/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.forex.definition; import org.apache.commons.lang.ObjectUtils; import org.threeten.bp.ZonedDateTime; import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier; import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla; import com.opengamma.analytics.financial.instrument.InstrumentDefinition; import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.model.option.definition.Barrier; import com.opengamma.analytics.financial.model.option.definition.Barrier.BarrierType; import com.opengamma.util.ArgumentChecker; /** * Class describing a single-barrier FX option definition. The class wraps a vanilla European FX option ({@code ForexOptionVanillaDefinition}) and a * {@link BarrierType}. * It is suppose that the barrier has not been activated yet (and thus there is no flag indicated if the activation took place already). */ public class ForexOptionSingleBarrierDefinition implements InstrumentDefinition<InstrumentDerivative> { /** * The underlying vanilla Forex option. */ private final ForexOptionVanillaDefinition _underlyingOption; /** * The barrier description. */ private final Barrier _barrier; /** * The amount paid back to the option holder in case the option expires inactive (in domestic currency). */ private final double _rebate; /** * Constructor from the details with 0 rebate. * @param underlyingOption The underlying (vanilla) option * @param barrier The barrier type */ public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption, final Barrier barrier) { ArgumentChecker.notNull(underlyingOption, "underlying option"); ArgumentChecker.notNull(barrier, "barrier"); _underlyingOption = underlyingOption; _barrier = barrier; _rebate = 0.0; } /** * Constructor from the details. * @param underlyingOption The underlying (vanilla) option. * @param barrier The barrier type. * @param rebate The rebate amount (in domestic currency). */ public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption, final Barrier barrier, final double rebate) { ArgumentChecker.notNull(underlyingOption, "underlying option"); ArgumentChecker.notNull(barrier, "barrier"); _underlyingOption = underlyingOption; _barrier = barrier; _rebate = rebate; } /** * @return The underlying (vanilla) option */ public ForexOptionVanillaDefinition getUnderlyingOption() { return _underlyingOption; } /** * @return The barrier */ public Barrier getBarrier() { return _barrier; } /** * Gets the rebate amount (in domestic currency). * @return The rebate. */ public double getRebate() { return _rebate; } @Override public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date) { ArgumentChecker.notNull(date, "date"); final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date); return new ForexOptionSingleBarrier(underlying, _barrier); } @Override public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexOptionSingleBarrierDefiniton(this, data); } @Override public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexOptionSingleBarrierDefiniton(this); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _barrier.hashCode(); long temp; temp = Double.doubleToLongBits(_rebate); result = prime * result + (int) (temp ^ (temp >>> 32)); result = prime * result + _underlyingOption.hashCode(); 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 ForexOptionSingleBarrierDefinition other = (ForexOptionSingleBarrierDefinition) obj; if (_barrier != other._barrier) { return false; } if (Double.doubleToLongBits(_rebate) != Double.doubleToLongBits(other._rebate)) { return false; } if (!ObjectUtils.equals(_underlyingOption, other._underlyingOption)) { return false; } return true; } }