com.opengamma.analytics.financial.forex.derivative.Forex.java Source code

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Here is the source code for com.opengamma.analytics.financial.forex.derivative.Forex.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.derivative;

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

import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;

/**
 * Class describing a foreign exchange transaction (spot or forward).
 */
public class Forex implements InstrumentDerivative {

    /**
     * The payment in the first currency.
     */
    private final PaymentFixed _paymentCurrency1;
    /**
     * The payment in the second currency.
     */
    private final PaymentFixed _paymentCurrency2;

    /**
     * Constructor from two fixed payments. The payments should take place on the same date. The sign of the amounts should be opposite.
     * @param paymentCurrency1 The first currency payment.
     * @param paymentCurrency2 The second currency payment.
     */
    public Forex(final PaymentFixed paymentCurrency1, final PaymentFixed paymentCurrency2) {
        Validate.notNull(paymentCurrency1, "Payment 1");
        Validate.notNull(paymentCurrency2, "Payment 2");
        Validate.isTrue(Double.doubleToLongBits(paymentCurrency1.getPaymentTime()) == Double
                .doubleToLongBits(paymentCurrency2.getPaymentTime()), "Payments on different time");
        Validate.isTrue((paymentCurrency1.getAmount() * paymentCurrency2.getAmount()) <= 0,
                "Payments with same sign");
        Validate.isTrue(!paymentCurrency1.getCurrency().equals(paymentCurrency2.getCurrency()), "same currency");
        this._paymentCurrency1 = paymentCurrency1;
        this._paymentCurrency2 = paymentCurrency2;
    }

    /**
     * Gets the payment in the first currency.
     * @return The payment in the first currency.
     */
    public PaymentFixed getPaymentCurrency1() {
        return _paymentCurrency1;
    }

    /**
     * Gets the payment in the second currency.
     * @return The payment in the second currency.
     */
    public PaymentFixed getPaymentCurrency2() {
        return _paymentCurrency2;
    }

    /**
     * Gets the first currency.
     * @return The currency.
     */
    public Currency getCurrency1() {
        return _paymentCurrency1.getCurrency();
    }

    /**
     * Gets the second currency.
     * @return The currency.
     */
    public Currency getCurrency2() {
        return _paymentCurrency2.getCurrency();
    }

    /**
     * Gets the payment time.
     * @return The time.
     */
    public double getPaymentTime() {
        return _paymentCurrency1.getPaymentTime();
    }

    @Override
    public String toString() {
        return _paymentCurrency1.toString() + "\n" + _paymentCurrency2.toString();
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _paymentCurrency1.hashCode();
        result = prime * result + _paymentCurrency2.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 Forex other = (Forex) obj;
        if (!ObjectUtils.equals(_paymentCurrency1, other._paymentCurrency1)) {
            return false;
        }
        if (!ObjectUtils.equals(_paymentCurrency2, other._paymentCurrency2)) {
            return false;
        }
        return true;
    }

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

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

}