/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.payment;
import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Class describing a generic coupon.
*/
public abstract class CouponDefinition extends PaymentDefinition {
/**
* The start date of the coupon accrual period.
*/
private final ZonedDateTime _accrualStartDate;
/**
* The end date of the coupon accrual period.
*/
private final ZonedDateTime _accrualEndDate;
/**
* The accrual factor (or year fraction) associated to the coupon accrual period.
*/
private final double _paymentYearFraction;
/**
* The coupon's notional.
*/
private final double _notional;
/**
* Constructor from all the coupon details.
* @param currency The coupon currency.
* @param paymentDate The coupon payment date.
* @param accrualStartDate The start date of the accrual period.
* @param accrualEndDate The end date of the accrual period.
* @param paymentAccrualFactor The accrual factor of the accrual period.
* @param notional The coupon notional.
*/
public CouponDefinition(final Currency currency, final ZonedDateTime paymentDate, final ZonedDateTime accrualStartDate, final ZonedDateTime accrualEndDate,
final double paymentAccrualFactor, final double notional) {
super(currency, paymentDate);
ArgumentChecker.notNull(accrualStartDate, "accrual start date");
_accrualStartDate = accrualStartDate;
ArgumentChecker.notNull(accrualEndDate, "accrual end date");
ArgumentChecker.isTrue(!accrualEndDate.isBefore(accrualStartDate), "end before start"); // REVIEW
_accrualEndDate = accrualEndDate;
ArgumentChecker.isTrue(paymentAccrualFactor >= 0.0, "year fraction < 0");
_paymentYearFraction = paymentAccrualFactor;
_notional = notional;
}
/**
* Constructor with reduced number of dates. The payment date is used for the coupon accrual end date.
* @param currency The payment currency.
* @param paymentDate Coupon payment date.
* @param accrualStartDate Start date of the accrual period.
* @param accrualFactor Accrual factor of the accrual period.
* @param notional Coupon notional.
*/
public CouponDefinition(final Currency currency, final ZonedDateTime paymentDate, final ZonedDateTime accrualStartDate, final double accrualFactor,
final double notional) {
super(currency, paymentDate);
ArgumentChecker.notNull(accrualStartDate, "accrual start date");
_accrualStartDate = accrualStartDate;
_accrualEndDate = paymentDate;
_paymentYearFraction = accrualFactor;
_notional = notional;
}
/**
* Gets the accrual start date.
* @return The accrual start date.
*/
public ZonedDateTime getAccrualStartDate() {
return _accrualStartDate;
}
/**
* Gets the accrual end date.
* @return The accrual end date.
*/
public ZonedDateTime getAccrualEndDate() {
return _accrualEndDate;
}
/**
* Gets the accrual factor (or year fraction).
* @return The accrual factor.
*/
public double getPaymentYearFraction() {
return _paymentYearFraction;
}
/**
* Gets the notional field.
* @return the notional
*/
public double getNotional() {
return _notional;
}
@Override
public String toString() {
return super.toString() + ", Coupon period = [" + _accrualStartDate.toString() + " - " + _accrualEndDate.toString() + " - " + _paymentYearFraction + "], Notional = "
+ _notional;
}
@Override
public double getReferenceAmount() {
return _notional;
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _accrualEndDate.hashCode();
result = prime * result + _accrualStartDate.hashCode();
long temp;
temp = Double.doubleToLongBits(_notional);
result = prime * result + (int) (temp ^ (temp >>> 32));
temp = Double.doubleToLongBits(_paymentYearFraction);
result = prime * result + (int) (temp ^ (temp >>> 32));
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!super.equals(obj)) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final CouponDefinition other = (CouponDefinition) obj;
if (!ObjectUtils.equals(_accrualEndDate, other._accrualEndDate)) {
return false;
}
if (!ObjectUtils.equals(_accrualStartDate, other._accrualStartDate)) {
return false;
}
if (Double.doubleToLongBits(_notional) != Double.doubleToLongBits(other._notional)) {
return false;
}
if (Double.doubleToLongBits(_paymentYearFraction) != Double.doubleToLongBits(other._paymentYearFraction)) {
return false;
}
return true;
}
}