| /******************************************************************************* |
| * Copyright (c) 2012, 2020 Original authors and others. |
| * |
| * This program and the accompanying materials are made |
| * available under the terms of the Eclipse Public License 2.0 |
| * which is available at https://www.eclipse.org/legal/epl-2.0/ |
| * |
| * SPDX-License-Identifier: EPL-2.0 |
| * |
| * Contributors: |
| * Original authors and others - initial API and implementation |
| ******************************************************************************/ |
| package org.eclipse.nebula.widgets.nattable.dataset.pricing; |
| |
| import org.eclipse.nebula.widgets.nattable.dataset.generator.DataValueGenerator; |
| import org.eclipse.nebula.widgets.nattable.dataset.generator.GenerateDouble; |
| import org.eclipse.nebula.widgets.nattable.dataset.generator.GenerateListOfStrings; |
| import org.eclipse.nebula.widgets.nattable.dataset.pricing.valuegenerator.BidAskTypeValueGenerator; |
| import org.eclipse.nebula.widgets.nattable.dataset.pricing.valuegenerator.ErrorSeverityValueGenerator; |
| import org.eclipse.nebula.widgets.nattable.dataset.pricing.valuegenerator.IsinValueGenerator; |
| import org.eclipse.nebula.widgets.nattable.dataset.valuegenerator.SentenceValueGenerator; |
| |
| public class PricingDataBean { |
| |
| @DataValueGenerator(IsinValueGenerator.class) |
| private String isin; |
| |
| // bid ask stuff |
| @GenerateDouble(range = 10000) |
| private double bid; |
| @GenerateDouble(range = 500) |
| private double bidYield; |
| @GenerateDouble(range = 10000) |
| private double ask; |
| @GenerateDouble(range = 500) |
| private double askYield; |
| @GenerateDouble(floor = -10, range = 100) |
| private double bidOverAsk; |
| private double bidOverAskP; |
| private double bidSpread; |
| private double askSpread; |
| @DataValueGenerator(BidAskTypeValueGenerator.class) |
| private String bidAskType; |
| |
| // closing |
| @GenerateDouble(range = 10000) |
| private double closingPrice; |
| @GenerateDouble(range = 500) |
| private double closingYield; |
| private double closingSpread; |
| private double priceChange; |
| @GenerateDouble(range = 500) |
| private double yieldChange; |
| private double spreadChange; |
| |
| // analytics? |
| private double basisPointValue; |
| private double modDuration; |
| private double convexity; |
| |
| // trading group |
| private String nativeTradingGroup; |
| private double tgPosition; |
| private double tgPL; |
| private double tgClosingPL; |
| private double tgCostOfInventory; |
| private double tgAverageCost; |
| private double tgUnrealizedPL; |
| private double tgNetPL; |
| |
| // IDN |
| private double idnBid; |
| private double idnBidYield; |
| private double idnBidSize; |
| private double idnBidSpread; |
| private double idnAskYield; |
| |
| // TD |
| private double tdPosition; |
| private double tdTradingPL; |
| private double tdClosingPL; |
| private double tdCostOfInventory; |
| private double tdAvgCost; |
| private double tdUnrealizedPL; |
| private double tdNetPL; |
| |
| @GenerateListOfStrings(values = { "STATS", "CSSXML", "SPREADSHEET", |
| "POCKET_CALCULATOR" }) |
| private String pricingSource; |
| @DataValueGenerator(SentenceValueGenerator.class) |
| private String comments; |
| @GenerateListOfStrings(values = { "23M", "5YR", "OLDR3", "OLDTTT" }, nullLoadFactor = 24) |
| private String alias; |
| @GenerateListOfStrings(values = { "1MO", "2YR", "3YR", "30YR", |
| "ESPEED 2YR", "OLD2YR", "S 0 08/15/18", "T 3 1/2 08/15/09", |
| "T 3 1/2 12/15/09", "T 4 04/15/10", "T 4 3/4 02/15/37", |
| "T 4 7/8 08/31/08" }) |
| private String baseIssue; |
| @GenerateListOfStrings(values = { "ATT", "BTEC", "MANUAL_PRICE", |
| "MANUAL_YIELD", "PPSST", "Y_SS" }) |
| private String pricingModel; |
| @GenerateListOfStrings(values = { "B", "CPN" }) |
| private String securityType; |
| |
| // error |
| @GenerateListOfStrings(nullLoadFactor = 19, values = { |
| "Market price data not available", "Market price is not available", |
| "Pricing model not supported", |
| "Security cannot be priced; calculation errors encountered" }) |
| private String errorMessage; |
| @DataValueGenerator(ErrorSeverityValueGenerator.class) |
| private int errorSeverity; |
| |
| public PricingDataBean() { |
| } |
| |
| public String getIsin() { |
| return this.isin; |
| } |
| |
| public void setIsin(String isin) { |
