/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.commodity.definition;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.ExerciseDecisionType;
import com.opengamma.analytics.financial.commodity.derivative.MetalFutureOption;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.ArgumentChecker;
/**
* Metal future option definition
*/
public class MetalFutureOptionDefinition extends CommodityFutureOptionDefinition<MetalFutureDefinition, MetalFutureOption> {
/**
* Constructor for future options
*
* @param expiryDate the time and the day that a particular delivery month of a futures contract stops trading, as well as the final settlement price for that contract
* @param underlying underlying future
* @param strike strike price
* @param exerciseType exercise type - European or American
* @param isCall call if true, put if false
*/
public MetalFutureOptionDefinition(final ZonedDateTime expiryDate, final MetalFutureDefinition underlying, final double strike, final ExerciseDecisionType exerciseType,
final boolean isCall) {
super(expiryDate, underlying, strike, exerciseType, isCall);
}
@Override
public MetalFutureOption toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
return toDerivative(date);
}
@Override
public MetalFutureOption toDerivative(final ZonedDateTime date) {
ArgumentChecker.inOrderOrEqual(date, this.getExpiryDate(), "date", "expiry date");
final double timeToFixing = TimeCalculator.getTimeBetween(date, this.getExpiryDate());
//timeToSettlement
return new MetalFutureOption(timeToFixing, getUnderlying().toDerivative(date), getStrike(), getExerciseType(), isCall());
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitMetalFutureOptionDefinition(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitMetalFutureOptionDefinition(this);
}
@Override
public int hashCode() {
return super.hashCode();
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof MetalFutureOptionDefinition)) {
return false;
}
return super.equals(obj);
}
}