/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.conversion;
import org.threeten.bp.LocalDate;
import org.threeten.bp.OffsetTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition;
import com.opengamma.core.convention.ConventionSource;
import com.opengamma.core.holiday.HolidaySource;
import com.opengamma.core.position.Trade;
import com.opengamma.core.region.RegionSource;
import com.opengamma.core.security.Security;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.util.ArgumentChecker;
/**
* Interest rate future trade converter.
*/
public class InterestRateFutureTradeConverter implements TradeConverter {
private final InterestRateFutureSecurityConverter _securityConverter;
public InterestRateFutureTradeConverter(SecuritySource securitySource,
HolidaySource holidaySource,
ConventionSource conventionSource,
RegionSource regionSource) {
_securityConverter = new InterestRateFutureSecurityConverter(securitySource, holidaySource, conventionSource, regionSource);
}
public InstrumentDefinitionWithData<?, Double> convert(Trade trade) {
ArgumentChecker.notNull(trade, "trade");
final Security security = trade.getSecurity();
if (security instanceof InterestRateFutureSecurity) {
final InterestRateFutureSecurityDefinition securityDefinition = (InterestRateFutureSecurityDefinition) ((InterestRateFutureSecurity) security).accept(_securityConverter);
Double tradePrice = trade.getPremium(); // TODO: [PLAT-1958] The trade price is stored in the trade premium.
if (tradePrice == null) {
throw new OpenGammaRuntimeException("Trade premium should not be null.");
}
final LocalDate tradeDate = trade.getTradeDate();
if (tradeDate == null) {
throw new OpenGammaRuntimeException("Trade date should not be null");
}
final OffsetTime tradeTime = trade.getTradeTime();
if (tradeTime == null) {
throw new OpenGammaRuntimeException("Trade time should not be null");
}
final ZonedDateTime tradeDateTime = tradeDate.atTime(tradeTime).atZoneSameInstant(ZoneOffset.UTC);
final int quantity = trade.getQuantity().intValue();
return new InterestRateFutureTransactionDefinition(securityDefinition, quantity, tradeDateTime, tradePrice);
}
throw new IllegalArgumentException("Can only handle InterestRateFutureSecurity");
}
}