com.opengamma.financial.analytics.ircurve.FixedIncomeStripWithSecurity.java Source code

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Here is the source code for com.opengamma.financial.analytics.ircurve.FixedIncomeStripWithSecurity.java

Source

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

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

import com.opengamma.core.security.Security;
import com.opengamma.id.ExternalId;
import com.opengamma.util.time.Tenor;

/**
 *
 */
public class FixedIncomeStripWithSecurity implements Comparable<FixedIncomeStripWithSecurity> {
    private final FixedIncomeStrip _originalStrip;
    private final Tenor _resolvedTenor;
    private final ZonedDateTime _maturity;
    private final ExternalId _securityIdentifier;
    private final Security _security;

    /**
     * Gets the fixed income strip.
     * @return The fixed income strip
     */
    public FixedIncomeStrip getStrip() {
        return _originalStrip;
    }

    /**
     * Gets the instrumentType field.
     * @return the instrumentType
     */
    public StripInstrumentType getInstrumentType() {
        return _originalStrip.getInstrumentType();
    }

    /**
     * Gets the tenor field
     * @return the tenor
     */
    public Tenor getTenor() {
        return _originalStrip.getCurveNodePointTime();
    }

    /**
     * Gets the resolved tenor field
     * @return the tenor
     */
    public Tenor getResolvedTenor() {
        return _resolvedTenor;
    }

    /**
     * Get the number of the quarterly IR futures after the tenor to choose.
     * NOTE: THIS DOESN'T REFER TO A GENERIC FUTURE
     * @return number of futures after the tenor
     * @throws IllegalStateException if called on a non-future strip
     */
    public int getNumberOfFuturesAfterTenor() {
        return _originalStrip.getNumberOfFuturesAfterTenor();
    }

    /**
     * Get the periods per year of a periodic zero deposit security
     *
     * @return the number of periods per year
     * @throws IllegalStateException if called on a non-periodic zero deposit strip
     */
    public int getPeriodsPerYear() {
        return _originalStrip.getPeriodsPerYear();
    }

    /**
     * Gets the years field.
     * @return the years
     */
    public ZonedDateTime getMaturity() {
        return _maturity;
    }

    /**
     * Gets the identifier that was used to resolve the security
     * This is available, just so the same identifier can be conveniently used to retrieve requested market data.
     * @return The security identifier
     */
    public ExternalId getSecurityIdentifier() {
        return _securityIdentifier;
    }

    /**
     * Gets the security field.
     * @return the security
     */
    public Security getSecurity() {
        return _security;
    }

    public FixedIncomeStripWithSecurity(final FixedIncomeStrip originalStrip, final Tenor resolvedTenor,
            final ZonedDateTime maturity, final ExternalId securityIdentifier, final Security security) {
        Validate.notNull(originalStrip, "original strip");
        Validate.notNull(resolvedTenor, "resolved tenor");
        Validate.notNull(maturity, "maturity");
        Validate.notNull(securityIdentifier, "security identifier");
        Validate.notNull(security, "security");
        _originalStrip = originalStrip;
        _resolvedTenor = resolvedTenor;
        _maturity = maturity;
        _securityIdentifier = securityIdentifier;
        _security = security;
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj instanceof FixedIncomeStripWithSecurity) {
            final FixedIncomeStripWithSecurity other = (FixedIncomeStripWithSecurity) obj;
            return ObjectUtils.equals(_originalStrip, other._originalStrip)
                    && ObjectUtils.equals(_maturity, other._maturity)
                    && ObjectUtils.equals(_security, other._security);
        }
        return false;
    }

    @Override
    public int hashCode() {
        return _maturity.hashCode();
    }

    @Override
    public String toString() {
        return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE);
    }

    @Override
    public int compareTo(final FixedIncomeStripWithSecurity o) {
        int result = 0;
        if (getStrip().getInstrumentType() == StripInstrumentType.FUTURE
                || o.getStrip().getInstrumentType() == StripInstrumentType.FUTURE) {
            result = getMaturity().compareTo(o.getMaturity());
        }
        if (result != 0) {
            return result;
        }
        result = getStrip().compareTo(o.getStrip());
        if (result != 0) {
            return result;
        }
        result = getResolvedTenor().compareTo(o.getResolvedTenor());
        if (result != 0) {
            return result;
        }
        if (getSecurity().getUniqueId() == null) {
            if (o.getSecurity().getUniqueId() == null) {
                return 0;
            } else {
                //TODO check this
                return -1;
            }
        }
        result = getSecurity().getUniqueId().getValue().compareTo(o.getSecurity().getUniqueId().getValue());
        return result;
    }
}