com.opengamma.analytics.financial.commodity.definition.CommodityFutureOptionDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.commodity.definition.CommodityFutureOptionDefinition.java

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.commodity.definition;

import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.ExerciseDecisionType;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.util.ArgumentChecker;

/**
 * Abstract commodity future option definition.
 *
 * @param <T> concrete underlying derivative definition
 * @param <U> concrete underlying derivative
 */
public abstract class CommodityFutureOptionDefinition<T extends CommodityFutureDefinition<?>, U extends InstrumentDerivative>
        implements InstrumentDefinition<U> {
    /** Expiry date */
    private final ZonedDateTime _expiryDate;
    /** Identifier of the underlying commodity */
    private final T _underlying;
    /** Strike price */
    private final double _strike;
    /** Exercise type - European or American */
    private final ExerciseDecisionType _exerciseType;
    /** Call if true, Put if false */
    private final boolean _isCall;

    /**
     * Constructor for future options
     *
     * @param expiryDate is the time and the day that a particular delivery month of a futures contract stops trading, as well as the final settlement price for that contract.
     * @param underlying underlying
     * @param strike Strike price
     * @param exerciseType Exercise type - European or American
     * @param isCall Call if true, Put if false
     */
    public CommodityFutureOptionDefinition(final ZonedDateTime expiryDate, final T underlying, final double strike,
            final ExerciseDecisionType exerciseType, final boolean isCall) {
        ArgumentChecker.notNull(expiryDate, "expiry time");
        ArgumentChecker.notNull(exerciseType, "exercise Type");

        _expiryDate = expiryDate;
        _underlying = underlying;
        _strike = strike;
        _exerciseType = exerciseType;
        _isCall = isCall;
    }

    /**
     * Gets the expiryDate.
     * @return the expiryDate
     */
    public ZonedDateTime getExpiryDate() {
        return _expiryDate;
    }

    /**
     * Gets the underlying.
     * @return the underlying
     */
    public T getUnderlying() {
        return _underlying;
    }

    /**
     * Gets the strike price
     * @return the strike.
     */
    public double getStrike() {
        return _strike;
    }

    /**
     * Gets the exercise type
     * @return the exerciseType.
     */
    public ExerciseDecisionType getExerciseType() {
        return _exerciseType;
    }

    /**
     * @return True if the option is a Call, false if it is a Put.
     */
    public boolean isCall() {
        return _isCall;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _expiryDate.hashCode();
        result = prime * result + _underlying.hashCode();
        result = prime * result + _exerciseType.hashCode();
        result = prime * result + (_isCall ? 1231 : 1237);
        long temp;
        temp = Double.doubleToLongBits(_strike);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (!(obj instanceof CommodityFutureOptionDefinition)) {
            return false;
        }
        final CommodityFutureOptionDefinition<?, ?> other = (CommodityFutureOptionDefinition<?, ?>) obj;
        if (!ObjectUtils.equals(_expiryDate, other._expiryDate)) {
            return false;
        }
        if (!ObjectUtils.equals(_underlying, other._underlying)) {
            return false;
        }
        if (!ObjectUtils.equals(_exerciseType, other._exerciseType)) {
            return false;
        }
        if (Double.compare(_strike, other._strike) != 0) {
            return false;
        }
        if (_isCall != other._isCall) {
            return false;
        }
        return true;
    }

}