/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.forex.derivative; import org.apache.commons.lang.ObjectUtils; import org.apache.commons.lang.Validate; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.analytics.financial.model.option.definition.Barrier; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Class describing a single-barrier FX option. The class wraps a vanilla European FX option ({@code ForexOptionVanilla}) and a {@code 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 ForexOptionSingleBarrier implements InstrumentDerivative { /** * The underlying vanilla Forex option. */ private final ForexOptionVanilla _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 option * @param barrier The barrier */ public ForexOptionSingleBarrier(final ForexOptionVanilla underlyingOption, final Barrier barrier) { Validate.notNull(underlyingOption, "underlying option"); Validate.notNull(barrier, "barrier"); _underlyingOption = underlyingOption; _barrier = barrier; _rebate = 0.0; } /** * Constructor from the details with 0 rebate. * @param underlyingOption The underlying option * @param barrier The barrier. * @param rebate The rebate amount (in domestic currency). */ public ForexOptionSingleBarrier(final ForexOptionVanilla underlyingOption, final Barrier barrier, final double rebate) { Validate.notNull(underlyingOption, "underlying option"); Validate.notNull(barrier, "barrier"); Validate.isTrue(rebate >= 0.0, "Rebate is positive or null"); _underlyingOption = underlyingOption; _barrier = barrier; _rebate = rebate; } /** * @return The underlying (vanilla) option */ public ForexOptionVanilla 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; } /** * Gets the first currency. * @return The currency. */ public Currency getCurrency1() { return _underlyingOption.getCurrency1(); } /** * Gets the second currency. * @return The currency. */ public Currency getCurrency2() { return _underlyingOption.getCurrency2(); } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexOptionSingleBarrier(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForexOptionSingleBarrier(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 ForexOptionSingleBarrier other = (ForexOptionSingleBarrier) 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; } }