/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.payments.derivative; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Class describing a generic coupon. */ public abstract class Coupon extends Payment { /** * The payment period year fraction (or accrual factor). */ private final double _paymentAccrualFactor; /** * The coupon notional. */ private final double _notional; /** * Constructor of a generic coupon from details. * @param currency The payment currency. * @param paymentTime Time (in years) up to the payment. * @param fundingCurveName Name of the funding curve. * @param paymentYearFraction The year fraction (or accrual factor) for the coupon payment. * @param notional Coupon notional. * @deprecated Use the constructor that does not take a yield curve name */ @Deprecated public Coupon(final Currency currency, final double paymentTime, final String fundingCurveName, final double paymentYearFraction, final double notional) { super(currency, paymentTime, fundingCurveName); ArgumentChecker.isTrue(paymentYearFraction >= 0, "year fraction < 0"); _paymentAccrualFactor = paymentYearFraction; _notional = notional; } /** * Constructor of a generic coupon from details. * @param currency The payment currency. * @param paymentTime Time (in years) up to the payment. * @param paymentAccrualFactor The accrual factor (or year fraction) for the coupon payment. * @param notional Coupon notional. */ public Coupon(final Currency currency, final double paymentTime, final double paymentAccrualFactor, final double notional) { super(currency, paymentTime); ArgumentChecker.isTrue(paymentAccrualFactor >= 0, "year fraction < 0"); _paymentAccrualFactor = paymentAccrualFactor; _notional = notional; } /** * Gets the payment year fraction (or accrual factor). * @return The payment year fraction. */ public double getPaymentYearFraction() { return _paymentAccrualFactor; } /** * Gets the coupon notional. * @return The notional. */ public double getNotional() { return _notional; } /** * Creates a new coupon with the same characteristics, except the notional which is the one given. * @param notional The notional of the new coupon. * @return The new coupon. */ public abstract Coupon withNotional(double notional); @Override public double getReferenceAmount() { return _notional; } @Override public String toString() { return super.toString() + ", year fraction = " + getPaymentYearFraction() + ", notional = " + _notional; } @Override public int hashCode() { final int prime = 31; int result = super.hashCode(); long temp; temp = Double.doubleToLongBits(_notional); result = prime * result + (int) (temp ^ (temp >>> 32)); temp = Double.doubleToLongBits(_paymentAccrualFactor); 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 Coupon other = (Coupon) obj; if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) { return false; } if (Double.doubleToLongBits(_paymentAccrualFactor) != Double.doubleToLongBits(other._paymentAccrualFactor)) { return false; } return true; } }