com.opengamma.analytics.financial.instrument.index.GeneratorSwapFuturesDeliverable.java Source code

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Here is the source code for com.opengamma.analytics.financial.instrument.index.GeneratorSwapFuturesDeliverable.java

Source

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

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

import com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableTransactionDefinition;
import com.opengamma.util.ArgumentChecker;

/**
 * Class used to store future description and generate instruments.
 */
public class GeneratorSwapFuturesDeliverable extends GeneratorInstrument<GeneratorAttribute> {

    /**
     * The underlying Deliverable swap futures security.
     */
    private final SwapFuturesPriceDeliverableSecurityDefinition _security;

    /**
     * Constructor.
     * @param name The generator name.
     * @param security The underlying deliverable swap futures security.
     */
    public GeneratorSwapFuturesDeliverable(final String name,
            final SwapFuturesPriceDeliverableSecurityDefinition security) {
        super(name);
        ArgumentChecker.notNull(security, "STIR futures security");
        _security = security;
    }

    /**
     * Gets the deliverable swap futures security.
     * @return The futures.
     */
    public SwapFuturesPriceDeliverableSecurityDefinition getFutures() {
        return _security;
    }

    /**
     * {@inheritDoc}
     * The quantity is selected to be in line with the required nominal.
     */
    @Override
    public SwapFuturesPriceDeliverableTransactionDefinition generateInstrument(final ZonedDateTime date,
            final double marketQuote, final double notional, final GeneratorAttribute attribute) {
        final int quantity = (int) Math.ceil(notional / _security.getNotional());
        return new SwapFuturesPriceDeliverableTransactionDefinition(_security, date, marketQuote, quantity);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        result = prime * result + _security.hashCode();
        return result;
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (!super.equals(obj)) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        final GeneratorSwapFuturesDeliverable other = (GeneratorSwapFuturesDeliverable) obj;
        if (!ObjectUtils.equals(_security, other._security)) {
            return false;
        }
        return true;
    }

}