/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.instrument.swap;
import org.apache.commons.lang.ObjectUtils;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.instrument.annuity.AnnuityDefinition;
import com.opengamma.analytics.financial.instrument.payment.PaymentDefinition;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;
import com.opengamma.analytics.financial.interestrate.swap.derivative.Swap;
import com.opengamma.timeseries.precise.zdt.ZonedDateTimeDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
/**
* Class describing a generic swap with two legs. One should be payer and the other receiver.
*
*/
//TODO get rid when checkstyle can actually handle this class declaration
//CSOFF
public class SwapDefinition implements InstrumentDefinitionWithData<Swap<? extends Payment, ? extends Payment>, ZonedDateTimeDoubleTimeSeries[]> {
//CSON
private final AnnuityDefinition<? extends PaymentDefinition> _firstLeg;
private final AnnuityDefinition<? extends PaymentDefinition> _secondLeg;
public SwapDefinition(final AnnuityDefinition<? extends PaymentDefinition> firstLeg, final AnnuityDefinition<? extends PaymentDefinition> secondLeg) {
ArgumentChecker.notNull(firstLeg, "first leg");
ArgumentChecker.notNull(secondLeg, "second leg");
ArgumentChecker.isTrue((firstLeg.isPayer() != secondLeg.isPayer()), "both legs have same payer flag");
_firstLeg = firstLeg;
_secondLeg = secondLeg;
}
/**
* Gets the first leg.
* @return The first leg.
*/
public AnnuityDefinition<? extends PaymentDefinition> getFirstLeg() {
return _firstLeg;
}
/**
* Gets the second leg.
* @return The second leg.
*/
public AnnuityDefinition<? extends PaymentDefinition> getSecondLeg() {
return _secondLeg;
}
@Override
public String toString() {
String result = "Swap : \n";
result += "First leg: \n" + _firstLeg.toString();
result += "\nSecond leg: \n" + _secondLeg.toString();
return result;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _firstLeg.hashCode();
result = prime * result + _secondLeg.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 SwapDefinition other = (SwapDefinition) obj;
if (!ObjectUtils.equals(_firstLeg, other._firstLeg)) {
return false;
}
if (!ObjectUtils.equals(_secondLeg, other._secondLeg)) {
return false;
}
return true;
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitSwapDefinition(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitSwapDefinition(this);
}
/**
* {@inheritDoc}
* @deprecated Use the method that does not take yield curve names
*/
@Deprecated
@SuppressWarnings({"unchecked", "rawtypes" })
@Override
public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, yieldCurveNames);
final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, yieldCurveNames);
return new Swap(firstLeg, secondLeg);
}
/**
* {@inheritDoc}
* @deprecated Use the method that does not take yield curve names
*/
@Deprecated
@Override
public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date, final ZonedDateTimeDoubleTimeSeries[] data, final String... yieldCurveNames) {
ArgumentChecker.notNull(data, "index data time series array");
ArgumentChecker.isTrue(data.length >= 2, "Generic swaps require two time series");
final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, data[0], yieldCurveNames);
final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, data[1], yieldCurveNames);
return new Swap<>(firstLeg, secondLeg);
}
@Override
public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date) {
final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date);
final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date);
return new Swap<>(firstLeg, secondLeg);
}
@Override
public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date, final ZonedDateTimeDoubleTimeSeries[] data) {
ArgumentChecker.notNull(data, "index data time series array");
ArgumentChecker.isTrue(data.length >= 2, "Generic swaps require two time series");
final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, data[0]);
final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, data[1]);
return new Swap<>(firstLeg, secondLeg);
}
}