/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.conversion;
import org.apache.commons.lang.Validate;
import org.threeten.bp.LocalDate;
import org.threeten.bp.OffsetTime;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition;
import com.opengamma.core.position.Trade;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
/**
* Convert the Trade on Interest Rate Future to the Definition version.
* @deprecated Use the generic FutureTradeConverter.
*/
@Deprecated
public class InterestRateFutureTradeConverterDeprecated {
private final InterestRateFutureSecurityConverterDeprecated _securityConverter;
public InterestRateFutureTradeConverterDeprecated(final InterestRateFutureSecurityConverterDeprecated securityConverter) {
Validate.notNull(securityConverter, "security converter");
_securityConverter = securityConverter;
}
public InterestRateFutureTransactionDefinition convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(trade.getSecurity() instanceof InterestRateFutureSecurity, "Can only handle trades with security type InterestRateFutureSecurity");
final InterestRateFutureSecurityDefinition securityDefinition = _securityConverter.visitInterestRateFutureSecurity((InterestRateFutureSecurity) trade.getSecurity());
final int quantity = trade.getQuantity().intValue();
final LocalDate tradeDate = trade.getTradeDate();
if (tradeDate == null) {
throw new OpenGammaRuntimeException("Trade date should not be null");
}
final OffsetTime tradeTime = trade.getTradeTime();
if (tradeTime == null) {
throw new OpenGammaRuntimeException("Trade time should not be null");
}
final ZonedDateTime tradeDateTime = tradeDate.atTime(tradeTime).atZoneSameInstant(ZoneOffset.UTC);
Double tradePrice = trade.getPremium(); // TODO: [PLAT-1958] The trade price is stored in the trade premium.
if (tradePrice == null) {
throw new OpenGammaRuntimeException("Trade premium should not be null.");
}
return new InterestRateFutureTransactionDefinition(securityDefinition, quantity, tradeDateTime, tradePrice);
}
}