Java tutorial
/** * 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 com.opengamma.analytics.financial.instrument.InstrumentDefinition; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Class describing a foreign exchange non-deliverable forward transaction. * The transaction is XXX/YYY where YYY is the currency for the cash-settlement. A NDF KRW/USD with USD cash settlement is stored with KRW as currency1 and USD as currency2. */ public class ForexNonDeliverableForward implements InstrumentDerivative { /** * First currency of the transaction. */ private final Currency _currency1; /** * Second currency of the transaction. The cash settlement is done in this currency. */ private final Currency _currency2; /** * Notional of the transaction (in currency2). */ private final double _notional; /** * The reference exchange rate for the settlement (1 currency2 = _rate currency1). */ private final double _exchangeRate; /** * The exchange rate fixing time. */ private final double _fixingTime; /** * The transaction payment or settlement time. */ private final double _paymentTime; /** * The discounting curve name used for currency1. */ private final String _discountingCurve1Name; /** * The discounting curve name used for currency2. */ private final String _discountingCurve2Name; /** * Constructor for non-deliverable forward Forex transaction. * @param currency1 First currency of the transaction. * @param currency2 Second currency of the transaction. The cash settlement is done in this currency. * @param notional Notional of the transaction (in currency2). * @param exchangeRate The reference exchange rate for the settlement (1 currency2 = _rate currency1). * @param fixingTime The exchange rate fixing time. * @param paymentTime The transaction payment or settlement time. * @param dsc1 The discounting curve name used for currency1. * @param dsc2 The discounting curve name used for currency2. * @deprecated Use the constructor that does not take yield curve names */ @Deprecated public ForexNonDeliverableForward(final Currency currency1, final Currency currency2, final double notional, final double exchangeRate, final double fixingTime, final double paymentTime, final String dsc1, final String dsc2) { ArgumentChecker.notNull(currency1, "First currency"); ArgumentChecker.notNull(currency2, "Second currency"); ArgumentChecker.isTrue(currency1 != currency2, "Currencies should be different"); ArgumentChecker.isTrue(fixingTime <= paymentTime, "Payment time should be on or after fixing time"); ArgumentChecker.notNull(dsc1, "discounting curve name 1"); ArgumentChecker.notNull(dsc2, "discounting curve name 2"); _currency1 = currency1; _currency2 = currency2; _notional = notional; _exchangeRate = exchangeRate; _fixingTime = fixingTime; _paymentTime = paymentTime; _discountingCurve1Name = dsc1; _discountingCurve2Name = dsc2; } /** * Constructor for non-deliverable forward Forex transaction. * @param currency1 First currency of the transaction. * @param currency2 Second currency of the transaction. The cash settlement is done in this currency. * @param notional Notional of the transaction (in currency2). * @param exchangeRate The reference exchange rate for the settlement (1 currency2 = _rate currency1). * @param fixingTime The exchange rate fixing time. * @param paymentTime The transaction payment or settlement time. */ public ForexNonDeliverableForward(final Currency currency1, final Currency currency2, final double notional, final double exchangeRate, final double fixingTime, final double paymentTime) { ArgumentChecker.notNull(currency1, "First currency"); ArgumentChecker.notNull(currency2, "Second currency"); ArgumentChecker.isTrue(currency1 != currency2, "Currencies should be different"); ArgumentChecker.isTrue(fixingTime <= paymentTime, "Payment time should be on or after fixing time"); _currency1 = currency1; _currency2 = currency2; _notional = notional; _exchangeRate = exchangeRate; _fixingTime = fixingTime; _paymentTime = paymentTime; _discountingCurve1Name = null; _discountingCurve2Name = null; } /** * Gets the first currency of the transaction. * @return The currency. */ public Currency getCurrency1() { return _currency1; } /** * Gets the second currency of the transaction. The cash settlement is done in this currency. * @return The currency. */ public Currency getCurrency2() { return _currency2; } /** * Gets the notional of the transaction (in currency2). * @return The notional. */ public double getNotionalCurrency2() { return _notional; } /** * Gets the notional of the transaction (in currency1). * @return The notional. */ public double getNotionalCurrency1() { return -_notional * _exchangeRate; } /** * Gets the reference exchange rate for the settlement. * @return The rate. */ public double getExchangeRate() { return _exchangeRate; } /** * Gets The exchange rate fixing time. * @return The date. */ public double getFixingTime() { return _fixingTime; } /** * Gets The transaction payment (or settlement) time. * @return The date. */ public double getPaymentTime() { return _paymentTime; } /** * Gets the discounting curve name used for currency1. * @return The name. * @deprecated Curve names should no longer be set in {@link InstrumentDefinition}s */ @Deprecated public String getDiscountingCurve1Name() { if (_discountingCurve1Name == null) { throw new IllegalArgumentException("Discounting curve name 1 was not set"); } return _discountingCurve1Name; } /** * Gets the discounting curve name used for currency2. * @return The name. * @deprecated Curve names should no longer be set in {@link InstrumentDefinition}s */ @Deprecated public String getDiscountingCurve2Name() { if (_discountingCurve2Name == null) { throw new IllegalArgumentException("Discounting curve name 2 was not set"); } return _discountingCurve2Name; } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexNonDeliverableForward(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexNonDeliverableForward(this); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _currency1.hashCode(); result = prime * result + _currency2.hashCode(); long temp; temp = Double.doubleToLongBits(_exchangeRate); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_fixingTime); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_notional); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_paymentTime); result = prime * result + (int) (temp ^ (temp >>> 32)); 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 ForexNonDeliverableForward other = (ForexNonDeliverableForward) obj; if (!ObjectUtils.equals(_currency1, other._currency1)) { return false; } if (!ObjectUtils.equals(_currency2, other._currency2)) { return false; } if (Double.doubleToLongBits(_exchangeRate) != Double.doubleToLongBits(other._exchangeRate)) { return false; } if (Double.doubleToLongBits(_fixingTime) != Double.doubleToLongBits(other._fixingTime)) { return false; } if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) { return false; } if (Double.doubleToLongBits(_paymentTime) != Double.doubleToLongBits(other._paymentTime)) { return false; } return true; } }