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

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Here is the source code for com.opengamma.analytics.financial.interestrate.future.derivative.SwapFuturesPriceDeliverableTransaction.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 org.apache.commons.lang.ObjectUtils;

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

/**
 * Description of an interest rate future security.
 */
public class SwapFuturesPriceDeliverableTransaction implements InstrumentDerivative {

    /**
     * The underlying swap futures security.
     */
    private final SwapFuturesPriceDeliverableSecurity _underlying;
    /**
     * The reference price is used to express present value with respect to some level, for example, the transaction price on the transaction date or 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 quantity/number of contract.
     */
    private final int _quantity;

    public SwapFuturesPriceDeliverableTransaction(final SwapFuturesPriceDeliverableSecurity underlying,
            final double referencePrice, final int quantity) {
        ArgumentChecker.notNull(underlying, "Underlying futures");
        ArgumentChecker.notNull(referencePrice, "The reference price");
        ArgumentChecker.notNull(quantity, "Quantity");
        _underlying = underlying;
        _referencePrice = referencePrice;
        _quantity = quantity;
    }

    /**
     * Gets the future last trading time.
     * @return The future last trading time.
     */
    public SwapFuturesPriceDeliverableSecurity getUnderlying() {
        return _underlying;
    }

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

    /**
     * The future currency.
     * @return The currency.
     */
    public Currency getCurrency() {
        return _underlying.getCurrency();
    }

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

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

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

    @Override
    public String toString() {
        String result = "Quantity: " + _quantity + " of " + _underlying.toString();
        return result;
    }

    @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 + _underlying.hashCode();
        return result;
    }

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

}