/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.option.definition;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.model.volatility.surface.VolatilitySurface;
/**
*
*/
public class StandardOptionDataBundle extends OptionDataBundle {
private final double _b;
private final double _spot;
// TODO need a cost of carry model
public StandardOptionDataBundle(final YieldAndDiscountCurve interestRateCurve, final double b, final VolatilitySurface volatilitySurface, final double spot, final ZonedDateTime date) {
super(interestRateCurve, volatilitySurface, date);
_b = b;
_spot = spot;
}
public StandardOptionDataBundle(final StandardOptionDataBundle data) {
super(data);
_b = data.getCostOfCarry();
_spot = data.getSpot();
}
public double getCostOfCarry() {
return _b;
}
public double getSpot() {
return _spot;
}
@Override
public StandardOptionDataBundle withInterestRateCurve(final YieldAndDiscountCurve curve) {
return new StandardOptionDataBundle(curve, getCostOfCarry(), getVolatilitySurface(), getSpot(), getDate());
}
public StandardOptionDataBundle withCostOfCarry(final double costOfCarry) {
return new StandardOptionDataBundle(getInterestRateCurve(), costOfCarry, getVolatilitySurface(), getSpot(), getDate());
}
@Override
public StandardOptionDataBundle withVolatilitySurface(final VolatilitySurface surface) {
return new StandardOptionDataBundle(getInterestRateCurve(), getCostOfCarry(), surface, getSpot(), getDate());
}
@Override
public StandardOptionDataBundle withDate(final ZonedDateTime date) {
return new StandardOptionDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), getSpot(), date);
}
public StandardOptionDataBundle withSpot(final double spot) {
return new StandardOptionDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), spot, getDate());
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
long temp;
temp = Double.doubleToLongBits(_b);
result = prime * result + (int) (temp ^ (temp >>> 32));
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 (getClass() != obj.getClass()) {
return false;
}
final StandardOptionDataBundle other = (StandardOptionDataBundle) obj;
if (Double.doubleToLongBits(_b) != Double.doubleToLongBits(other._b)) {
return false;
}
return Double.doubleToLongBits(_spot) == Double.doubleToLongBits(other._spot);
}
}