/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.forex.conversion;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class ForexQuoteConversion {
private final double _domPips;
private final double _s0;
private final double _k;
private final double _nd;
private final double _nf;
private final double _pcForeign;
private final double _pcDom;
private final double _foreignPips;
private final double _absDom;
private final double _absForeign;
public ForexQuoteConversion(final double domesticPipsPrice, final double spotRate, final double strike, final double domesticNotional, final double foreignNotional) {
ArgumentChecker.isTrue(domesticPipsPrice >= 0.0, "Negative price given");
ArgumentChecker.isTrue(spotRate > 0.0, "Spot rate must be greater than zero. value gvien is {}", spotRate);
ArgumentChecker.isTrue(strike > 0.0, "Strike must be greater than zero. value gvien is {}", strike);
ArgumentChecker.isTrue(domesticNotional > 0.0, "Domestic Notional must be greater than zero. value gvien is {}", domesticNotional);
ArgumentChecker.isTrue(foreignNotional > 0.0, "Foreign Notional must be greater than zero. value gvien is {}", foreignNotional);
_domPips = domesticPipsPrice;
_s0 = spotRate;
_k = strike;
_nd = domesticNotional;
_nf = foreignNotional;
_pcForeign = domesticPipsPrice / _s0;
_pcDom = domesticPipsPrice / _k;
_foreignPips = _pcForeign / _k;
_absDom = _nd * domesticPipsPrice;
_absForeign = _nf * _pcForeign;
}
/**
* Gets the domestic Pips (points) or domestic/foreign price.
* @return the domPips
*/
public double getDomesticPips() {
return _domPips;
}
/**
* Gets the percentage foreign price.
* @return the pcForeign
*/
public double getPcForeign() {
return _pcForeign;
}
/**
* Gets the percentage domestic price.
* @return the pcDom
*/
public double getPcDom() {
return _pcDom;
}
/**
* Gets the foreign Pips (points) or foreign/domestic price.
* @return the foreignPips
*/
public double getForeignPips() {
return _foreignPips;
}
/**
* Gets the absolute domestic price.
* @return the absDom
*/
public double getAbsDom() {
return _absDom;
}
/**
* Gets the absolute Foreign price.
* @return the absForeign
*/
public double getAbsForeign() {
return _absForeign;
}
}