/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.forex.definition;
import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.model.option.definition.Barrier;
import com.opengamma.analytics.financial.model.option.definition.Barrier.BarrierType;
import com.opengamma.util.ArgumentChecker;
/**
* Class describing a single-barrier FX option definition. The class wraps a vanilla European FX option ({@code ForexOptionVanillaDefinition}) and a
* {@link BarrierType}.
* It is suppose that the barrier has not been activated yet (and thus there is no flag indicated if the activation took place already).
*/
public class ForexOptionSingleBarrierDefinition implements InstrumentDefinition<InstrumentDerivative> {
/**
* The underlying vanilla Forex option.
*/
private final ForexOptionVanillaDefinition _underlyingOption;
/**
* The barrier description.
*/
private final Barrier _barrier;
/**
* The amount paid back to the option holder in case the option expires inactive (in domestic currency).
*/
private final double _rebate;
/**
* Constructor from the details with 0 rebate.
* @param underlyingOption The underlying (vanilla) option
* @param barrier The barrier type
*/
public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption, final Barrier barrier) {
ArgumentChecker.notNull(underlyingOption, "underlying option");
ArgumentChecker.notNull(barrier, "barrier");
_underlyingOption = underlyingOption;
_barrier = barrier;
_rebate = 0.0;
}
/**
* Constructor from the details.
* @param underlyingOption The underlying (vanilla) option.
* @param barrier The barrier type.
* @param rebate The rebate amount (in domestic currency).
*/
public ForexOptionSingleBarrierDefinition(final ForexOptionVanillaDefinition underlyingOption, final Barrier barrier, final double rebate) {
ArgumentChecker.notNull(underlyingOption, "underlying option");
ArgumentChecker.notNull(barrier, "barrier");
_underlyingOption = underlyingOption;
_barrier = barrier;
_rebate = rebate;
}
/**
* @return The underlying (vanilla) option
*/
public ForexOptionVanillaDefinition getUnderlyingOption() {
return _underlyingOption;
}
/**
* @return The barrier
*/
public Barrier getBarrier() {
return _barrier;
}
/**
* Gets the rebate amount (in domestic currency).
* @return The rebate.
*/
public double getRebate() {
return _rebate;
}
/**
* {@inheritDoc}
* @deprecated Use the method that does not take yield curve names
*/
@Deprecated
@Override
public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
ArgumentChecker.notNull(date, "date");
ArgumentChecker.notNull(yieldCurveNames, "yield curve names");
final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date, yieldCurveNames);
return new ForexOptionSingleBarrier(underlying, _barrier);
}
@Override
public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date) {
ArgumentChecker.notNull(date, "date");
final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date);
return new ForexOptionSingleBarrier(underlying, _barrier);
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitForexOptionSingleBarrierDefiniton(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitForexOptionSingleBarrierDefiniton(this);
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _barrier.hashCode();
long temp;
temp = Double.doubleToLongBits(_rebate);
result = prime * result + (int) (temp ^ (temp >>> 32));
result = prime * result + _underlyingOption.hashCode();
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 ForexOptionSingleBarrierDefinition other = (ForexOptionSingleBarrierDefinition) obj;
if (_barrier != other._barrier) {
return false;
}
if (Double.doubleToLongBits(_rebate) != Double.doubleToLongBits(other._rebate)) {
return false;
}
if (!ObjectUtils.equals(_underlyingOption, other._underlyingOption)) {
return false;
}
return true;
}
}