/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.inflation;
import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.instrument.index.IndexPrice;
import com.opengamma.analytics.financial.instrument.payment.CouponDefinition;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Coupon;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;
import com.opengamma.timeseries.DoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Class describing inflation coupon.
*/
public abstract class CouponInflationDefinition extends CouponDefinition
implements InstrumentDefinitionWithData<Payment, DoubleTimeSeries<ZonedDateTime>> {
/**
* The price index associated to the coupon.
*/
private final IndexPrice _indexPrice;
/**
* Constructor from the coupon details.
* @param currency The payment currency.
* @param paymentDate Coupon payment date.
* @param accrualStartDate Start date of the accrual period.
* @param accrualEndDate End date of the accrual period.
* @param paymentYearFraction Accrual factor of the accrual period.
* @param notional Coupon notional.
* @param priceIndex The price index.
*/
public CouponInflationDefinition(final Currency currency, final ZonedDateTime paymentDate, final ZonedDateTime accrualStartDate,
final ZonedDateTime accrualEndDate, final double paymentYearFraction, final double notional, final IndexPrice priceIndex) {
super(currency, paymentDate, accrualStartDate, accrualEndDate, paymentYearFraction, notional);
ArgumentChecker.notNull(priceIndex, "Price index");
_indexPrice = priceIndex;
}
/**
* Creates a new inflation coupon similar to the original one except that new payment, accrual dates and notional are given.
* @param paymentDate The payment date.
* @param accrualStartDate The accrual start date.
* @param accrualEndDate The accrual end date.
* @param notional The notional.
* @return The coupon.
*/
public abstract CouponInflationDefinition with(ZonedDateTime paymentDate, ZonedDateTime accrualStartDate, ZonedDateTime accrualEndDate, double notional);
@Override
public abstract Coupon toDerivative(final ZonedDateTime date);
@Override
public abstract Coupon toDerivative(final ZonedDateTime date, final DoubleTimeSeries<ZonedDateTime> priceIndexTimeSeries);
/**
* Gets the price index associated to the coupon.
* @return The price index.
*/
public IndexPrice getPriceIndex() {
return _indexPrice;
}
@Override
public String toString() {
return super.toString() + ", price index=" + _indexPrice.toString();
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _indexPrice.hashCode();
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 CouponInflationDefinition other = (CouponInflationDefinition) obj;
if (!ObjectUtils.equals(_indexPrice, other._indexPrice)) {
return false;
}
return true;
}
}