/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.equity.option;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.ExerciseDecisionType;
import com.opengamma.analytics.financial.equity.future.derivative.EquityIndexFuture;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.util.ArgumentChecker;
/**
* An equity index future option.
*/
public class EquityIndexFutureOption implements InstrumentDerivative {
/** The time to expiry in years */
private final double _expiry;
/** The underlying index future */
private final EquityIndexFuture _underlying;
/** The strike */
private final double _strike;
/** The exercise type */
private final ExerciseDecisionType _exerciseType;
/** Is the option a call or put */
private final boolean _isCall;
/** The point value of the option */
private final double _pointValue;
/** The reference price is the transaction price on the transaction date and the last close price afterward */
private final double _referencePrice;
/**
* @param expiry The time to expiry in years, greater than zero.
* @param underlying The underlying equity index future, not null
* @param strike The strike, greater than zero
* @param exerciseType The exercise type, not null
* @param isCall true if the option is a call, false if the option is a put
* @param pointValue The point value of the option
* @param referencePrice last close price (margin price) except on trade date on which it is the trade price
*/
public EquityIndexFutureOption(final double expiry, final EquityIndexFuture underlying, final double strike, final ExerciseDecisionType exerciseType, final boolean isCall,
final double pointValue, double referencePrice) {
if (expiry < 0.0) {
throw new OpenGammaRuntimeException("Expired");
}
ArgumentChecker.notNull(underlying, "underlying");
ArgumentChecker.notNegativeOrZero(strike, "strike");
ArgumentChecker.notNull(exerciseType, "exercise type");
_expiry = expiry;
_underlying = underlying;
_strike = strike;
_exerciseType = exerciseType;
_isCall = isCall;
_pointValue = pointValue;
_referencePrice = referencePrice;
}
/**
* Gets the time to expiry.
* @return The time to expiry
*/
public double getExpiry() {
return _expiry;
}
/**
* Gets the underlying equity index future.
* @return The underlying
*/
public EquityIndexFuture getUnderlying() {
return _underlying;
}
/**
* Gets the strike.
* @return The strike
*/
public double getStrike() {
return _strike;
}
/**
* Gets the exercise type.
* @return The exercise type
*/
public ExerciseDecisionType getExerciseType() {
return _exerciseType;
}
/**
* Is the option a put or call.
* @return true if the option is a call
*/
public boolean isCall() {
return _isCall;
}
/**
* Gets the point value.
* @return The point value
*/
public double getPointValue() {
return _pointValue;
}
/**
* Gets the reference price, the trade price on trade date. or the last close price thereafter.
* @return The reference price
*/
public double getReferencePrice() {
return _referencePrice;
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitEquityIndexFutureOption(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitEquityIndexFutureOption(this);
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _exerciseType.hashCode();
long temp;
temp = Double.doubleToLongBits(_expiry);
result = prime * result + (int) (temp ^ (temp >>> 32));
result = prime * result + (_isCall ? 1231 : 1237);
temp = Double.doubleToLongBits(_strike);
result = prime * result + (int) (temp ^ (temp >>> 32));
result = prime * result + _underlying.hashCode();
temp = Double.doubleToLongBits(_pointValue);
result = prime * result + (int) (temp ^ (temp >>> 32));
temp = Double.doubleToLongBits(_referencePrice);
result = prime * result + (int) (temp ^ (temp >>> 32));
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof EquityIndexFutureOption)) {
return false;
}
final EquityIndexFutureOption other = (EquityIndexFutureOption) obj;
if (_exerciseType != other._exerciseType) {
return false;
}
if (_isCall != other._isCall) {
return false;
}
if (Double.compare(_strike, other._strike) != 0) {
return false;
}
if (Double.compare(_referencePrice, other._referencePrice) != 0) {
return false;
}
if (Double.compare(_expiry, other._expiry) != 0) {
return false;
}
if (Double.compare(_pointValue, other._pointValue) != 0) {
return false;
}
if (!ObjectUtils.equals(_underlying, other._underlying)) {
return false;
}
return true;
}
}