com.opengamma.analytics.financial.interestrate.payments.derivative.Coupon.java Source code

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Here is the source code for com.opengamma.analytics.financial.interestrate.payments.derivative.Coupon.java

Source

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.interestrate.payments.derivative;

import org.apache.commons.lang.Validate;

import com.opengamma.util.money.Currency;

/**
 * Class describing a generic coupon.
 */
public abstract class Coupon extends Payment {

    /**
     * The payment period year fraction (or accrual factor).
     */
    private final double _paymentYearFraction;
    /**
     * The coupon notional.
     */
    private final double _notional;

    /**
     * Constructor of a generic coupon from details.
     * @param currency The payment currency.
     * @param paymentTime Time (in years) up to the payment.
     * @param fundingCurveName Name of the funding curve.
     * @param paymentYearFraction The year fraction (or accrual factor) for the coupon payment.
     * @param notional Coupon notional.
     */
    public Coupon(final Currency currency, final double paymentTime, final String fundingCurveName,
            final double paymentYearFraction, final double notional) {
        super(currency, paymentTime, fundingCurveName);
        Validate.isTrue(paymentYearFraction >= 0, "year fraction < 0");
        _paymentYearFraction = paymentYearFraction;
        _notional = notional;
    }

    /**
     * Gets the payment year fraction (or accrual factor).
     * @return The payment year fraction.
     */
    public double getPaymentYearFraction() {
        return _paymentYearFraction;
    }

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

    /**
     * Creates a new coupon with the same characteristics, except the notional which is the one given.
     * @param notional The notional of the new coupon.
     * @return The new coupon.
     */
    public abstract Coupon withNotional(double notional);

    @Override
    public double getReferenceAmount() {
        return _notional;
    }

    @Override
    public String toString() {
        return super.toString() + ", year fraction = " + getPaymentYearFraction() + ", notional = " + _notional;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_notional);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_paymentYearFraction);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        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 Coupon other = (Coupon) obj;
        if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) {
            return false;
        }
        if (Double.doubleToLongBits(_paymentYearFraction) != Double.doubleToLongBits(other._paymentYearFraction)) {
            return false;
        }
        return true;
    }

}