com.opengamma.analytics.financial.simpleinstruments.definition.SimpleFutureDefinition.java Source code

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Here is the source code for com.opengamma.analytics.financial.simpleinstruments.definition.SimpleFutureDefinition.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.simpleinstruments.definition;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleFuture;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.money.Currency;

/**
 * 
 */
public class SimpleFutureDefinition implements SimpleInstrumentDefinition<SimpleFuture> {
    private final ZonedDateTime _expiryDate;
    private final ZonedDateTime _settlementDate;
    private final double _referencePrice;
    private final Currency _currency;
    private final double _unitAmount;

    public SimpleFutureDefinition(final ZonedDateTime expiryDate, final ZonedDateTime settlementDate,
            final double referencePrice, final Currency currency, final double unitAmount) {
        Validate.notNull(expiryDate, "expiry date");
        Validate.notNull(settlementDate, "settlement date");
        Validate.notNull(currency, "currency");
        _expiryDate = expiryDate;
        _settlementDate = settlementDate;
        _referencePrice = referencePrice;
        _currency = currency;
        _unitAmount = unitAmount;
    }

    public ZonedDateTime getExpiry() {
        return _expiryDate;
    }

    public ZonedDateTime getSettlementDate() {
        return _settlementDate;
    }

    public double getReferencePrice() {
        return _referencePrice;
    }

    public Currency getCurrency() {
        return _currency;
    }

    public double getUnitAmount() {
        return _unitAmount;
    }

    @Override
    public SimpleFuture toDerivative(final ZonedDateTime date) {
        Validate.notNull(date, "date");
        Validate.isTrue(date.isBefore(_expiryDate));
        double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
        double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
        return new SimpleFuture(timeToFixing, timeToDelivery, _referencePrice, _unitAmount, _currency);
    }

    public SimpleFuture toDerivative(final ZonedDateTime date, final double referencePrice) {
        Validate.notNull(date, "date");
        Validate.isTrue(date.isBefore(_expiryDate));
        double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
        double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
        return new SimpleFuture(timeToFixing, timeToDelivery, referencePrice, _unitAmount, _currency);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _currency.hashCode();
        result = prime * result + _expiryDate.hashCode();
        result = prime * result + _settlementDate.hashCode();
        long temp;
        temp = Double.doubleToLongBits(_referencePrice);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        temp = Double.doubleToLongBits(_unitAmount);
        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;
        }
        final SimpleFutureDefinition other = (SimpleFutureDefinition) obj;
        if (Double.doubleToLongBits(_referencePrice) != Double.doubleToLongBits(other._referencePrice)) {
            return false;
        }
        if (!ObjectUtils.equals(_expiryDate, other._expiryDate)) {
            return false;
        }
        if (!ObjectUtils.equals(_settlementDate, other._settlementDate)) {
            return false;
        }
        if (!ObjectUtils.equals(_currency, other._currency)) {
            return false;
        }
        if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
            return false;
        }
        return true;
    }
}