com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurveYieldImplied.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurveYieldImplied.java

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.interestrate.curve;

import org.apache.commons.lang.ObjectUtils;

/**
 * 
 */
public class ForwardCurveYieldImplied extends ForwardCurve {
    private final double _spot;
    private final YieldAndDiscountCurve _riskFreeCurve;
    private final YieldAndDiscountCurve _costOfCarryCurve;

    /**
     * 
     * @param spot The current value of the underlying
     * @param riskFreeCurve The risk free interest rate curve (in FX this is the domestic risk free curve), not null
     * @param costOfCarryCurve In equity this would represent the expected dividend yield, while in FX it is the foreign risk free rate, not null
     */
    public ForwardCurveYieldImplied(final double spot, final YieldAndDiscountCurve riskFreeCurve,
            final YieldAndDiscountCurve costOfCarryCurve) {
        super(getForwardCurve(spot, riskFreeCurve, costOfCarryCurve));
        _spot = spot;
        _riskFreeCurve = riskFreeCurve;
        _costOfCarryCurve = costOfCarryCurve;
    }

    @Override
    public double getSpot() {
        return _spot;
    }

    public YieldAndDiscountCurve getRiskFreeCurve() {
        return _riskFreeCurve;
    }

    public YieldAndDiscountCurve getCostOfCarryCurve() {
        return _costOfCarryCurve;
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = super.hashCode();
        result = prime * result + _costOfCarryCurve.hashCode();
        result = prime * result + _riskFreeCurve.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_spot);
        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 (!(obj instanceof ForwardCurveYieldImplied)) {
            return false;
        }
        final ForwardCurveYieldImplied other = (ForwardCurveYieldImplied) obj;
        if (Double.compare(_spot, other._spot) != 0) {
            return false;
        }
        if (!ObjectUtils.equals(_costOfCarryCurve, other._costOfCarryCurve)) {
            return false;
        }
        if (!ObjectUtils.equals(_riskFreeCurve, other._riskFreeCurve)) {
            return false;
        }
        return true;
    }

}