| this.isin = isin; |
| } |
| |
| public double getBid() { |
| return this.bid; |
| } |
| |
| public void setBid(double bid) { |
| this.bid = bid; |
| } |
| |
| public double getBidYield() { |
| return this.bidYield; |
| } |
| |
| public void setBidYield(double bidYield) { |
| this.bidYield = bidYield; |
| } |
| |
| public double getAsk() { |
| return this.ask; |
| } |
| |
| public void setAsk(double ask) { |
| this.ask = ask; |
| } |
| |
| public double getAskYield() { |
| return this.askYield; |
| } |
| |
| public void setAskYield(double askYield) { |
| this.askYield = askYield; |
| } |
| |
| public double getBidOverAsk() { |
| return this.bidOverAsk; |
| } |
| |
| public void setBidOverAsk(double bidOverAsk) { |
| this.bidOverAsk = bidOverAsk; |
| } |
| |
| public String getBidAskType() { |
| return this.bidAskType; |
| } |
| |
| public void setBidAskType(String bidkAskType) { |
| this.bidAskType = bidkAskType; |
| } |
| |
| public double getClosingPrice() { |
| return this.closingPrice; |
| } |
| |
| public void setClosingPrice(double closingPrice) { |
| this.closingPrice = closingPrice; |
| } |
| |
| public double getClosingYield() { |
| return this.closingYield; |
| } |
| |
| public void setClosingYield(double closingYield) { |
| this.closingYield = closingYield; |
| } |
| |
| public double getClosingSpread() { |
| return this.closingSpread; |
| } |
| |
| public void setClosingSpread(double closingSpread) { |
| this.closingSpread = closingSpread; |
| } |
| |
| public double getPriceChange() { |
| return this.priceChange; |
| } |
| |
| public void setPriceChange(double priceChange) { |
| this.priceChange = priceChange; |
| } |
| |
| public double getYieldChange() { |
| return this.yieldChange; |
| } |
| |
| public void setYieldChange(double yieldChange) { |
| this.yieldChange = yieldChange; |
| } |
| |
| public double getSpreadChange() { |
| return this.spreadChange; |
| } |
| |
| public void setSpreadChange(double spreadChange) { |
| this.spreadChange = spreadChange; |
| } |
| |
| public double getBasisPointValue() { |
| return this.basisPointValue; |
| } |
| |
| public void setBasisPointValue(double basisPointValue) { |
| this.basisPointValue = basisPointValue; |
| } |
| |
| public double getModDuration() { |
| return this.modDuration; |
| } |
| |
| public void setModDuration(double modDuration) { |
| this.modDuration = modDuration; |
| } |
| |
| public double getConvexity() { |
| return this.convexity; |
| } |
| |
| public void setConvexity(double convexity) { |
| this.convexity = convexity; |
| } |
| |
| public String getNativeTradingGroup() { |
| return this.nativeTradingGroup; |
| } |
| |
| public void setNativeTradingGroup(String nativeTradingGroup) { |
| this.nativeTradingGroup = nativeTradingGroup; |
| } |
| |
| public double getTgPosition() { |
| return this.tgPosition; |
| } |
| |
| public void setTgPosition(double tgPosition) { |
| this.tgPosition = tgPosition; |
| } |
| |
| public double getTgPL() { |
| return this.tgPL; |
| } |
| |
| public void setTgPL(double tgPL) { |
| this.tgPL = tgPL; |
| } |
| |
| public double getTgClosingPL() { |
| return this.tgClosingPL; |
| } |
| |
| public void setTgClosingPL(double tgClosingPL) { |
| this.tgClosingPL = tgClosingPL; |
| } |
| |
| public double getTgCostOfInventory() { |
| return this.tgCostOfInventory; |
| } |
| |
| public void setTgCostOfInventory(double tgCostOfInventory) { |
| this.tgCostOfInventory = tgCostOfInventory; |
| } |
| |
| public double getTgAverageCost() { |
| return this.tgAverageCost; |
| } |
| |
| public void setTgAverageCost(double tgAverageCost) { |
| this.tgAverageCost = tgAverageCost; |
| } |
| |
| public double getTgUnrealizedPL() { |
| return this.tgUnrealizedPL; |
| } |
| |
| public void setTgUnrealizedPL(double tgUnrealizedPL) { |
| this.tgUnrealizedPL = tgUnrealizedPL; |
| } |
| |
| public double getTgNetPL() { |
| return this.tgNetPL; |
| } |
| |
| public void setTgNetPL(double tgNetPL) { |
| this.tgNetPL = tgNetPL; |
| } |
| |
| public double getIdnBid() { |
| return this.idnBid; |
| } |
| |
| public void setIdnBid(double idnBid) { |
| this.idnBid = idnBid; |
| } |
| |
| public double getIdnBidYield() { |
| return this.idnBidYield; |
| } |
| |
| public void setIdnBidYield(double idnBidYield) { |
| this.idnBidYield = idnBidYield; |
| } |
| |
| public double getIdnBidSize() { |
| return this.idnBidSize; |
