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

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Here is the source code for com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedSecurity.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.interestrate.bond.definition;

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

import com.opengamma.analytics.financial.instrument.index.IndexPrice;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity;
import com.opengamma.analytics.financial.interestrate.inflation.derivative.CouponInflation;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Coupon;
import com.opengamma.financial.convention.yield.YieldConvention;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.ObjectsPair;
import com.opengamma.util.tuple.Pair;

/**
 * Describes a capital inflation indexed bond issue. Both the coupon and the nominal are indexed on a price index.
 * @param <C> Type of inflation coupon.
 */
public class BondCapitalIndexedSecurity<C extends Coupon> extends BondSecurity<C, C> {

    /**
     * The yield (to maturity) computation convention.
     */
    private final YieldConvention _yieldConvention;
    /**
     * The real accrued interest at the settlement date. The accrued interest is an amount (in line with the nominal).
     */
    private final double _accruedInterest;
    /**
     * Number of coupon per year.
     */
    private final int _couponPerYear;
    /**
     * The real accrual factor to the first coupon. Used for yield computation.
     */
    private final double _factorToNextCoupon;
    /**
     * The description of the bond settlement. It is used only for the dates and inflation calculation.
     * The notional is 0 if the settlement is in the past and 1 if not.
     */
    private final CouponInflation _settlement;
    /**
     * The index value at the start of the bond.
     */
    private final double _indexStartValue;

    /**
     * Constructor of the Capital inflation indexed bond.
     * @param nominal The nominal annuity.
     * @param coupon The coupon annuity.
     * @param settlementTime The time (in years) to settlement date.
     * @param accruedInterest The real accrued interest at the settlement date.
     * @param factorToNextCoupon The real accrual factor to the first coupon.
     * @param yieldConvention The bond yield convention.
     * @param couponPerYear Number of coupon per year.
     * @param settlement The description of the bond settlement.
     * @param indexStartValue The index value at the start of the bond.
     * @param issuer The bond issuer name.
     */
    public BondCapitalIndexedSecurity(final Annuity<C> nominal, final Annuity<C> coupon,
            final double settlementTime, final double accruedInterest, final double factorToNextCoupon,
            final YieldConvention yieldConvention, final int couponPerYear, final CouponInflation settlement,
            final double indexStartValue, final String issuer) {
        super(nominal, coupon, settlementTime, issuer);
        Validate.notNull(yieldConvention, "Yield convention");
        Validate.notNull(settlement, "Settlement");
        _yieldConvention = yieldConvention;
        _accruedInterest = accruedInterest;
        _couponPerYear = couponPerYear;
        _factorToNextCoupon = factorToNextCoupon;
        _settlement = settlement;
        _indexStartValue = indexStartValue;
    }

    /**
     * Gets the bond yield convention.
     * @return The yield convention.
     */
    public YieldConvention getYieldConvention() {
        return _yieldConvention;
    }

    /**
     * Gets the real accrued interest at the settlement date.
     * @return The accrued interest.
     */
    public double getAccruedInterest() {
        return _accruedInterest;
    }

    /**
     * Gets the number of coupon per year.
     * @return The number of coupon per year.
     */
    public int getCouponPerYear() {
        return _couponPerYear;
    }

    /**
     * Gets the real accrual factor to the first coupon.
     * @return The accrual factor to the first coupon.
     */
    public double getAccrualFactorToNextCoupon() {
        return _factorToNextCoupon;
    }

    /**
     * Gets the price index associated to the bond.
     * @return The price index.
     */
    public IndexPrice getPriceIndex() {
        return _settlement.getPriceIndex();
    }

    /**
     * Gets the index value at the start of the bond.
     * @return The index value.
     */
    public double getIndexStartValue() {
        return _indexStartValue;
    }

    /**
     * Gets the index value at the start of the bond.
     * @return The index value.
     */
    public CouponInflation getSettlement() {
        return _settlement;
    }

    /**
     * Returns the issuer/currency pair for the bond.
     * @return The pair.
     */
    public Pair<String, Currency> getIssuerCurrency() {
        return ObjectsPair.of(getIssuer(), getCurrency());
    }

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

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

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_accruedInterest);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        result = prime * result + _couponPerYear;
        temp = Double.doubleToLongBits(_factorToNextCoupon);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_indexStartValue);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        result = prime * result + _settlement.hashCode();
        result = prime * result + _yieldConvention.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 BondCapitalIndexedSecurity<?> other = (BondCapitalIndexedSecurity<?>) obj;
        if (Double.doubleToLongBits(_accruedInterest) != Double.doubleToLongBits(other._accruedInterest)) {
            return false;
        }
        if (_couponPerYear != other._couponPerYear) {
            return false;
        }
        if (Double.doubleToLongBits(_factorToNextCoupon) != Double.doubleToLongBits(other._factorToNextCoupon)) {
            return false;
        }
        if (Double.doubleToLongBits(_indexStartValue) != Double.doubleToLongBits(other._indexStartValue)) {
            return false;
        }
        if (!ObjectUtils.equals(_settlement, other._settlement)) {
            return false;
        }
        if (!ObjectUtils.equals(_yieldConvention, other._yieldConvention)) {
            return false;
        }
        return true;
    }

}