Merge pull request #104 from Julius278/feature/660

SDC-660, added initialSettlementDate to SDC Descriptor
finmath · Nov 18, 2024 · 8603b00 · 8603b00
2 parents 6531078 + 28cd297
commit 8603b00
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Showing 3 changed files with 11 additions and 2 deletions.
diff --git a/src/main/java/net/finmath/smartcontract/product/SmartDerivativeContractDescriptor.java b/src/main/java/net/finmath/smartcontract/product/SmartDerivativeContractDescriptor.java
@@ -29,6 +29,7 @@ public class SmartDerivativeContractDescriptor {
 	private final String currency;
 	private final String marketDataProvider;
 	private final String tradeType;
+	private final String initialSettlementDate;
 
 	/**
 	 * Descriptor for a smart derivative contract counterparty. Unified access to a party definition in an XML.
@@ -75,7 +76,7 @@ public String toString() {
 	}
 
 	//TODO convert constructor into builder pattern or something comparable
-	public SmartDerivativeContractDescriptor(String dltTradeId, String dltAddress, String uniqueTradeIdentifier, LocalDateTime tradeDate, List<Party> counterparties, Map<String, Double> marginAccountInitialByPartyID, Map<String, Double> penaltyFeeInitialByPartyID, String recervicePartyID, Node underlying, List<CalibrationDataItem.Spec> marketdataItems, String currency, String marketDataProvider, String tradeType) {
+	public SmartDerivativeContractDescriptor(String dltTradeId, String dltAddress, String uniqueTradeIdentifier, LocalDateTime tradeDate, List<Party> counterparties, Map<String, Double> marginAccountInitialByPartyID, Map<String, Double> penaltyFeeInitialByPartyID, String recervicePartyID, Node underlying, List<CalibrationDataItem.Spec> marketdataItems, String currency, String marketDataProvider, String tradeType, String initialSettlementDate) {
 		this.dltTradeId = dltTradeId;
 		this.dltAddress = dltAddress;
 		this.uniqueTradeIdentifier = uniqueTradeIdentifier;
@@ -89,6 +90,7 @@ public SmartDerivativeContractDescriptor(String dltTradeId, String dltAddress, S
 		this.currency = currency;
 		this.marketDataProvider = marketDataProvider;
 		this.tradeType = tradeType;
+		this.initialSettlementDate = initialSettlementDate;
 
 		Validate.isTrue(counterparties.size() == 2, "Number of counterparties must be 2.");
 		Validate.isTrue(marginAccountInitialByPartyID.size() == 2, "Number of margin accounts values must be 2.");
@@ -161,4 +163,8 @@ public String getMarketDataProvider() {
 	public String getTradeType() {
 		return tradeType;
 	}
+
+	public String getInitialSettlementDate() {
+		return initialSettlementDate;
+	}
 }
diff --git a/src/main/java/net/finmath/smartcontract/product/xml/SDCXMLParser.java b/src/main/java/net/finmath/smartcontract/product/xml/SDCXMLParser.java
@@ -98,8 +98,9 @@ public static SmartDerivativeContractDescriptor parse(String sdcxml) throws Pars
 		String marketDataProvider = sdc.getSettlement().getMarketdata().getProvider().trim();
 
 		String tradeType = sdc.getTradeType();
+		String initialSettlementDate = sdc.getSettlement().getSettlementDateInitial().trim();
 
-		return new SmartDerivativeContractDescriptor(dltTradeId, dltAddress, uniqueTradeIdentifier, settlementDateInitial, parties, marginAccountInitialByPartyID, penaltyFeeInitialByPartyID, receiverPartyID, underlying, marketdataItems, currency, marketDataProvider, tradeType);
+		return new SmartDerivativeContractDescriptor(dltTradeId, dltAddress, uniqueTradeIdentifier, settlementDateInitial, parties, marginAccountInitialByPartyID, penaltyFeeInitialByPartyID, receiverPartyID, underlying, marketdataItems, currency, marketDataProvider, tradeType, initialSettlementDate);
 	}
 
 	public static <T> T unmarshalXml(String xml, Class<T> t) {

diff --git a/src/test/java/net/finmath/smartcontract/product/xml/SDCXMLParserTest.java b/src/test/java/net/finmath/smartcontract/product/xml/SDCXMLParserTest.java
@@ -46,6 +46,7 @@ void testParser() throws IOException, SAXException, ParserConfigurationException
 		Assertions.assertEquals("0x000000001", sdc.getDltAddress());
 		Assertions.assertEquals("EUR", sdc.getCurrency());
 		Assertions.assertEquals("internal", sdc.getMarketDataProvider());
+		Assertions.assertEquals("2011-12-03T10:15:30", sdc.getInitialSettlementDate());
 
 		// Get parties
 		List<SmartDerivativeContractDescriptor.Party> parties = sdc.getCounterparties();
@@ -154,6 +155,7 @@ void marshalSDCToXMLString() throws IOException, ParserConfigurationException, S
 		Assertions.assertEquals("0x000000001", sdcDescriptor.getDltAddress());
 		Assertions.assertEquals("EUR", sdcDescriptor.getCurrency());
 		Assertions.assertEquals("internal", sdcDescriptor.getMarketDataProvider());
+		Assertions.assertEquals("2011-12-03T10:15:30", sdcDescriptor.getInitialSettlementDate());
 	}
 
 }