/** * Copyright (C) 2011 - 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 floating coupon with a unique fixing date. */ public abstract class CouponFloating extends Coupon { /** * The floating coupon fixing time. */ private final double _fixingTime; /** * Constructor from all the 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. * @param fixingTime Time (in years) up to fixing. * @deprecated Use the constructor that does not take a curve name */ @Deprecated public CouponFloating(final Currency currency, final double paymentTime, final String fundingCurveName, final double paymentYearFraction, final double notional, final double fixingTime) { super(currency, paymentTime, fundingCurveName, paymentYearFraction, notional); ArgumentChecker.isTrue(fixingTime >= 0.0, "fixing time < 0"); _fixingTime = fixingTime; } /** * Constructor from all the details. * @param currency The payment currency. * @param paymentTime Time (in years) up to the payment. * @param paymentYearFraction The year fraction (or accrual factor) for the coupon payment. * @param notional Coupon notional. * @param fixingTime Time (in years) up to fixing. */ public CouponFloating(final Currency currency, final double paymentTime, final double paymentYearFraction, final double notional, final double fixingTime) { super(currency, paymentTime, paymentYearFraction, notional); ArgumentChecker.isTrue(fixingTime >= 0.0, "fixing time < 0"); _fixingTime = fixingTime; } /** * Gets the floating coupon fixing time. * @return The fixing time. */ public double getFixingTime() { return _fixingTime; } @Override public String toString() { return super.toString() + ", fixing time = " + _fixingTime; } @Override public int hashCode() { final int prime = 31; int result = super.hashCode(); long temp; temp = Double.doubleToLongBits(_fixingTime); 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 CouponFloating other = (CouponFloating) obj; if (Double.doubleToLongBits(_fixingTime) != Double.doubleToLongBits(other._fixingTime)) { return false; } return true; } }