com.opengamma.analytics.financial.equity.option.EquityIndexFutureOption.java Source code

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Here is the source code for com.opengamma.analytics.financial.equity.option.EquityIndexFutureOption.java

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/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.equity.option;

import org.apache.commons.lang.ObjectUtils;

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.ExerciseDecisionType;
import com.opengamma.analytics.financial.equity.future.derivative.EquityIndexFuture;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.util.ArgumentChecker;

/**
 * An equity index future option.
 */
public class EquityIndexFutureOption implements InstrumentDerivative {
    /** The time to expiry in years */
    private final double _expiry;
    /** The underlying index future */
    private final EquityIndexFuture _underlying;
    /** The strike */
    private final double _strike;
    /** The exercise type */
    private final ExerciseDecisionType _exerciseType;
    /** Is the option a call or put */
    private final boolean _isCall;
    /** The point value of the option */
    private final double _pointValue;
    /** The reference price is the transaction price on the transaction date and the last close price afterward */
    private final double _referencePrice;

    /**
     * @param expiry The time to expiry in years, greater than zero.
     * @param underlying The underlying equity index future, not null
     * @param strike The strike, greater than zero
     * @param exerciseType The exercise type, not null
     * @param isCall true if the option is a call, false if the option is a put
     * @param pointValue The point value of the option
     * @param referencePrice last close price (margin price) except on trade date on which it is the trade price
     */
    public EquityIndexFutureOption(final double expiry, final EquityIndexFuture underlying, final double strike,
            final ExerciseDecisionType exerciseType, final boolean isCall, final double pointValue,
            double referencePrice) {
        if (expiry < 0.0) {
            throw new OpenGammaRuntimeException("Expired");
        }
        ArgumentChecker.notNull(underlying, "underlying");
        ArgumentChecker.notNegativeOrZero(strike, "strike");
        ArgumentChecker.notNull(exerciseType, "exercise type");
        _expiry = expiry;
        _underlying = underlying;
        _strike = strike;
        _exerciseType = exerciseType;
        _isCall = isCall;
        _pointValue = pointValue;
        _referencePrice = referencePrice;
    }

    /**
     * Gets the time to expiry.
     * @return The time to expiry
     */
    public double getExpiry() {
        return _expiry;
    }

    /**
     * Gets the underlying equity index future.
     * @return The underlying
     */
    public EquityIndexFuture getUnderlying() {
        return _underlying;
    }

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

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

    /**
     * Is the option a put or call.
     * @return true if the option is a call
     */
    public boolean isCall() {
        return _isCall;
    }

    /**
     * Gets the point value.
     * @return The point value
     */
    public double getPointValue() {
        return _pointValue;
    }

    /**
     * Gets the reference price, the trade price on trade date. or the last close price thereafter.
     * @return The reference price
     */
    public double getReferencePrice() {
        return _referencePrice;
    }

    @Override
    public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitEquityIndexFutureOption(this, data);
    }

    @Override
    public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitEquityIndexFutureOption(this);
    }

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

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (!(obj instanceof EquityIndexFutureOption)) {
            return false;
        }
        final EquityIndexFutureOption other = (EquityIndexFutureOption) obj;
        if (_exerciseType != other._exerciseType) {
            return false;
        }
        if (_isCall != other._isCall) {
            return false;
        }
        if (Double.compare(_strike, other._strike) != 0) {
            return false;
        }
        if (Double.compare(_referencePrice, other._referencePrice) != 0) {
            return false;
        }
        if (Double.compare(_expiry, other._expiry) != 0) {
            return false;
        }
        if (Double.compare(_pointValue, other._pointValue) != 0) {
            return false;
        }
        if (!ObjectUtils.equals(_underlying, other._underlying)) {
            return false;
        }
        return true;
    }

}