Java tutorial
/** * Copyright (C) 2013 - 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.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.payments.derivative.Coupon; import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed; 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 an interest inflation indexed bond issue. Only the coupon are indexed on a price index. * @param <N> Type of fixed payment. * @param <C> Type of inflation coupon. */ public class BondInterestIndexedSecurity<N extends PaymentFixed, C extends Coupon> extends BondSecurity<N, 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. * The notional is 0 if the settlement is in the past and 1 if not. */ private final PaymentFixed _settlement; /** * The price index associated to the bond. */ private final IndexPrice _priceIndex; /** * 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 priceIndex The price index * @param issuer The bond issuer name. */ public BondInterestIndexedSecurity(final Annuity<N> nominal, final Annuity<C> coupon, final double settlementTime, final double accruedInterest, final double factorToNextCoupon, final YieldConvention yieldConvention, final int couponPerYear, final PaymentFixed settlement, final String issuer, final IndexPrice priceIndex) { super(nominal, coupon, settlementTime, issuer); Validate.notNull(yieldConvention, "Yield convention"); Validate.notNull(settlement, "Settlement"); Validate.notNull(priceIndex, "Price Index"); _yieldConvention = yieldConvention; _accruedInterest = accruedInterest; _couponPerYear = couponPerYear; _factorToNextCoupon = factorToNextCoupon; _settlement = settlement; _priceIndex = priceIndex; } /** * 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 _priceIndex; } /** * Gets the index value at the start of the bond. * @return The index value. */ public PaymentFixed 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.visitBondInterestIndexedSecurity(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitBondInterestIndexedSecurity(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)); result = prime * result + ((_settlement == null) ? 0 : _settlement.hashCode()); result = prime * result + ((_yieldConvention == null) ? 0 : _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 BondInterestIndexedSecurity<?, ?> other = (BondInterestIndexedSecurity<?, ?>) 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 (_settlement == null) { if (other._settlement != null) { return false; } } else if (!_settlement.equals(other._settlement)) { return false; } if (_yieldConvention == null) { if (other._yieldConvention != null) { return false; } } else if (!_yieldConvention.equals(other._yieldConvention)) { return false; } return true; } }