/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.forex.derivative; import java.io.Serializable; import org.apache.commons.lang.ObjectUtils; import org.apache.commons.lang.Validate; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Class describing a foreign exchange transaction (spot or forward). */ public class Forex implements InstrumentDerivative, Serializable { /** * The payment in the first currency. */ private final PaymentFixed _paymentCurrency1; /** * The payment in the second currency. */ private final PaymentFixed _paymentCurrency2; /** * Constructor from two fixed payments. The payments should take place on the same date. The sign of the amounts should be opposite. * @param paymentCurrency1 The first currency payment. * @param paymentCurrency2 The second currency payment. */ public Forex(final PaymentFixed paymentCurrency1, final PaymentFixed paymentCurrency2) { Validate.notNull(paymentCurrency1, "Payment 1"); Validate.notNull(paymentCurrency2, "Payment 2"); Validate.isTrue(Double.doubleToLongBits(paymentCurrency1.getPaymentTime()) == Double.doubleToLongBits(paymentCurrency2.getPaymentTime()), "Payments on different time"); Validate.isTrue((paymentCurrency1.getAmount() * paymentCurrency2.getAmount()) <= 0, "Payments with same sign"); Validate.isTrue(!paymentCurrency1.getCurrency().equals(paymentCurrency2.getCurrency()), "same currency"); this._paymentCurrency1 = paymentCurrency1; this._paymentCurrency2 = paymentCurrency2; } /** * Gets the payment in the first currency. * @return The payment in the first currency. */ public PaymentFixed getPaymentCurrency1() { return _paymentCurrency1; } /** * Gets the payment in the second currency. * @return The payment in the second currency. */ public PaymentFixed getPaymentCurrency2() { return _paymentCurrency2; } /** * Gets the first currency. * @return The currency. */ public Currency getCurrency1() { return _paymentCurrency1.getCurrency(); } /** * Gets the second currency. * @return The currency. */ public Currency getCurrency2() { return _paymentCurrency2.getCurrency(); } /** * Gets the payment time. * @return The time. */ public double getPaymentTime() { return _paymentCurrency1.getPaymentTime(); } @Override public String toString() { return _paymentCurrency1.toString() + "\n" + _paymentCurrency2.toString(); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _paymentCurrency1.hashCode(); result = prime * result + _paymentCurrency2.hashCode(); 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 Forex other = (Forex) obj; if (!ObjectUtils.equals(_paymentCurrency1, other._paymentCurrency1)) { return false; } if (!ObjectUtils.equals(_paymentCurrency2, other._paymentCurrency2)) { return false; } return true; } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForex(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitForex(this); } }