com.opengamma.analytics.financial.instrument.swap.SwapDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.instrument.swap.SwapDefinition.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.swap;

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

import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.instrument.annuity.AnnuityDefinition;
import com.opengamma.analytics.financial.instrument.payment.PaymentDefinition;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;
import com.opengamma.analytics.financial.interestrate.swap.derivative.Swap;
import com.opengamma.timeseries.precise.zdt.ZonedDateTimeDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;

/**
 * Class describing a generic swap with two legs. One should be payer and the other receiver.
 *
 */
//TODO get rid when checkstyle can actually handle this class declaration
//CSOFF
public class SwapDefinition implements
        InstrumentDefinitionWithData<Swap<? extends Payment, ? extends Payment>, ZonedDateTimeDoubleTimeSeries[]> {
    //CSON
    private final AnnuityDefinition<? extends PaymentDefinition> _firstLeg;
    private final AnnuityDefinition<? extends PaymentDefinition> _secondLeg;

    public SwapDefinition(final AnnuityDefinition<? extends PaymentDefinition> firstLeg,
            final AnnuityDefinition<? extends PaymentDefinition> secondLeg) {
        ArgumentChecker.notNull(firstLeg, "first leg");
        ArgumentChecker.notNull(secondLeg, "second leg");
        ArgumentChecker.isTrue((firstLeg.isPayer() != secondLeg.isPayer()), "both legs have same payer flag");
        _firstLeg = firstLeg;
        _secondLeg = secondLeg;
    }

    /**
     * Gets the first leg.
     * @return The first leg.
     */
    public AnnuityDefinition<? extends PaymentDefinition> getFirstLeg() {
        return _firstLeg;
    }

    /**
     * Gets the second leg.
     * @return The second leg.
     */
    public AnnuityDefinition<? extends PaymentDefinition> getSecondLeg() {
        return _secondLeg;
    }

    @Override
    public String toString() {
        String result = "Swap : \n";
        result += "First leg: \n" + _firstLeg.toString();
        result += "\nSecond leg: \n" + _secondLeg.toString();
        return result;
    }

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

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

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

    /**
     * {@inheritDoc}
     * @deprecated Use the method that does not take yield curve names
     */
    @Deprecated
    @SuppressWarnings({ "unchecked", "rawtypes" })
    @Override
    public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date,
            final String... yieldCurveNames) {
        final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, yieldCurveNames);
        final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, yieldCurveNames);
        return new Swap(firstLeg, secondLeg);
    }

    /**
     * {@inheritDoc}
     * @deprecated Use the method that does not take yield curve names
     */
    @Deprecated
    @Override
    public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date,
            final ZonedDateTimeDoubleTimeSeries[] data, final String... yieldCurveNames) {
        ArgumentChecker.notNull(data, "index data time series array");
        ArgumentChecker.isTrue(data.length >= 2, "Generic swaps require two time series");
        final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, data[0], yieldCurveNames);
        final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, data[1], yieldCurveNames);
        return new Swap<>(firstLeg, secondLeg);
    }

    @Override
    public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date) {
        final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date);
        final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date);
        return new Swap<>(firstLeg, secondLeg);
    }

    @Override
    public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date,
            final ZonedDateTimeDoubleTimeSeries[] data) {
        ArgumentChecker.notNull(data, "index data time series array");
        ArgumentChecker.isTrue(data.length >= 2, "Generic swaps require two time series");
        final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, data[0]);
        final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, data[1]);
        return new Swap<>(firstLeg, secondLeg);
    }

}