/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.future;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesSecurity;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesTransaction;
/**
* Description of a bond future transaction (definition version).
*/
public class BondFuturesTransactionDefinition extends FuturesTransactionDefinition<BondFuturesSecurityDefinition>
implements InstrumentDefinitionWithData<BondFuturesTransaction, Double> {
/**
* Constructor of the future transaction.
* @param underlyingFuture Underlying future security.
* @param quantity Quantity of future. Can be positive or negative.
* @param tradeDate Transaction date.
* @param tradePrice Transaction price.
*/
public BondFuturesTransactionDefinition(final BondFuturesSecurityDefinition underlyingFuture, final long quantity, final ZonedDateTime tradeDate, final double tradePrice) {
super(underlyingFuture, quantity, tradeDate, tradePrice);
}
@Override
public BondFuturesTransaction toDerivative(final ZonedDateTime date) {
throw new UnsupportedOperationException("The method toDerivative of BondFutureTransactionDefinition does not support the one argument method (without margin price data).");
}
@Override
public BondFuturesTransaction toDerivative(final ZonedDateTime dateTime, final Double lastMarginPrice) {
final double referencePrice = referencePrice(dateTime, lastMarginPrice);
final BondFuturesSecurity underlyingFuture = getUnderlyingSecurity().toDerivative(dateTime);
final BondFuturesTransaction futureTransaction = new BondFuturesTransaction(underlyingFuture, getQuantity(), referencePrice);
return futureTransaction;
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
return visitor.visitBondFuturesTransactionDefinition(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
return visitor.visitBondFuturesTransactionDefinition(this);
}
}