com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesSecurity.java Source code

Introduction

Here is the source code for com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesSecurity.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.future.derivative;

import java.util.Arrays;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity;
import com.opengamma.util.money.Currency;

/**
 * Description of a bond future security (derivative version).
 */
public class BondFuturesSecurity implements InstrumentDerivative {

    /**
     * The last trading time.
     */
    private final double _tradingLastTime;
    /**
     * The first notice time.
     */
    private final double _noticeFirstTime;
    /**
     * The last notice time.
     */
    private final double _noticeLastTime;
    /**
     * The first delivery time. It is the first notice date plus the settlement days.
     */
    private final double _deliveryFirstTime;
    /**
     * The last delivery time. It is the last notice date plus the settlement days.
     */
    private final double _deliveryLastTime;
    /**
     * The notional of the bond future (also called face value or contract value).
     */
    private final double _notional;
    /**
     * The basket of deliverable bonds.
     */
    private final BondFixedSecurity[] _deliveryBasket;
    /**
     * The conversion factor of each bond in the basket.
     */
    private final double[] _conversionFactor;

    /**
     * Constructor from all the details.
     * @param tradingLastTime The last trading time.
     * @param noticeFirstTime The first notice time.
     * @param noticeLastTime The last notice time.
     * @param deliveryFirstTime The first delivery time.
     * @param deliveryLastTime The last delivery time.
     * @param notional The notional of the bond future.
     * @param deliveryBasket The basket of deliverable bonds.
     * @param conversionFactor The conversion factor of each bond in the basket.
     */
    public BondFuturesSecurity(double tradingLastTime, double noticeFirstTime, double noticeLastTime,
            double deliveryFirstTime, double deliveryLastTime, double notional, BondFixedSecurity[] deliveryBasket,
            double[] conversionFactor) {
        Validate.notNull(deliveryBasket, "Delivery basket");
        Validate.notNull(conversionFactor, "Conversion factors");
        Validate.isTrue(deliveryBasket.length > 0, "At least one bond in basket");
        Validate.isTrue(deliveryBasket.length == conversionFactor.length, "Conversion factor size");
        this._tradingLastTime = tradingLastTime;
        this._noticeFirstTime = noticeFirstTime;
        this._noticeLastTime = noticeLastTime;
        this._deliveryFirstTime = deliveryFirstTime;
        this._deliveryLastTime = deliveryLastTime;
        this._deliveryBasket = deliveryBasket;
        this._conversionFactor = conversionFactor;
        this._notional = notional;
    }

    /**
     * Gets the last trading time.
     * @return The last trading time.
     */
    public double getTradingLastTime() {
        return _tradingLastTime;
    }

    /**
     * Gets the first notice time.
     * @return The first notice time.
     */
    public double getNoticeFirstTime() {
        return _noticeFirstTime;
    }

    /**
     * Gets the last notice time.
     * @return The last notice time.
     */
    public double getNoticeLastTime() {
        return _noticeLastTime;
    }

    /**
     * Gets the first delivery time.
     * @return The first delivery time.
     */
    public double getDeliveryFirstTime() {
        return _deliveryFirstTime;
    }

    /**
     * Gets the last delivery time.
     * @return The last delivery time.
     */
    public double getDeliveryLastTime() {
        return _deliveryLastTime;
    }

    /**
     * Gets the notional of the bond future.
     * @return The notional of the bond future.
     */
    public double getNotional() {
        return _notional;
    }

    /**
     * Gets the basket of deliverable bonds.
     * @return The basket of deliverable bonds.
     */
    public BondFixedSecurity[] getDeliveryBasket() {
        return _deliveryBasket;
    }

    /**
     * Gets the conversion factor of each bond in the basket.
     * @return The conversion factor of each bond in the basket.
     */
    public double[] getConversionFactor() {
        return _conversionFactor;
    }

    /**
     * Gets the future currency.
     * @return The currency.
     */
    public Currency getCurrency() {
        return _deliveryBasket[0].getCurrency();
    }

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

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

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + Arrays.hashCode(_conversionFactor);
        result = prime * result + Arrays.hashCode(_deliveryBasket);
        long temp;
        temp = Double.doubleToLongBits(_deliveryFirstTime);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_deliveryLastTime);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_noticeFirstTime);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_noticeLastTime);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_notional);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_tradingLastTime);
        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;
        }
        BondFuturesSecurity other = (BondFuturesSecurity) obj;
        if (!Arrays.equals(_conversionFactor, other._conversionFactor)) {
            return false;
        }
        if (!Arrays.equals(_deliveryBasket, other._deliveryBasket)) {
            return false;
        }
        if (Double.doubleToLongBits(_deliveryFirstTime) != Double.doubleToLongBits(other._deliveryFirstTime)) {
            return false;
        }
        if (Double.doubleToLongBits(_deliveryLastTime) != Double.doubleToLongBits(other._deliveryLastTime)) {
            return false;
        }
        if (Double.doubleToLongBits(_noticeFirstTime) != Double.doubleToLongBits(other._noticeFirstTime)) {
            return false;
        }
        if (Double.doubleToLongBits(_noticeLastTime) != Double.doubleToLongBits(other._noticeLastTime)) {
            return false;
        }
        if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) {
            return false;
        }
        if (Double.doubleToLongBits(_tradingLastTime) != Double.doubleToLongBits(other._tradingLastTime)) {
            return false;
        }
        return true;
    }

}