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

Introduction

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

Source

/**
 * 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.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;

/**
 * Describes a transaction on a generic single currency bond issue.
 * @param <B> The underlying bond type.
 */
public abstract class BondTransaction<B extends BondSecurity<? extends Payment, ? extends Payment>>
        implements InstrumentDerivative {
    /**
     * The bond underlying the transaction. All the nominal payment and coupon relevant to the transaction and only them are included in the bond. 
     * The bond may not be suitable for standard price and yield calculation (some coupon may be missing or added). In particular, the bond
     * may not have settlement meaningful spot time.
     */
    private final B _bondPurchased;
    /**
     * The transaction quoted price. The price meaning will depend on the bond type (Fixed coupon, FRN, Inflation bond).
     */
    private final double _transactionPrice;
    /**
     * The number of bonds purchased (can be negative or positive).
     */
    private final double _quantity;
    /**
     * Description of the underlying bond with standard settlement date. Used for clean/dirty price calculation.
     */
    private final B _bondStandard;
    /**
     * The notional at the standard spot time.
     */
    private final double _notionalStandard;

    /**
     * Bond transaction constructor from the transaction details.
     * @param bondPurchased The bond underlying the transaction.
     * @param quantity The number of bonds purchased (can be negative or positive).
     * @param transactionPrice The transaction quoted price.
     * @param bondStandard Description of the underlying bond with standard settlement date.
     * @param notionalStandard The notional at the standard spot time.
     */
    public BondTransaction(B bondPurchased, double quantity, double transactionPrice, B bondStandard,
            double notionalStandard) {
        Validate.notNull(bondPurchased, "Bond underlying the transaction");
        Validate.notNull(transactionPrice, "Price");
        Validate.notNull(bondStandard, "Bond underlying with standard settlement date");
        // TODO: Check coherence of bond with settlement.
        _bondPurchased = bondPurchased;
        _quantity = quantity;
        _transactionPrice = transactionPrice;
        _bondStandard = bondStandard;
        _notionalStandard = notionalStandard;
    }

    /**
     * Gets the bond underlying the transaction.
     * @return The bond underlying the transaction.
     */
    public B getBondTransaction() {
        return _bondPurchased;
    }

    /**
     * Gets the number of bonds purchased (can be negative or positive).
     * @return The number of bonds purchased.
     */
    public double getQuantity() {
        return _quantity;
    }

    /**
     * Gets Description of the underlying bond with standard settlement date. Used for clean/dirty price calculation.
     * @return The bond with standard settlement date.
     */
    public B getBondStandard() {
        return _bondStandard;
    }

    /**
     * Gets the notional at the standard spot time.
     * @return The notional standard.
     */
    public double getNotionalStandard() {
        return _notionalStandard;
    }

    /**
     * Gets the transaction price.
     * @return The price.
     */
    public double getTransactionPrice() {
        return _transactionPrice;
    }

    @Override
    public String toString() {
        String result = "Bond Transaction: Quantity=" + _quantity + ", Notional std=" + _notionalStandard + "\n";
        result += "Price: " + _transactionPrice + "\n";
        result += "Underlying: " + _bondPurchased.toString() + "\n";
        result += "Standard: " + _bondStandard.toString();
        return result;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _bondPurchased.hashCode();
        result = prime * result + _bondStandard.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_notionalStandard);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_quantity);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        BondTransaction<?> other = (BondTransaction<?>) obj;
        if (!ObjectUtils.equals(_bondPurchased, other._bondPurchased)) {
            return false;
        }
        if (!ObjectUtils.equals(_bondStandard, other._bondStandard)) {
            return false;
        }
        if (Double.doubleToLongBits(_notionalStandard) != Double.doubleToLongBits(other._notionalStandard)) {
            return false;
        }
        if (Double.doubleToLongBits(_quantity) != Double.doubleToLongBits(other._quantity)) {
            return false;
        }
        return true;
    }

}