com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableTransactionDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableTransactionDefinition.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.instrument.future;

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

import com.opengamma.analytics.financial.ExpiredException;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.future.derivative.SwapFuturesPriceDeliverableSecurity;
import com.opengamma.analytics.financial.interestrate.future.derivative.SwapFuturesPriceDeliverableTransaction;
import com.opengamma.util.ArgumentChecker;

/**
 * Description of an interest rate future security.
 */
public class SwapFuturesPriceDeliverableTransactionDefinition
        implements InstrumentDefinitionWithData<InstrumentDerivative, Double> {

    /**
     * The underlying swap futures security.
     */
    private final SwapFuturesPriceDeliverableSecurityDefinition _underlying;
    /**
     * The date at which the transaction was done.
     */
    private final ZonedDateTime _transactionDate;
    /**
     * The price at which the transaction was done.
     */
    private final double _transactionPrice;
    /**
     * The quantity/number of contract.
     */
    private final int _quantity;

    /**
     * Constructor.
     * @param underlying The underlying futures.
     * @param transactionDate The date at which the transaction was done.
     * @param transactionPrice The price at which the transaction was done.
     * @param quantity The quantity/number of contract.
     */
    public SwapFuturesPriceDeliverableTransactionDefinition(
            final SwapFuturesPriceDeliverableSecurityDefinition underlying, final ZonedDateTime transactionDate,
            final double transactionPrice, final int quantity) {
        ArgumentChecker.notNull(underlying, "Underlying");
        ArgumentChecker.notNull(transactionDate, "Transaction date");
        _underlying = underlying;
        _transactionDate = transactionDate;
        _transactionPrice = transactionPrice;
        _quantity = quantity;
    }

    /**
     * Returns the underlying futures security.
     * @return The underlying.
     */
    public SwapFuturesPriceDeliverableSecurityDefinition getUnderlying() {
        return _underlying;
    }

    /**
     * Gets the date at which the transaction was done.
     * @return The transaction date.
     */
    public ZonedDateTime getTransactionDate() {
        return _transactionDate;
    }

    /**
     * Gets the price at which the transaction was done.
     * @return The transaction price.
     */
    public double getTransactionPrice() {
        return _transactionPrice;
    }

    /**
     * Gets the quantity/number of contract.
     * @return The quantity.
     */
    public int getQuantity() {
        return _quantity;
    }

    /**
     * {@inheritDoc}
     * @param lastMarginPrice The price on which the last margining was done.
     * @deprecated Use the method that does not take yield curve names
     */
    @Deprecated
    @Override
    public SwapFuturesPriceDeliverableTransaction toDerivative(final ZonedDateTime dateTime,
            final Double lastMarginPrice, final String... yieldCurveNames) {
        ArgumentChecker.notNull(dateTime, "date");
        ArgumentChecker.notNull(yieldCurveNames, "yield curve names");
        final LocalDate date = dateTime.toLocalDate();
        final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
        final LocalDate deliveryDateLocal = _underlying.getDeliveryDate().toLocalDate();
        if (date.isAfter(deliveryDateLocal)) {
            throw new ExpiredException(
                    "Valuation date, " + date + ", is after last trading date, " + deliveryDateLocal);
        }
        double referencePrice;
        if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
            referencePrice = lastMarginPrice;
        } else { // Transaction is today
            referencePrice = _transactionPrice;
        }
        final SwapFuturesPriceDeliverableSecurity underlying = _underlying.toDerivative(dateTime, yieldCurveNames);
        final SwapFuturesPriceDeliverableTransaction future = new SwapFuturesPriceDeliverableTransaction(underlying,
                referencePrice, _quantity);
        return future;
    }

    @Override
    public InstrumentDerivative toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
        throw new UnsupportedOperationException("The method toDerivative of " + this.getClass().getSimpleName()
                + " does not support the two argument method (without margin price data).");
    }

    /**
     * {@inheritDoc}
     * @param lastMarginPrice The price on which the last margining was done.
     */
    @Override
    public SwapFuturesPriceDeliverableTransaction toDerivative(final ZonedDateTime dateTime,
            final Double lastMarginPrice) {
        ArgumentChecker.notNull(dateTime, "date");
        final LocalDate date = dateTime.toLocalDate();
        final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
        final LocalDate deliveryDateLocal = _underlying.getDeliveryDate().toLocalDate();
        if (date.isAfter(deliveryDateLocal)) {
            throw new ExpiredException(
                    "Valuation date, " + date + ", is after last trading date, " + deliveryDateLocal);
        }
        double referencePrice;
        if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
            referencePrice = lastMarginPrice;
        } else { // Transaction is today
            referencePrice = _transactionPrice;
        }
        final SwapFuturesPriceDeliverableSecurity underlying = _underlying.toDerivative(dateTime);
        final SwapFuturesPriceDeliverableTransaction future = new SwapFuturesPriceDeliverableTransaction(underlying,
                referencePrice, _quantity);
        return future;
    }

    @Override
    public InstrumentDerivative toDerivative(final ZonedDateTime date) {
        throw new UnsupportedOperationException("The method toDerivative of " + this.getClass().getSimpleName()
                + " does not support the one argument method (without margin price data).");
    }

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

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

    @Override
    public String toString() {
        final String result = "Quantity: " + _quantity + " of " + _underlying.toString();
        return result;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _quantity;
        result = prime * result + _transactionDate.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_transactionPrice);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        result = prime * result + _underlying.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 SwapFuturesPriceDeliverableTransactionDefinition other = (SwapFuturesPriceDeliverableTransactionDefinition) obj;
        if (_quantity != other._quantity) {
            return false;
        }
        if (!ObjectUtils.equals(_transactionDate, other._transactionDate)) {
            return false;
        }
        if (Double.doubleToLongBits(_transactionPrice) != Double.doubleToLongBits(other._transactionPrice)) {
            return false;
        }
        if (!ObjectUtils.equals(_underlying, other._underlying)) {
            return false;
        }
        return true;
    }

}