| } |
| |
| public void setIdnBidSize(double idnBidSize) { |
| this.idnBidSize = idnBidSize; |
| } |
| |
| public double getIdnBidSpread() { |
| return this.idnBidSpread; |
| } |
| |
| public void setIdnBidSpread(double idnBidSpread) { |
| this.idnBidSpread = idnBidSpread; |
| } |
| |
| public double getIdnAskYield() { |
| return this.idnAskYield; |
| } |
| |
| public void setIdnAskYield(double idnAskYield) { |
| this.idnAskYield = idnAskYield; |
| } |
| |
| public double getTdPosition() { |
| return this.tdPosition; |
| } |
| |
| public void setTdPosition(double tdPosition) { |
| this.tdPosition = tdPosition; |
| } |
| |
| public double getTdTradingPL() { |
| return this.tdTradingPL; |
| } |
| |
| public void setTdTradingPL(double tdTradingPL) { |
| this.tdTradingPL = tdTradingPL; |
| } |
| |
| public double getTdClosingPL() { |
| return this.tdClosingPL; |
| } |
| |
| public void setTdClosingPL(double tdClosingPL) { |
| this.tdClosingPL = tdClosingPL; |
| } |
| |
| public double getTdCostOfInventory() { |
| return this.tdCostOfInventory; |
| } |
| |
| public void setTdCostOfInventory(double tdCostOfInventory) { |
| this.tdCostOfInventory = tdCostOfInventory; |
| } |
| |
| public double getTdAvgCost() { |
| return this.tdAvgCost; |
| } |
| |
| public void setTdAvgCost(double tdAvgCost) { |
| this.tdAvgCost = tdAvgCost; |
| } |
| |
| public double getTdUnrealizedPL() { |
| return this.tdUnrealizedPL; |
| } |
| |
| public void setTdUnrealizedPL(double tdUnrealizedPL) { |
| this.tdUnrealizedPL = tdUnrealizedPL; |
| } |
| |
| public double getTdNetPL() { |
| return this.tdNetPL; |
| } |
| |
| public void setTdNetPL(double tdNetPL) { |
| this.tdNetPL = tdNetPL; |
| } |
| |
| public String getComments() { |
| return this.comments; |
| } |
| |
| public void setComments(String comments) { |
| this.comments = comments; |
| } |
| |
| public String getAlias() { |
| return this.alias; |
| } |
| |
| public void setAlias(String alias) { |
| this.alias = alias; |
| } |
| |
| public String getBaseIssue() { |
| return this.baseIssue; |
| } |
| |
| public void setBaseIssue(String baseIssue) { |
| this.baseIssue = baseIssue; |
| } |
| |
| public String getPricingModel() { |
| return this.pricingModel; |
| } |
| |
| public void setPricingModel(String pricingModel) { |
| this.pricingModel = pricingModel; |
| } |
| |
| public String getPricingSource() { |
| return this.pricingSource; |
| } |
| |
| public void setPricingSource(String pricingSource) { |
| this.pricingSource = pricingSource; |
| } |
| |
| public String getErrorMessage() { |
| return this.errorMessage; |
| } |
| |
| public void setErrorMessage(String errorMessage) { |
| this.errorMessage = errorMessage; |
| } |
| |
| public int getErrorSeverity() { |
| return this.errorSeverity; |
| } |
| |
| public void setErrorSeverity(int errorSeverity) { |
| this.errorSeverity = errorSeverity; |
| } |
| |
| public String getSecurityType() { |
| return this.securityType; |
| } |
| |
| public void setSecurityType(String securityType) { |
| this.securityType = securityType; |
| } |
| |
| public double getBidSpread() { |
| return this.bidSpread; |
| } |
| |
| public void setBidSpread(double bidSpread) { |
| this.bidSpread = bidSpread; |
| } |
| |
| public double getAskSpread() { |
| return this.askSpread; |
| } |
| |
| public void setAskSpread(double askSpread) { |
| this.askSpread = askSpread; |
| } |
| |
| public double getBidOverAskP() { |
| return this.bidOverAskP; |
| } |
| |
| public void setBidOverAskP(double bidOverAskP) { |
| this.bidOverAskP = bidOverAskP; |
| } |
| |
| public String serializeToString() { |
| return getIsin() + "\t" + getPricingModel() + "\t" + getAsk() + "\t" |
| + getBid() + "\t" + getAskYield() + "\t" + getBidYield() + "\t" |
| + getBidAskType() + "\t" + getBidOverAskP() + "\t" |
| + getBaseIssue() + "\t" + getClosingPrice() + "\t" |
| + getClosingYield() + "\t" + getClosingSpread() + "\t" |
| + getPriceChange() + "\t" + getYieldChange() + "\t" |
| + getSpreadChange() + "\t" + getAlias() + "\t" |
| + getBasisPointValue() + "\t" + getModDuration() + "\t" |
| + getConvexity() + "\t" + getNativeTradingGroup() + "\t" |
| + getErrorSeverity() + "\t" + getErrorMessage() + "\t" |
| + getPricingSource() + "\t" + getSecurityType(); |
| } |
| |
| @Override |
| public String toString() { |
| return "PricingDataBean[Isin:" + getIsin() + "]"; |
| } |
| } |