/**
* 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;
}
}