/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.index;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.annuity.AnnuityDefinition;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Generator (or template) for single currency leg.
* Abstract class.
*/
public abstract class GeneratorLeg extends GeneratorInstrument<GeneratorAttributeIR> {
/** The leg generator currency. */
private final Currency _ccy;
/**
* Constructor.
* @param name The generator name.
* @param ccy The leg generator currency.
*/
public GeneratorLeg(String name, Currency ccy) {
super(name);
ArgumentChecker.notNull(ccy, "currency");
_ccy = ccy;
}
/**
* Returns the leg generator currency.
* @return The currency.
*/
public Currency getCurrency() {
return _ccy;
}
@Override
/**
* The leg generated is a receiver leg. To obtain a payer leg, use a negative notional.
*/
public abstract AnnuityDefinition<?> generateInstrument(ZonedDateTime date, double marketQuote,
double notional, GeneratorAttributeIR attribute);
}