/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.interestrate.curve;
import org.apache.commons.lang.ObjectUtils;
/**
*
*/
public class ForwardCurveYieldImplied extends ForwardCurve {
private final double _spot;
private final YieldAndDiscountCurve _riskFreeCurve;
private final YieldAndDiscountCurve _costOfCarryCurve;
/**
*
* @param spot The current value of the underlying
* @param riskFreeCurve The risk free interest rate curve (in FX this is the domestic risk free curve), not null
* @param costOfCarryCurve In equity this would represent the expected dividend yield, while in FX it is the foreign risk free rate, not null
*/
public ForwardCurveYieldImplied(final double spot, final YieldAndDiscountCurve riskFreeCurve, final YieldAndDiscountCurve costOfCarryCurve) {
super(getForwardCurve(spot, riskFreeCurve, costOfCarryCurve));
_spot = spot;
_riskFreeCurve = riskFreeCurve;
_costOfCarryCurve = costOfCarryCurve;
}
@Override
public double getSpot() {
return _spot;
}
public YieldAndDiscountCurve getRiskFreeCurve() {
return _riskFreeCurve;
}
public YieldAndDiscountCurve getCostOfCarryCurve() {
return _costOfCarryCurve;
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _costOfCarryCurve.hashCode();
result = prime * result + _riskFreeCurve.hashCode();
long temp;
temp = Double.doubleToLongBits(_spot);
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 (!(obj instanceof ForwardCurveYieldImplied)) {
return false;
}
final ForwardCurveYieldImplied other = (ForwardCurveYieldImplied) obj;
if (Double.compare(_spot, other._spot) != 0) {
return false;
}
if (!ObjectUtils.equals(_costOfCarryCurve, other._costOfCarryCurve)) {
return false;
}
if (!ObjectUtils.equals(_riskFreeCurve, other._riskFreeCurve)) {
return false;
}
return true;
}
}