/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.instrument.bond;

import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.payment.CouponFixedDefinition;
import com.opengamma.analytics.financial.instrument.payment.PaymentFixedDefinition;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
import com.opengamma.analytics.financial.schedule.ScheduleCalculator;
import com.opengamma.financial.convention.daycount.AccruedInterestCalculator;
import com.opengamma.util.ArgumentChecker;

/**
 * Describes a transaction on a fixed coupon bond issue.
 */
public class BondFixedTransactionDefinition extends BondTransactionDefinition<PaymentFixedDefinition, CouponFixedDefinition> {

  /**
   * The method to compute price from yield.
   */
  private static final BondSecurityDiscountingMethod METHOD_BOND = BondSecurityDiscountingMethod.getInstance();

  /**
   * Accrued interest at settlement date (in line with notional).
   */
  private double _accruedInterestAtSettlement;

  /**
   * Constructor of a fixed coupon bond transaction from all the transaction details.
   * @param underlyingBond The fixed coupon bond underlying the transaction.
   * @param quantity The number of bonds purchased (can be negative or positive).
   * @param settlementDate Transaction settlement date.
   * @param cleanPrice The (clean) price of the transaction in relative term (i.e. 0.90 for 90% of nominal).
   */
  public BondFixedTransactionDefinition(final BondFixedSecurityDefinition underlyingBond, final double quantity, 
      final ZonedDateTime settlementDate, final double cleanPrice) {
    super(underlyingBond, quantity, settlementDate, cleanPrice);
    _accruedInterestAtSettlement = 0;
    final int nbCoupon = underlyingBond.getCoupons().getNumberOfPayments();
    final double accruedInterest = AccruedInterestCalculator.getAccruedInterest(getUnderlyingBond().getDayCount(), 
        getCouponIndex(), nbCoupon, getPreviousAccrualDate(), settlementDate, getNextAccrualDate(), 
        underlyingBond.getCoupons().getNthPayment(getCouponIndex()).getRate(), underlyingBond.getCouponPerYear(), 
        underlyingBond.isEOM()) * underlyingBond.getCoupons().getNthPayment(getCouponIndex()).getNotional();
    if (underlyingBond.getExCouponDays() != 0 && 
        getNextAccrualDate().minusDays(underlyingBond.getExCouponDays()).isBefore(settlementDate)) {
      _accruedInterestAtSettlement = accruedInterest - 
          underlyingBond.getCoupons().getNthPayment(getCouponIndex()).getAmount();
      // Accrued interest minus previous coupon which is already "ex".
    } else {
      _accruedInterestAtSettlement = accruedInterest;
    }
  }

  /**
   * Builder of a fixed coupon bond transaction from the underlying bond and the conventional yield at settlement date.
   * @param underlyingBond The fixed coupon bond underlying the transaction.
   * @param quantity The number of bonds purchased (can be negative or positive).
   * @param settlementDate Transaction settlement date.
   * @param yield The yield quoted in the underlying bond convention at settlement date. The yield is in decimal, i.e. 0.0525 for 5.25%.
   * @return The fixed coupon bond.
   */
  public static BondFixedTransactionDefinition fromYield(final BondFixedSecurityDefinition underlyingBond, 
      final double quantity, final ZonedDateTime settlementDate, final double yield) {
    ArgumentChecker.notNull(settlementDate, "settlement date");
    ArgumentChecker.notNull(underlyingBond, "underlying bond");
    BondFixedSecurity security = underlyingBond.toDerivative(settlementDate, settlementDate);
    double cleanPrice = METHOD_BOND.cleanPriceFromYield(security, yield);
    return new BondFixedTransactionDefinition(underlyingBond, quantity, settlementDate, cleanPrice);
  }

  /**
   * Gets the accrued interest at transaction settlement.
   * @return The accrued interest at settlement.
   */
  public double getAccruedInterestAtSettlement() {
    return _accruedInterestAtSettlement;
  }

  /**
   * Gets the bond underlying the transaction.
   * @return The underlying bond.
   */
  @Override
  public BondFixedSecurityDefinition getUnderlyingBond() {
    return (BondFixedSecurityDefinition) super.getUnderlyingBond();
  }

  @Override
  public BondFixedTransaction toDerivative(final ZonedDateTime date) {
    ArgumentChecker.notNull(date, "date");
    final ZonedDateTime spot = ScheduleCalculator.getAdjustedDate(date, getUnderlyingBond().getSettlementDays(), 
        getUnderlyingBond().getCalendar());
    final BondFixedSecurity bondPurchase = getUnderlyingBond().toDerivative(date, getSettlementDate());
    final BondFixedSecurity bondStandard = getUnderlyingBond().toDerivative(date);
    final int nbCoupon = getUnderlyingBond().getCoupons().getNumberOfPayments();
    int couponIndex = 0; // The index of the coupon of the spot date.
    for (int loopcpn = 0; loopcpn < nbCoupon; loopcpn++) {
      if (getUnderlyingBond().getCoupons().getNthPayment(loopcpn).getAccrualEndDate().isAfter(spot)) {
        couponIndex = loopcpn;
        break;
      }
    }
    final double notionalStandard = getUnderlyingBond().getCoupons().getNthPayment(couponIndex).getNotional();
    double price;
    if (getSettlementDate().toLocalDate().isBefore(date.toLocalDate())) { 
      //Implementation note: If settlement already took place (in day terms), the price is set to 0.
      price = 0.0;
    } else {
      price = getPrice();
    }
    final BondFixedTransaction result = new BondFixedTransaction(bondPurchase, getQuantity(), price, bondStandard, 
        notionalStandard);
    return result;
  }

  @Override
  public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
    ArgumentChecker.notNull(visitor, "visitor");
    return visitor.visitBondFixedTransactionDefinition(this, data);
  }

  @Override
  public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
    ArgumentChecker.notNull(visitor, "visitor");
    return visitor.visitBondFixedTransactionDefinition(this);
  }

  @Override
  public int hashCode() {
    final int prime = 31;
    int result = super.hashCode();
    long temp;
    temp = Double.doubleToLongBits(_accruedInterestAtSettlement);
    result = prime * result + (int) (temp ^ (temp >>> 32));
    return result;
  }

  @Override
  public boolean equals(final Object obj) {
    if (this == obj) {
      return true;
    }
    if (!super.equals(obj)) {
      return false;
    }
    if (getClass() != obj.getClass()) {
      return false;
    }
    final BondFixedTransactionDefinition other = (BondFixedTransactionDefinition) obj;
    if (Double.doubleToLongBits(_accruedInterestAtSettlement) != Double.doubleToLongBits(other._accruedInterestAtSettlement)) {
      return false;
    }
    return true;
  }

}