/**
* 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.ZonedDateTime;
import com.opengamma.analytics.financial.simpleinstruments.definition.SimpleFXFutureDefinition;
import com.opengamma.analytics.financial.simpleinstruments.definition.SimpleInstrumentDefinition;
import com.opengamma.financial.security.FinancialSecurityVisitorAdapter;
import com.opengamma.financial.security.future.FXFutureSecurity;
/**
*
*/
public class SimpleFutureConverter extends FinancialSecurityVisitorAdapter<SimpleInstrumentDefinition<?>> {
@Override
public SimpleInstrumentDefinition<?> visitFXFutureSecurity(final FXFutureSecurity security) {
Validate.notNull(security, "security");
final ZonedDateTime expiry = security.getExpiry().getExpiry();
final double referencePrice = 0;
return new SimpleFXFutureDefinition(expiry, expiry, referencePrice, security.getNumerator(), security.getDenominator(), security.getUnitAmount());
}
}