix on $fixingDate): $flow"
override fun asCSV(): String = "$accrualStartDate,$accrualEndDate,$dayCountFactor,$days,$date,${notional.token},${notional},$fixingDate,$rate,$flow"
override fun asCSV(): String = "$accrualStartDate,$accrualEndDate,$dayCountFactor,$days,$date,${notional.token},$notional,$fixingDate,$rate,$flow"
/**
* Used for making immutables.
@ -450,7 +449,7 @@ class InterestRateSwap() : ClauseVerifier() {
override val clauses: List<SingleClause> = listOf(Clause.Timestamped(), Clause.Group())
override fun extractCommands(tx: TransactionForContract): Collection<AuthenticatedObject<CommandData>>
= tx.commands.select<Commands>() + tx.commands.select<TimestampCommand>()
= tx.commands.select<Commands>() + tx.commands.select<TimestampCommand>()
interface Clause {
/**
@ -498,8 +497,9 @@ class InterestRateSwap() : ClauseVerifier() {
fun getFloatingLegPaymentsDifferences(payments1: Map<LocalDate, Event>, payments2: Map<LocalDate, Event>): List<Pair<LocalDate, Pair<FloatingRatePaymentEvent, FloatingRatePaymentEvent>>> {
val diff1 = payments1.filter { payments1[it.key] != payments2[it.key] }
val diff2 = payments2.filter { payments1[it.key] != payments2[it.key] }
val ret = (diff1.keys + diff2.keys).map { it to Pair(diff1.get(it) as FloatingRatePaymentEvent, diff2.get(it) as FloatingRatePaymentEvent) }
return ret
return (diff1.keys + diff2.keys).map {
it to Pair(diff1[it] as FloatingRatePaymentEvent, diff2[it] as FloatingRatePaymentEvent)
}
}
}
@ -513,6 +513,7 @@ class InterestRateSwap() : ClauseVerifier() {
// Group by Trade ID for in / out states
return tx.groupStates() { state: InterestRateSwap.State -> state.common.tradeID }
}
override val clauses: List<GroupClause<State, String>>
get() = listOf(Agree(), Fix(), Pay(), Mature())
}
@ -530,12 +531,11 @@ class InterestRateSwap() : ClauseVerifier() {
// derived as the correct notary
@Suppress("DEPRECATION")
val command = tx.commands.getTimestampByName("Mock Company 0", "Notary Service", "Bank A")
val time = command?.midpoint
if (time == null) throw IllegalArgumentException("must be timestamped")
return setOf(command!!)
?: throw IllegalArgumentException("must be timestamped")
return setOf(command)
}
}
class Agree : AbstractIRSClause() {
override val requiredCommands: Set<Class<out CommandData>>
get() = setOf(Commands.Agree::class.java)
@ -572,6 +572,7 @@ class InterestRateSwap() : ClauseVerifier() {
return setOf(command.value)
}
}
class Fix : AbstractIRSClause() {
override val requiredCommands: Set<Class<out CommandData>>
get() = setOf(Commands.Fix::class.java)
@ -618,6 +619,7 @@ class InterestRateSwap() : ClauseVerifier() {
return setOf(command.value)
}
}
class Pay : AbstractIRSClause() {
override val requiredCommands: Set<Class<out CommandData>>
get() = setOf(Commands.Pay::class.java)
@ -634,6 +636,7 @@ class InterestRateSwap() : ClauseVerifier() {
return setOf(command.value)
}
}
class Mature : AbstractIRSClause() {
override val requiredCommands: Set<Class<out CommandData>>
get() = setOf(Commands.Mature::class.java)
@ -732,9 +735,9 @@ class InterestRateSwap() : ClauseVerifier() {
fun evaluateCalculation(businessDate: LocalDate, expression: Expression = calculation.expression): Any {
// TODO: Jexl is purely for prototyping. It may be replaced
// TODO: Whatever we do use must be secure and sandboxed
var jexl = JexlBuilder().create()
var expr = jexl.createExpression(expression.expr)
var jc = MapContext()
val jexl = JexlBuilder().create()
val expr = jexl.createExpression(expression.expr)
val jc = MapContext()
jc.set("fixedLeg", fixedLeg)
jc.set("floatingLeg", floatingLeg)
jc.set("calculation", calculation)
@ -783,12 +786,12 @@ class InterestRateSwap() : ClauseVerifier() {
floatingLeg.rollConvention,
endDate = floatingLeg.terminationDate)
var floatingLegPaymentSchedule: MutableMap<LocalDate, FloatingRatePaymentEvent> = HashMap()
val floatingLegPaymentSchedule: MutableMap<LocalDate, FloatingRatePaymentEvent> = HashMap()
periodStartDate = floatingLeg.effectiveDate
// Now create a schedule for the floating and fixes.
for (periodEndDate in dates) {
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, floatingLeg.paymentDelay)
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, floatingLeg.paymentDelay)
val paymentEvent = FloatingRatePaymentEvent(
paymentDate,
periodStartDate,
@ -818,6 +821,8 @@ class InterestRateSwap() : ClauseVerifier() {
}
}
// XXX: This generateFix method appears to be buggy, but the fixing code in general appears to have got messy after the clauses refactoring.
// TODO: Replace with rates oracle
fun generateFix(tx: TransactionBuilder, irs: StateAndRef<State>, fixing: Pair<LocalDate, Rate>) {
tx.addInputState(irs)