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

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

import org.apache.commons.lang.ObjectUtils;

import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.util.ArgumentChecker;

/**
 * Description of transaction on an bond future security.
 */
public class BondFuturesTransaction implements InstrumentDerivative {

    /**
     * The underlying future security.
     */
    private final BondFuturesSecurity _underlyingFuture;
    /**
     * The quantity of future. Can be positive or negative.
     */
    private final int _quantity;
    /**
     * The reference price. It is the transaction price on the transaction date and the last close price afterward.
     * The price is in relative number and not in percent. A standard price will be 0.985 and not 98.5.
     */
    private final double _referencePrice;

    /**
     * The future transaction constructor.
     * @param underlyingFuture The underlying future security.
     * @param quantity The quantity of future.
     * @param referencePrice The reference price.
     */
    public BondFuturesTransaction(final BondFuturesSecurity underlyingFuture, final int quantity,
            final double referencePrice) {
        ArgumentChecker.notNull(underlyingFuture, "underlying future");
        _underlyingFuture = underlyingFuture;
        _quantity = quantity;
        _referencePrice = referencePrice;
    }

    /**
     * Gets the underlying future security.
     * @return The underlying future security.
     */
    public BondFuturesSecurity getUnderlyingFuture() {
        return _underlyingFuture;
    }

    /**
     * Gets the quantity of future.
     * @return The quantity of future.
     */
    public int getQuantity() {
        return _quantity;
    }

    /**
     * Gets the reference price.
     * @return The reference price.
     */
    public double getReferencePrice() {
        return _referencePrice;
    }

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

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

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

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        final BondFuturesTransaction other = (BondFuturesTransaction) obj;
        if (_quantity != other._quantity) {
            return false;
        }
        if (Double.doubleToLongBits(_referencePrice) != Double.doubleToLongBits(other._referencePrice)) {
            return false;
        }
        if (!ObjectUtils.equals(_underlyingFuture, other._underlyingFuture)) {
            return false;
        }
        return true;
    }

}