/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.simpleinstruments.definition;
import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleFXFuture;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.money.Currency;
/**
*
*/
public class SimpleFXFutureDefinition implements SimpleInstrumentDefinition<SimpleFXFuture> {
private final ZonedDateTime _expiryDate;
private final ZonedDateTime _settlementDate;
private final double _referencePrice;
private final Currency _payCurrency;
private final Currency _receiveCurrency;
private final double _unitAmount;
public SimpleFXFutureDefinition(final ZonedDateTime expiryDate, final ZonedDateTime settlementDate, final double referencePrice, final Currency payCurrency, final Currency recieveCurrency,
final double unitAmount) {
Validate.notNull(expiryDate, "expiry date");
Validate.notNull(settlementDate, "settlement date");
Validate.notNull(payCurrency, "pay currency");
Validate.notNull(recieveCurrency, "receive currency");
_expiryDate = expiryDate;
_settlementDate = settlementDate;
_referencePrice = referencePrice;
_payCurrency = payCurrency;
_receiveCurrency = recieveCurrency;
_unitAmount = unitAmount;
}
public ZonedDateTime getExpiry() {
return _expiryDate;
}
public ZonedDateTime getSettlementDate() {
return _settlementDate;
}
public double getReferencePrice() {
return _referencePrice;
}
public Currency getPayCurrency() {
return _payCurrency;
}
public Currency getReceiveCurrency() {
return _receiveCurrency;
}
public double getUnitAmount() {
return _unitAmount;
}
@Override
public SimpleFXFuture toDerivative(final ZonedDateTime date) {
Validate.notNull(date, "date");
Validate.isTrue(date.isBefore(_expiryDate));
double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
return new SimpleFXFuture(timeToFixing, timeToDelivery, _referencePrice, _unitAmount, _payCurrency, _receiveCurrency);
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _payCurrency.hashCode();
result = prime * result + _receiveCurrency.hashCode();
result = prime * result + _expiryDate.hashCode();
result = prime * result + _settlementDate.hashCode();
long temp;
temp = Double.doubleToLongBits(_referencePrice);
result = prime * result + (int) (temp ^ (temp >>> 32));
temp = Double.doubleToLongBits(_unitAmount);
result = prime * result + (int) (temp ^ (temp >>> 32));
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final SimpleFXFutureDefinition other = (SimpleFXFutureDefinition) obj;
if (Double.doubleToLongBits(_referencePrice) != Double.doubleToLongBits(other._referencePrice)) {
return false;
}
if (!ObjectUtils.equals(_expiryDate, other._expiryDate)) {
return false;
}
if (!ObjectUtils.equals(_settlementDate, other._settlementDate)) {
return false;
}
if (!ObjectUtils.equals(_payCurrency, other._payCurrency)) {
return false;
}
if (!ObjectUtils.equals(_receiveCurrency, other._receiveCurrency)) {
return false;
}
if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
return false;
}
return true;
}
}