/** * 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.analytics.financial.interestrate.payments.derivative.PaymentFixed; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Description of transaction on an bond future option with up-front margin security. */ public class BondFuturesOptionPremiumTransaction implements InstrumentDerivative { /** * The underlying option future security. */ private final BondFuturesOptionPremiumSecurity _underlyingOption; /** * The quantity of the transaction. Can be positive or negative. */ private final int _quantity; /** * The premium payment. If the payment is in the past, the paymentTime is 0 and the amount 0. * If the payment is today or in the future, the premium amount is given by the the transaction price * future notional * future accrual factor. */ private final PaymentFixed _premium; /** * Constructor of the future option transaction from details. * @param underlyingOption The underlying option future security. * @param quantity The quantity of the transaction. Can be positive or negative. * @param premium The transaction premium. */ public BondFuturesOptionPremiumTransaction(final BondFuturesOptionPremiumSecurity underlyingOption, final int quantity, final PaymentFixed premium) { ArgumentChecker.notNull(underlyingOption, "Underlying option"); ArgumentChecker.notNull(premium, "Premium"); _underlyingOption = underlyingOption; _quantity = quantity; _premium = premium; } /** * Gets the underlying option future security. * @return The underlying option. */ public BondFuturesOptionPremiumSecurity getUnderlyingOption() { return _underlyingOption; } /** * Gets the quantity of the transaction. * @return The quantity. */ public int getQuantity() { return _quantity; } /** * Gets the premium payment. * @return The premium. */ public PaymentFixed getPremium() { return _premium; } /** * Returns the transaction currency. * @return The currency. */ public Currency getCurrency() { return _underlyingOption.getCurrency(); } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _premium.hashCode(); result = prime * result + _quantity; result = prime * result + _underlyingOption.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 BondFuturesOptionPremiumTransaction other = (BondFuturesOptionPremiumTransaction) obj; if (!ObjectUtils.equals(_premium, other._premium)) { return false; } if (_quantity != other._quantity) { return false; } if (!ObjectUtils.equals(_underlyingOption, other._underlyingOption)) { return false; } return true; } @Override public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitBondFutureOptionPremiumTransaction(this, data); } @Override public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) { ArgumentChecker.notNull(visitor, "visitor"); return visitor.visitBondFutureOptionPremiumTransaction(this); } }