com.opengamma.analytics.financial.equity.future.derivative.EquityFuture.java Source code

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Here is the source code for com.opengamma.analytics.financial.equity.future.derivative.EquityFuture.java

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/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.equity.future.derivative;

import com.opengamma.analytics.financial.equity.Derivative;
import com.opengamma.analytics.financial.equity.DerivativeVisitor;
import com.opengamma.util.money.Currency;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;

/**
 * 
 */
public class EquityFuture implements Derivative {
    private final double _timeToExpiry;
    private final double _timeToSettlement;
    private final double _strike;
    private final double _unitAmount;
    private final Currency _currency;

    /**
     * 
     * @param timeToExpiry    time (in years as a double) until the date-time at which the reference index is fixed  
     * @param timeToSettlement  time (in years as a double) until the date-time at which the contract is settled
     * @param strike         Set strike price at trade time. Note that we may handle margin by resetting this at the end of each trading day
     * @param currency       The reporting currency of the future
     *  @param unitAmount    The unit value per tick, in given currency  
     */
    public EquityFuture(final double timeToExpiry, final double timeToSettlement, final double strike,
            final Currency currency, final double unitAmount) {
        // TODO Case -  Validate!!!
        Validate.isTrue(unitAmount > 0, "point value must be positive");
        _timeToExpiry = timeToExpiry;
        _timeToSettlement = timeToSettlement;
        _strike = strike;
        _unitAmount = unitAmount;
        _currency = currency;
    }

    /**
     * Gets the date when the reference rate is set 
     * @return the fixing date (in years as a double)
     */
    public double getTimeToExpiry() {
        return _timeToExpiry;
    }

    /**
     * Gets the date when payments are made 
     * @return the delivery date (in years as a double)
     */
    public double getTimeToSettlement() {
        return _timeToSettlement;
    }

    /**
     * The strike here is a reference price, generally the price at which the trade was last margined.
     * TODO Add margin accounting. Revise this doc when complete.
     * @return the strike
     */
    public double getStrike() {
        return _strike;
    }

    /**
     * Gets the point value.
     * @return the point value
     */
    public double getUnitAmount() {
        return _unitAmount;
    }

    @Override
    /// @export "accept-visitor"
    public <S, T> T accept(final DerivativeVisitor<S, T> visitor, final S data) {
        return visitor.visitEquityFuture(this, data);
    }

    /// @end
    @Override
    public <T> T accept(final DerivativeVisitor<?, T> visitor) {
        return visitor.visitEquityFuture(this);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _currency.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_unitAmount);
        result = prime * result + (int) (temp ^ temp >>> 32);
        temp = Double.doubleToLongBits(_strike);
        result = prime * result + (int) (temp ^ temp >>> 32);
        temp = Double.doubleToLongBits(_timeToSettlement);
        result = prime * result + (int) (temp ^ temp >>> 32);
        temp = Double.doubleToLongBits(_timeToExpiry);
        result = prime * result + (int) (temp ^ temp >>> 32);
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        EquityFuture other = (EquityFuture) obj;

        if (!ObjectUtils.equals(_currency, other._currency)) {
            return false;
        }

        if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
            return false;
        }
        if (Double.doubleToLongBits(_strike) != Double.doubleToLongBits(other._strike)) {
            return false;
        }
        if (Double.doubleToLongBits(_timeToSettlement) != Double.doubleToLongBits(other._timeToSettlement)) {
            return false;
        }
        if (Double.doubleToLongBits(_timeToExpiry) != Double.doubleToLongBits(other._timeToExpiry)) {
            return false;
        }
        return true;

    }
}