/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.derivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed;
import com.opengamma.util.ArgumentChecker;
/**
* Description of transaction on an interest rate future option with up-front margin security.
*/
public class InterestRateFutureOptionPremiumTransaction extends FuturesTransaction<InterestRateFutureOptionPremiumSecurity> {
/**
* The premium payment. If the payment is in the past, the paymentTime is 0 and the amount 0.
* If the payment is today or in the future, the premium amount is given by the the transaction price * future notional * future accrual factor.
*/
private PaymentFixed _premium;
/**
* Constructor of the future option transaction from details.
* @param underlyingOption The underlying option future security.
* @param quantity The quantity of the transaction. Can be positive or negative.
* @param premiumTime The transaction date.
* @param tradePrice The transaction price.
*/
@SuppressWarnings("deprecation")
public InterestRateFutureOptionPremiumTransaction(InterestRateFutureOptionPremiumSecurity underlyingOption,
int quantity,
double premiumTime,
double tradePrice) {
super(underlyingOption, quantity, tradePrice);
final double premiumAmount = -tradePrice * quantity * underlyingOption.getUnderlyingFuture().getNotional() * underlyingOption.getUnderlyingFuture().getPaymentAccrualFactor();
_premium = new PaymentFixed(underlyingOption.getCurrency(), premiumTime, premiumAmount);
}
/**
* Gets the premium payment.
* @return The premium.
*/
public PaymentFixed getPremium() {
return _premium;
}
@Override
public boolean equals(Object o) {
if (this == o) {
return true;
}
if (o == null || getClass() != o.getClass()) {
return false;
}
if (!super.equals(o)) {
return false;
}
InterestRateFutureOptionPremiumTransaction that = (InterestRateFutureOptionPremiumTransaction) o;
if (!_premium.equals(that._premium)) {
return false;
}
return true;
}
@Override
public int hashCode() {
int result = super.hashCode();
result = 31 * result + _premium.hashCode();
return result;
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionPremiumTransaction(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionPremiumTransaction(this);
}
}