/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.index;
import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableTransactionDefinition;
import com.opengamma.util.ArgumentChecker;
/**
* Class used to store future description and generate instruments.
*/
public class GeneratorSwapFuturesDeliverable extends GeneratorInstrument<GeneratorAttribute> {
/**
* The underlying Deliverable swap futures security.
*/
private final SwapFuturesPriceDeliverableSecurityDefinition _security;
/**
* Constructor.
* @param name The generator name.
* @param security The underlying deliverable swap futures security.
*/
public GeneratorSwapFuturesDeliverable(final String name, final SwapFuturesPriceDeliverableSecurityDefinition security) {
super(name);
ArgumentChecker.notNull(security, "STIR futures security");
_security = security;
}
/**
* Gets the deliverable swap futures security.
* @return The futures.
*/
public SwapFuturesPriceDeliverableSecurityDefinition getFutures() {
return _security;
}
/**
* {@inheritDoc}
* The quantity is selected to be in line with the required nominal.
*/
@Override
public SwapFuturesPriceDeliverableTransactionDefinition generateInstrument(final ZonedDateTime date, final double marketQuote, final double notional, final GeneratorAttribute attribute) {
final int quantity = (int) Math.ceil(notional / _security.getNotional());
return new SwapFuturesPriceDeliverableTransactionDefinition(_security, date, marketQuote, quantity);
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _security.hashCode();
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!super.equals(obj)) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final GeneratorSwapFuturesDeliverable other = (GeneratorSwapFuturesDeliverable) obj;
if (!ObjectUtils.equals(_security, other._security)) {
return false;
}
return true;
}
}