com.opengamma.analytics.financial.forex.definition.ForexOptionSingleBarrierDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.forex.definition.ForexOptionSingleBarrierDefinition.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.forex.definition;

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

import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.model.option.definition.Barrier;
import com.opengamma.analytics.financial.model.option.definition.Barrier.BarrierType;
import com.opengamma.util.ArgumentChecker;

/**
 * Class describing a single-barrier FX option definition. The class wraps a vanilla European FX option ({@code ForexOptionVanillaDefinition}) and a
 * {@link BarrierType}.
 * It is suppose that the barrier has not been activated yet (and thus there is no flag indicated if the activation took place already).
 */
public class ForexOptionSingleBarrierDefinition implements InstrumentDefinition<InstrumentDerivative> {

    /**
     * The underlying vanilla Forex option.
     */
    private final ForexOptionVanillaDefinition _underlyingOption;
    /**
     * The barrier description.
     */
    private final Barrier _barrier;
    /**
     * The amount paid back to the option holder in case the option expires inactive (in domestic currency).
     */
    private final double _rebate;

    /**
     * Constructor from the details with 0 rebate.
     * @param underlyingOption The underlying (vanilla) option
     * @param barrier The barrier type
     */
    public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption,
            final Barrier barrier) {
        ArgumentChecker.notNull(underlyingOption, "underlying option");
        ArgumentChecker.notNull(barrier, "barrier");
        _underlyingOption = underlyingOption;
        _barrier = barrier;
        _rebate = 0.0;
    }

    /**
     * Constructor from the details.
     * @param underlyingOption The underlying (vanilla) option.
     * @param barrier The barrier type.
     * @param rebate The rebate amount (in domestic currency).
     */
    public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption,
            final Barrier barrier, final double rebate) {
        ArgumentChecker.notNull(underlyingOption, "underlying option");
        ArgumentChecker.notNull(barrier, "barrier");
        _underlyingOption = underlyingOption;
        _barrier = barrier;
        _rebate = rebate;
    }

    /**
     * @return The underlying (vanilla) option
     */
    public ForexOptionVanillaDefinition getUnderlyingOption() {
        return _underlyingOption;
    }

    /**
     * @return The barrier
     */
    public Barrier getBarrier() {
        return _barrier;
    }

    /**
     * Gets the rebate amount (in domestic currency).
     * @return The rebate.
     */
    public double getRebate() {
        return _rebate;
    }

    /**
     * {@inheritDoc}
     * @deprecated Use the method that does not take yield curve names
     */
    @Deprecated
    @Override
    public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
        ArgumentChecker.notNull(date, "date");
        ArgumentChecker.notNull(yieldCurveNames, "yield curve names");
        final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date, yieldCurveNames);
        return new ForexOptionSingleBarrier(underlying, _barrier);
    }

    @Override
    public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date) {
        ArgumentChecker.notNull(date, "date");
        final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date);
        return new ForexOptionSingleBarrier(underlying, _barrier);
    }

    @Override
    public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitForexOptionSingleBarrierDefiniton(this, data);
    }

    @Override
    public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitForexOptionSingleBarrierDefiniton(this);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _barrier.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_rebate);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        result = prime * result + _underlyingOption.hashCode();
        return result;
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        final ForexOptionSingleBarrierDefinition other = (ForexOptionSingleBarrierDefinition) obj;
        if (_barrier != other._barrier) {
            return false;
        }
        if (Double.doubleToLongBits(_rebate) != Double.doubleToLongBits(other._rebate)) {
            return false;
        }
        if (!ObjectUtils.equals(_underlyingOption, other._underlyingOption)) {
            return false;
        }
        return true;
    }

}