com.opengamma.analytics.financial.instrument.payment.CouponDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.instrument.payment.CouponDefinition.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.payment;

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

import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;

/**
 * Class describing a generic coupon.
 */
public abstract class CouponDefinition extends PaymentDefinition {

    /**
     * The start date of the coupon accrual period.
     */
    private final ZonedDateTime _accrualStartDate;
    /**
     * The end date of the coupon accrual period.
     */
    private final ZonedDateTime _accrualEndDate;
    /**
     * The accrual factor (or year fraction) associated to the coupon accrual period.
     */
    private final double _paymentYearFraction;
    /**
     * The coupon's notional.
     */
    private final double _notional;

    /**
     * Constructor from all the coupon details.
     * @param currency The coupon currency.
     * @param paymentDate The coupon payment date.
     * @param accrualStartDate The start date of the accrual period.
     * @param accrualEndDate The end date of the accrual period.
     * @param paymentAccrualFactor The accrual factor of the accrual period.
     * @param notional The coupon notional.
     */
    public CouponDefinition(final Currency currency, final ZonedDateTime paymentDate,
            final ZonedDateTime accrualStartDate, final ZonedDateTime accrualEndDate,
            final double paymentAccrualFactor, final double notional) {
        super(currency, paymentDate);
        ArgumentChecker.notNull(accrualStartDate, "accrual start date");
        _accrualStartDate = accrualStartDate;
        ArgumentChecker.notNull(accrualEndDate, "accrual end date");
        ArgumentChecker.isTrue(!accrualEndDate.isBefore(accrualStartDate), "end before start"); // REVIEW
        _accrualEndDate = accrualEndDate;
        ArgumentChecker.isTrue(paymentAccrualFactor >= 0.0, "year fraction < 0");
        _paymentYearFraction = paymentAccrualFactor;
        _notional = notional;
    }

    /**
     * Constructor with reduced number of dates. The payment date is used for the coupon accrual end date.
     * @param currency The payment currency.
     * @param paymentDate Coupon payment date.
     * @param accrualStartDate Start date of the accrual period.
     * @param accrualFactor Accrual factor of the accrual period.
     * @param notional Coupon notional.
     */
    public CouponDefinition(final Currency currency, final ZonedDateTime paymentDate,
            final ZonedDateTime accrualStartDate, final double accrualFactor, final double notional) {
        super(currency, paymentDate);
        ArgumentChecker.notNull(accrualStartDate, "accrual start date");
        _accrualStartDate = accrualStartDate;
        _accrualEndDate = paymentDate;
        _paymentYearFraction = accrualFactor;
        _notional = notional;
    }

    /**
     * Gets the accrual start date.
     * @return The accrual start date.
     */
    public ZonedDateTime getAccrualStartDate() {
        return _accrualStartDate;
    }

    /**
     * Gets the accrual end date.
     * @return The accrual end date.
     */
    public ZonedDateTime getAccrualEndDate() {
        return _accrualEndDate;
    }

    /**
     * Gets the accrual factor (or year fraction).
     * @return The accrual factor.
     */
    public double getPaymentYearFraction() {
        return _paymentYearFraction;
    }

    /**
     * Gets the notional field.
     * @return the notional
     */
    public double getNotional() {
        return _notional;
    }

    @Override
    public String toString() {
        return super.toString() + ", Coupon period = [" + _accrualStartDate.toString() + " - "
                + _accrualEndDate.toString() + " - " + _paymentYearFraction + "], Notional = " + _notional;
    }

    @Override
    public double getReferenceAmount() {
        return _notional;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        result = prime * result + _accrualEndDate.hashCode();
        result = prime * result + _accrualStartDate.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_notional);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_paymentYearFraction);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        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 CouponDefinition other = (CouponDefinition) obj;
        if (!ObjectUtils.equals(_accrualEndDate, other._accrualEndDate)) {
            return false;
        }
        if (!ObjectUtils.equals(_accrualStartDate, other._accrualStartDate)) {
            return false;
        }
        if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) {
            return false;
        }
        if (Double.doubleToLongBits(_paymentYearFraction) != Double.doubleToLongBits(other._paymentYearFraction)) {
            return false;
        }
        return true;
    }

}