/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.equity.future.definition;
import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.equity.future.derivative.EquityFuture;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
*
*/
public class EquityFutureDefinition implements InstrumentDefinitionWithData<EquityFuture, Double> {
private final ZonedDateTime _expiryDate;
private final ZonedDateTime _settlementDate;
private final double _strikePrice;
private final Currency _currency;
private final double _unitAmount;
/**
* Basic setup for an Equity Future. TODO resolve conventions; complete param set
* @param expiryDate The date-time at which the reference rate is fixed and the future is cash settled
* @param settlementDate The date on which exchange is made, whether physical asset or cash equivalent
* @param strikePrice The reference price at which the future will be settled
* @param currency The reporting currency of the future
* @param unitValue The currency value that the price of one contract will move by when the asset's price moves by one point
*/
public EquityFutureDefinition(
final ZonedDateTime expiryDate,
final ZonedDateTime settlementDate,
final double strikePrice,
final Currency currency,
final double unitValue) {
Validate.notNull(expiryDate, "expiry");
Validate.notNull(settlementDate, "settlement date");
Validate.notNull(currency, "currency");
_expiryDate = expiryDate;
_settlementDate = settlementDate;
_strikePrice = strikePrice;
_currency = currency;
_unitAmount = unitValue;
}
/**
* Gets the _expiryDate.
* @return the _expiryDate
*/
public ZonedDateTime getExpiryDate() {
return _expiryDate;
}
/**
* Gets the _settlementDate.
* @return the _settlementDate
*/
public ZonedDateTime getSettlementDate() {
return _settlementDate;
}
/**
* Gets the _strikePrice.
* @return the _strikePrice
*/
public double getStrikePrice() {
return _strikePrice;
}
/**
* Gets the _currency.
* @return the _currency
*/
public Currency getCurrency() {
return _currency;
}
/**
* Gets the _unitAmount. This represents the PNL of a single long contract if its price increases by 1.0. Also known as the 'Point Value'.
* @return the _unitAmount
*/
public double getUnitAmount() {
return _unitAmount;
}
@Override
public EquityFuture toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
return toDerivative(date);
}
@Override
public EquityFuture toDerivative(final ZonedDateTime date, final Double referencePrice, final String... yieldCurveNames) {
return toDerivative(date, referencePrice);
}
@Override
public EquityFuture toDerivative(final ZonedDateTime date) {
ArgumentChecker.notNull(date, "date");
final double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
final double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
final EquityFuture newDeriv = new EquityFuture(timeToFixing, timeToDelivery, _strikePrice, _currency, _unitAmount);
return newDeriv;
}
@Override
public EquityFuture toDerivative(final ZonedDateTime date, final Double referencePrice) {
ArgumentChecker.notNull(date, "date");
if (referencePrice == null) {
return toDerivative(date);
}
final double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
final double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
final EquityFuture newDeriv = new EquityFuture(timeToFixing, timeToDelivery, referencePrice, _currency, _unitAmount);
return newDeriv;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _currency.hashCode();
result = prime * result + _expiryDate.hashCode();
result = prime * result + _settlementDate.hashCode();
long temp;
temp = Double.doubleToLongBits(_strikePrice);
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 EquityFutureDefinition other = (EquityFutureDefinition) obj;
if (Double.doubleToLongBits(_strikePrice) != Double.doubleToLongBits(other._strikePrice)) {
return false;
}
if (!ObjectUtils.equals(_expiryDate, other._expiryDate)) {
return false;
}
if (!ObjectUtils.equals(_settlementDate, other._settlementDate)) {
return false;
}
if (!ObjectUtils.equals(_currency, other._currency)) {
return false;
}
if (Double.doubleToLongBits(_unitAmount) != Double.doubleToLongBits(other._unitAmount)) {
return false;
}
return true;
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitEquityFutureDefinition(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitEquityFutureDefinition(this);
}
}