/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.future.derivative; import org.apache.commons.lang.ObjectUtils; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Description of an bond future option with up-front margin security. */ public class BondFuturesOptionPremiumSecurity implements InstrumentDerivative { /** * Underlying future security. */ private final BondFuturesSecurity _underlyingFuture; /** * Expiration date. */ private final double _expirationTime; /** * Cap (true) / floor (false) flag. */ private final boolean _isCall; /** * Strike price. */ private final double _strike; /** * Constructor of the option future from the details. * @param underlyingFuture The underlying future security. * @param expirationTime The time (in year) to expiration. * @param strike The option strike. * @param isCall The cap (true) / floor (false) flag. */ public BondFuturesOptionPremiumSecurity(final BondFuturesSecurity underlyingFuture, final double expirationTime, final double strike, final boolean isCall) { ArgumentChecker.notNull(underlyingFuture, "underlying future"); _underlyingFuture = underlyingFuture; _expirationTime = expirationTime; _strike = strike; _isCall = isCall; } /** * Gets the underlying future security. * @return The underlying future security. */ public BondFuturesSecurity getUnderlyingFuture() { return _underlyingFuture; } /** * Gets the expiration date. * @return The expiration date. */ public double getExpirationTime() { return _expirationTime; } /** * Gets the cap (true) / floor (false) flag. * @return The cap/floor flag. */ public boolean isCall() { return _isCall; } /** * Gets the option strike. * @return The option strike. */ public double getStrike() { return _strike; } /** * The future option currency. * @return The currency. */ public Currency getCurrency() { return _underlyingFuture.getCurrency(); } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitBondFutureOptionPremiumSecurity(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitBondFutureOptionPremiumSecurity(this); } @Override public int hashCode() { final int prime = 31; int result = 0; long temp; temp = Double.doubleToLongBits(_expirationTime); result = prime * result + (int) (temp ^ (temp >>> 32)); result = prime * result + (_isCall ? 1231 : 1237); temp = Double.doubleToLongBits(_strike); result = prime * result + (int) (temp ^ (temp >>> 32)); result = prime * result + _underlyingFuture.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 BondFuturesOptionPremiumSecurity other = (BondFuturesOptionPremiumSecurity) obj; if (Double.doubleToLongBits(_expirationTime) != Double.doubleToLongBits(other._expirationTime)) { return false; } if (_isCall != other._isCall) { return false; } if (Double.doubleToLongBits(_strike) != Double.doubleToLongBits(other._strike)) { return false; } if (!ObjectUtils.equals(_underlyingFuture, other._underlyingFuture)) { return false; } return true; } }