SimpleFXFutureDefinition.java

/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.simpleinstruments.definition;

import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleFXFuture;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.money.Currency;

/**
 * 
 */
public class SimpleFXFutureDefinition implements SimpleInstrumentDefinition<SimpleFXFuture> {
  private final ZonedDateTime _expiryDate;
  private final ZonedDateTime _settlementDate;
  private final double _referencePrice;
  private final Currency _payCurrency;
  private final Currency _receiveCurrency;
  private final double _unitAmount;
  
  public SimpleFXFutureDefinition(final ZonedDateTime expiryDate, final ZonedDateTime settlementDate, final double referencePrice, final Currency payCurrency, final Currency recieveCurrency, 
      final double unitAmount) {
    Validate.notNull(expiryDate, "expiry date");
    Validate.notNull(settlementDate, "settlement date");
    Validate.notNull(payCurrency, "pay currency");
    Validate.notNull(recieveCurrency, "receive currency");
    _expiryDate = expiryDate;
    _settlementDate = settlementDate;
    _referencePrice = referencePrice;
    _payCurrency = payCurrency;
    _receiveCurrency = recieveCurrency;
    _unitAmount = unitAmount;
  }
  
  public ZonedDateTime getExpiry() {
    return _expiryDate;
  }
  
  public ZonedDateTime getSettlementDate() {
    return _settlementDate;
  }
  
  public double getReferencePrice() {
    return _referencePrice;
  }
  
  public Currency getPayCurrency() {
    return _payCurrency;
  }
  
  public Currency getReceiveCurrency() {
    return _receiveCurrency;
  }
  
  public double getUnitAmount() {
    return _unitAmount;
  }
  
  @Override
  public SimpleFXFuture toDerivative(final ZonedDateTime date) {
    Validate.notNull(date, "date");
    Validate.isTrue(date.isBefore(_expiryDate));
    double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
    double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
    return new SimpleFXFuture(timeToFixing, timeToDelivery, _referencePrice, _unitAmount, _payCurrency, _receiveCurrency);
  }
  
  @Override
  public int hashCode() {
    final int prime = 31;
    int result = 1;
    result = prime * result + _payCurrency.hashCode();
    result = prime * result + _receiveCurrency.hashCode();
    result = prime * result + _expiryDate.hashCode();
    result = prime * result + _settlementDate.hashCode();
    long temp;
    temp = Double.doubleToLongBits(_referencePrice);
    result = prime * result + (int) (temp ^ (temp >>> 32));
    temp = Double.doubleToLongBits(_unitAmount);
    result = prime * result + (int) (temp ^ (temp >>> 32));
    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 SimpleFXFutureDefinition other = (SimpleFXFutureDefinition) obj;
    if (Double.doubleToLongBits(_referencePrice) != Double.doubleToLongBits(other._referencePrice)) {
      return false;
    }
    if (!ObjectUtils.equals(_expiryDate, other._expiryDate)) {
      return false;
    }
    if (!ObjectUtils.equals(_settlementDate, other._settlementDate)) {
      return false;
    }
    if (!ObjectUtils.equals(_payCurrency, other._payCurrency)) {
      return false;
    }   
    if (!ObjectUtils.equals(_receiveCurrency, other._receiveCurrency)) {
      return false;
    }
    if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
      return false;
    }
    return true;
  }
}