/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.cash.derivative; import org.apache.commons.lang.ObjectUtils; import com.opengamma.analytics.financial.instrument.index.IborIndex; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Class describing a deposit underlying a Ibor index. Used in particular for Ibor fixing and curve construction. */ public class DepositIbor extends Cash { /** * The Ibor-like index associated to the deposit. */ private final IborIndex _index; /** * Constructor from all details. * @param currency The currency * @param startTime The deposit start time. * @param endTime The deposit end (or maturity) time. * @param notional The deposit notional. * @param initialAmount The initial amount. Usually is equal to the notional or 0 if the amount has been paid in the past. Should be of the same sign as notional. * @param rate The deposit rate. * @param accrualFactor The accrual factor (or year fraction). * @param index The associated index. * @param indexCurveName The name of the curve associated to the index. * @deprecated Use the constructor that does not take yield curve names */ @Deprecated public DepositIbor(final Currency currency, final double startTime, final double endTime, final double notional, final double initialAmount, final double rate, final double accrualFactor, final IborIndex index, final String indexCurveName) { super(currency, startTime, endTime, notional, initialAmount, rate, accrualFactor, indexCurveName); ArgumentChecker.notNull(index, "Index"); ArgumentChecker.isTrue(currency.equals(index.getCurrency()), "Currency should be equal to index currency"); _index = index; } /** * Constructor from all details. * @param currency The currency * @param startTime The deposit start time. * @param endTime The deposit end (or maturity) time. * @param notional The deposit notional. * @param initialAmount The initial amount. Usually is equal to the notional or 0 if the amount has been paid in the past. Should be of the same sign as notional. * @param rate The deposit rate. * @param accrualFactor The accrual factor (or year fraction). * @param index The associated index. */ public DepositIbor(final Currency currency, final double startTime, final double endTime, final double notional, final double initialAmount, final double rate, final double accrualFactor, final IborIndex index) { super(currency, startTime, endTime, notional, initialAmount, rate, accrualFactor); ArgumentChecker.notNull(index, "Index"); ArgumentChecker.isTrue(currency.equals(index.getCurrency()), "Currency should be equal to index currency"); _index = index; } /** * Gets the Ibor-like index associated to the deposit. * @return The index. */ public IborIndex getIndex() { return _index; } @Override public int hashCode() { final int prime = 31; int result = super.hashCode(); result = prime * result + _index.hashCode(); 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 DepositIbor other = (DepositIbor) obj; if (!ObjectUtils.equals(_index, other._index)) { return false; } return true; } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitDepositIbor(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitDepositIbor(this); } }