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

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Here is the source code for com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity.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 com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityPaymentFixed;
import com.opengamma.analytics.financial.interestrate.payments.derivative.CouponFixed;
import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed;
import com.opengamma.financial.convention.yield.YieldConvention;
import com.opengamma.util.ArgumentChecker;

/**
 * Describes a fixed coupon bond issue.
 */
public class BondFixedSecurity extends BondSecurity<PaymentFixed, CouponFixed> {

    /**
     * The yield (to maturity) computation convention.
     */
    private final YieldConvention _yieldConvention;
    /**
     * The 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 accrual factor to the first coupon. Used for yield computation.
     */
    private final double _factorToNextCoupon;

    /**
     * Fixed coupon bond constructor from the nominal and the coupons.
     * @param nominal The notional payments. For bullet bond, it is restricted to a single payment.
     * @param coupon The bond fixed coupons. The coupons notional should be in line with the bond nominal.
     * @param settlementTime The time (in years) to settlement date.
     * @param accruedInterest The accrued interest at the settlement date. The accrued interest is an amount (in line with the nominal).
     * @param factorToNextCoupon The factor from spot up to the next coupon.
     * @param yieldConvention The yield (to maturity) computation convention.
     * @param couponPerYear Number of coupon per year.
     * @param repoCurveName The name of the curve used for settlement amount discounting.
     * @param issuer The bond issuer name.
     * @deprecated Use the constructor that does not take curve names
     */
    @Deprecated
    public BondFixedSecurity(final AnnuityPaymentFixed nominal, final AnnuityCouponFixed coupon,
            final double settlementTime, final double accruedInterest, final double factorToNextCoupon,
            final YieldConvention yieldConvention, final int couponPerYear, final String repoCurveName,
            final String issuer) {
        super(nominal, coupon, settlementTime, repoCurveName, issuer);
        ArgumentChecker.notNull(yieldConvention, "Yield convention");
        _yieldConvention = yieldConvention;
        _accruedInterest = accruedInterest;
        _couponPerYear = couponPerYear;
        _factorToNextCoupon = factorToNextCoupon;
    }

    /**
     * Fixed coupon bond constructor from the nominal and the coupons.
     * @param nominal The notional payments. For bullet bond, it is restricted to a single payment.
     * @param coupon The bond fixed coupons. The coupons notional should be in line with the bond nominal.
     * @param settlementTime The time (in years) to settlement date.
     * @param accruedInterest The accrued interest at the settlement date. The accrued interest is an amount (in line with the nominal).
     * @param factorToNextCoupon The factor from spot up to the next coupon.
     * @param yieldConvention The yield (to maturity) computation convention.
     * @param couponPerYear Number of coupon per year.
     * @param issuer The bond issuer name.
     */
    public BondFixedSecurity(final AnnuityPaymentFixed nominal, final AnnuityCouponFixed coupon,
            final double settlementTime, final double accruedInterest, final double factorToNextCoupon,
            final YieldConvention yieldConvention, final int couponPerYear, final String issuer) {
        super(nominal, coupon, settlementTime, issuer);
        ArgumentChecker.notNull(yieldConvention, "Yield convention");
        _yieldConvention = yieldConvention;
        _accruedInterest = accruedInterest;
        _couponPerYear = couponPerYear;
        _factorToNextCoupon = factorToNextCoupon;
    }

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

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

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

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

    @Override
    public String toString() {
        String result = super.toString();
        result += "\nFixed coupon bond: " + _yieldConvention.toString() + ", accrued=" + _accruedInterest
                + ", coupon=" + _couponPerYear + ", factor=" + _factorToNextCoupon;
        return result;
    }

    @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));
        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 BondFixedSecurity other = (BondFixedSecurity) 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 (!ObjectUtils.equals(_yieldConvention, other._yieldConvention)) {
            return false;
        }
        return true;
    }

}