/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.conversion;
import com.opengamma.analytics.financial.instrument.future.BondFutureDefinition;
import com.opengamma.core.position.Trade;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.util.ArgumentChecker;
/**
* Converts a bond future trade to a {@link BondFutureDefinition}
*/
public class BondFutureTradeConverter {
private final BondFutureSecurityConverter _securityConverter;
public BondFutureTradeConverter(final BondFutureSecurityConverter securityConverter) {
ArgumentChecker.notNull(securityConverter, "security converter");
_securityConverter = securityConverter;
}
/**
* Convert a Trade on a Bond FutureSecurity into the OG-Analytics Definition.
* This is currently just a wrapper on the Security converter, but the Trade contains data we may wish to use for risk management.
* @param trade A trade containing a BondFutureSecurity
* @return BondFutureDefinition
*/
// TODO Consider extending the function arguments to allow dynamic treatment of the reference price of the future.
public BondFutureDefinition convert(final Trade trade) {
ArgumentChecker.notNull(trade, "trade");
ArgumentChecker.isTrue(trade.getSecurity() instanceof BondFutureSecurity, "Can only handle trades with security type BondFutureSecurity");
final BondFutureDefinition underlyingFuture = (BondFutureDefinition) ((BondFutureSecurity) trade.getSecurity()).accept(_securityConverter);
return underlyingFuture;
}
}