com.opengamma.analytics.financial.interestrate.cash.derivative.DepositIbor.java Source code

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Here is the source code for com.opengamma.analytics.financial.interestrate.cash.derivative.DepositIbor.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.cash.derivative;

import org.apache.commons.lang.ObjectUtils;

import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;

/**
 * Class describing a deposit underlying a Ibor index. Used in particular for Ibor fixing and curve construction.
 */
public class DepositIbor extends Cash {

    /**
     * The Ibor-like index associated to the deposit.
     */
    private final IborIndex _index;

    /**
     * Constructor from all details.
     * @param currency The currency
     * @param startTime The deposit start time.
     * @param endTime The deposit end (or maturity) time.
     * @param notional The deposit notional.
     * @param initialAmount The initial amount. Usually is equal to the notional or 0 if the amount has been paid in the past. Should be of the same sign as notional.
     * @param rate The deposit rate.
     * @param accrualFactor The accrual factor (or year fraction).
     * @param index The associated index.
     * @param indexCurveName The name of the curve associated to the index.
     * @deprecated Use the constructor that does not take yield curve names
     */
    @Deprecated
    public DepositIbor(final Currency currency, final double startTime, final double endTime, final double notional,
            final double initialAmount, final double rate, final double accrualFactor, final IborIndex index,
            final String indexCurveName) {
        super(currency, startTime, endTime, notional, initialAmount, rate, accrualFactor, indexCurveName);
        ArgumentChecker.notNull(index, "Index");
        ArgumentChecker.isTrue(currency.equals(index.getCurrency()), "Currency should be equal to index currency");
        _index = index;
    }

    /**
     * Constructor from all details.
     * @param currency The currency
     * @param startTime The deposit start time.
     * @param endTime The deposit end (or maturity) time.
     * @param notional The deposit notional.
     * @param initialAmount The initial amount. Usually is equal to the notional or 0 if the amount has been paid in the past. Should be of the same sign as notional.
     * @param rate The deposit rate.
     * @param accrualFactor The accrual factor (or year fraction).
     * @param index The associated index.
     */
    public DepositIbor(final Currency currency, final double startTime, final double endTime, final double notional,
            final double initialAmount, final double rate, final double accrualFactor, final IborIndex index) {
        super(currency, startTime, endTime, notional, initialAmount, rate, accrualFactor);
        ArgumentChecker.notNull(index, "Index");
        ArgumentChecker.isTrue(currency.equals(index.getCurrency()), "Currency should be equal to index currency");
        _index = index;
    }

    /**
     * Gets the Ibor-like index associated to the deposit.
     * @return The index.
     */
    public IborIndex getIndex() {
        return _index;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        result = prime * result + _index.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 DepositIbor other = (DepositIbor) obj;
        if (!ObjectUtils.equals(_index, other._index)) {
            return false;
        }
        return true;
    }

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

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

}