com.opengamma.analytics.financial.interestrate.bond.definition.BillTransaction.java Source code

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Here is the source code for com.opengamma.analytics.financial.interestrate.bond.definition.BillTransaction.java

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.interestrate.bond.definition;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;

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;

/**
 * Describes a (Treasury) Bill transaction.
 */
public class BillTransaction implements InstrumentDerivative {

    /**
     * The bill underlying the transaction.
     * <P> The bill may not be suitable for standard price and yield calculation (incorrect settlement).
     */
    private final BillSecurity _billPurchased;
    /**
     * The bill quantity.
     */
    private final double _quantity;
    /**
     * The amount paid at settlement date for the bill transaction. The amount is negative for a purchase (_quantity>0) and positive for a sell (_quantity<0).
     */
    private final double _settlementAmount;

    /**
     * The bill with standard settlement date (time). Used for yield calculation.
     * <P> If the standard settlement date would be after the end date, the end date should be used for settlement.
     */
    private final BillSecurity _billStandard;

    /**
     * Constructor.
     * @param billPurchased The bill underlying the transaction.
     * @param quantity The bill quantity.
     * @param settlementAmount The amount paid at settlement date for the bill transaction. The amount is negative for a purchase (_quantity>0) and positive for a sell (_quantity<0).
     * @param billStandard The bill with standard settlement date (time).
     */
    public BillTransaction(final BillSecurity billPurchased, final double quantity, final double settlementAmount,
            final BillSecurity billStandard) {
        Validate.notNull(billPurchased, "Bill purchased");
        Validate.notNull(billStandard, "Bill standard");
        Validate.isTrue(quantity * settlementAmount <= 0,
                "Quantity and settlement amount should have opposite signs");
        _billPurchased = billPurchased;
        _quantity = quantity;
        _settlementAmount = settlementAmount;
        _billStandard = billStandard;
    }

    /**
     * Gets the bill underlying the transaction.
     * @return The bill.
     */
    public BillSecurity getBillPurchased() {
        return _billPurchased;
    }

    /**
     * Gets the bill quantity.
     * @return The quantity.
     */
    public double getQuantity() {
        return _quantity;
    }

    /**
     * Gets the amount paid at settlement date for the bill transaction.
     * @return The amount.
     */
    public double getSettlementAmount() {
        return _settlementAmount;
    }

    /**
     * Gets the bill with standard settlement date (time).
     * @return The bill.
     */
    public BillSecurity getBillStandard() {
        return _billStandard;
    }

    public Currency getCurrency() {
        return _billStandard.getCurrency();
    }

    @Override
    public String toString() {
        return "Transaction: " + _quantity + " of " + _billPurchased.toString();
    }

    @Override
    public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitBillTransaction(this, data);
    }

    @Override
    public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
        ArgumentChecker.notNull(visitor, "visitor");
        return visitor.visitBillTransaction(this);
    }

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

}