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

Introduction

Here is the source code for com.opengamma.analytics.financial.simpleinstruments.definition.SimpleFXFutureDefinition.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.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.SimpleFXFuture;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.money.Currency;

/**
 * 
 */
public class SimpleFXFutureDefinition implements SimpleInstrumentDefinition<SimpleFXFuture> {
    private final ZonedDateTime _expiryDate;
    private final ZonedDateTime _settlementDate;
    private final double _referencePrice;
    private final Currency _payCurrency;
    private final Currency _receiveCurrency;
    private final double _unitAmount;

    public SimpleFXFutureDefinition(final ZonedDateTime expiryDate, final ZonedDateTime settlementDate,
            final double referencePrice, final Currency payCurrency, final Currency recieveCurrency,
            final double unitAmount) {
        Validate.notNull(expiryDate, "expiry date");
        Validate.notNull(settlementDate, "settlement date");
        Validate.notNull(payCurrency, "pay currency");
        Validate.notNull(recieveCurrency, "receive currency");
        _expiryDate = expiryDate;
        _settlementDate = settlementDate;
        _referencePrice = referencePrice;
        _payCurrency = payCurrency;
        _receiveCurrency = recieveCurrency;
        _unitAmount = unitAmount;
    }

    public ZonedDateTime getExpiry() {
        return _expiryDate;
    }

    public ZonedDateTime getSettlementDate() {
        return _settlementDate;
    }

    public double getReferencePrice() {
        return _referencePrice;
    }

    public Currency getPayCurrency() {
        return _payCurrency;
    }

    public Currency getReceiveCurrency() {
        return _receiveCurrency;
    }

    public double getUnitAmount() {
        return _unitAmount;
    }

    @Override
    public SimpleFXFuture 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 SimpleFXFuture(timeToFixing, timeToDelivery, _referencePrice, _unitAmount, _payCurrency,
                _receiveCurrency);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + _payCurrency.hashCode();
        result = prime * result + _receiveCurrency.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(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        final SimpleFXFutureDefinition other = (SimpleFXFutureDefinition) 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(_payCurrency, other._payCurrency)) {
            return false;
        }
        if (!ObjectUtils.equals(_receiveCurrency, other._receiveCurrency)) {
            return false;
        }
        if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
            return false;
        }
        return true;
    }
}