/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.bond.definition;
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.payments.derivative.Payment;
/**
* Describes a transaction on a generic single currency bond issue.
* @param <B> The underlying bond type.
*/
public abstract class BondTransaction<B extends BondSecurity<? extends Payment, ? extends Payment>> implements InstrumentDerivative {
/**
* The bond underlying the transaction. All the nominal payment and coupon relevant to the transaction and only them are included in the bond.
* The bond may not be suitable for standard price and yield calculation (some coupon may be missing or added). In particular, the bond
* may not have settlement meaningful spot time.
*/
private final B _bondPurchased;
/**
* The transaction quoted price. The price meaning will depend on the bond type (Fixed coupon, FRN, Inflation bond).
*/
private final double _transactionPrice;
/**
* The number of bonds purchased (can be negative or positive).
*/
private final double _quantity;
/**
* Description of the underlying bond with standard settlement date. Used for clean/dirty price calculation.
*/
private final B _bondStandard;
/**
* The notional at the standard spot time.
*/
private final double _notionalStandard;
/**
* Bond transaction constructor from the transaction details.
* @param bondPurchased The bond underlying the transaction.
* @param quantity The number of bonds purchased (can be negative or positive).
* @param transactionPrice The transaction quoted price.
* @param bondStandard Description of the underlying bond with standard settlement date.
* @param notionalStandard The notional at the standard spot time.
*/
public BondTransaction(B bondPurchased, double quantity, double transactionPrice, B bondStandard, double notionalStandard) {
Validate.notNull(bondPurchased, "Bond underlying the transaction");
Validate.notNull(transactionPrice, "Price");
Validate.notNull(bondStandard, "Bond underlying with standard settlement date");
// TODO: Check coherence of bond with settlement.
_bondPurchased = bondPurchased;
_quantity = quantity;
_transactionPrice = transactionPrice;
_bondStandard = bondStandard;
_notionalStandard = notionalStandard;
}
/**
* Gets the bond underlying the transaction.
* @return The bond underlying the transaction.
*/
public B getBondTransaction() {
return _bondPurchased;
}
/**
* Gets the number of bonds purchased (can be negative or positive).
* @return The number of bonds purchased.
*/
public double getQuantity() {
return _quantity;
}
/**
* Gets Description of the underlying bond with standard settlement date. Used for clean/dirty price calculation.
* @return The bond with standard settlement date.
*/
public B getBondStandard() {
return _bondStandard;
}
/**
* Gets the notional at the standard spot time.
* @return The notional standard.
*/
public double getNotionalStandard() {
return _notionalStandard;
}
/**
* Gets the transaction price.
* @return The price.
*/
public double getTransactionPrice() {
return _transactionPrice;
}
@Override
public String toString() {
String result = "Bond Transaction: Quantity=" + _quantity + ", Notional std=" + _notionalStandard + "\n";
result += "Price: " + _transactionPrice + "\n";
result += "Underlying: " + _bondPurchased.toString() + "\n";
result += "Standard: " + _bondStandard.toString();
return result;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _bondPurchased.hashCode();
result = prime * result + _bondStandard.hashCode();
long temp;
temp = Double.doubleToLongBits(_notionalStandard);
result = prime * result + (int) (temp ^ (temp >>> 32));
temp = Double.doubleToLongBits(_quantity);
result = prime * result + (int) (temp ^ (temp >>> 32));
return result;
}
@Override
public boolean equals(Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
BondTransaction<?> other = (BondTransaction<?>) obj;
if (!ObjectUtils.equals(_bondPurchased, other._bondPurchased)) {
return false;
}
if (!ObjectUtils.equals(_bondStandard, other._bondStandard)) {
return false;
}
if (Double.doubleToLongBits(_notionalStandard) != Double.doubleToLongBits(other._notionalStandard)) {
return false;
}
if (Double.doubleToLongBits(_quantity) != Double.doubleToLongBits(other._quantity)) {
return false;
}
return true;
}
}