/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.derivative;
import org.apache.commons.lang.ObjectUtils;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed;
import com.opengamma.util.ArgumentChecker;
/**
* Description of transaction on an interest rate future option with up-front margin security.
*/
public class InterestRateFutureOptionPremiumTransaction implements InstrumentDerivative {
/**
* The underlying option future security.
*/
private final InterestRateFutureOptionPremiumSecurity _underlyingOption;
/**
* The quantity of the transaction. Can be positive or negative.
*/
private final int _quantity;
/**
* The transaction price. The price is in relative number and not in percent. A standard price will be 0.985 and not 98.5.
*/
private final double _tradePrice;
/**
* The premium payment. If the payment is in the past, the paymentTime is 0 and the amount 0.
* If the payment is today or in the future, the premium amount is given by the the transaction price * future notional * future accrual factor.
*/
private PaymentFixed _premium;
/**
* Constructor of the future option transaction from details.
* @param underlyingOption The underlying option future security.
* @param quantity The quantity of the transaction. Can be positive or negative.
* @param premiumTime The transaction date.
* @param tradePrice The transaction price.
*/
@SuppressWarnings("deprecation")
public InterestRateFutureOptionPremiumTransaction(final InterestRateFutureOptionPremiumSecurity underlyingOption, final int quantity, final double premiumTime, final double tradePrice) {
ArgumentChecker.notNull(underlyingOption, "underlying option");
_underlyingOption = underlyingOption;
_quantity = quantity;
_tradePrice = tradePrice;
final double premiumAmount = -_tradePrice * _quantity * _underlyingOption.getUnderlyingFuture().getNotional() * _underlyingOption.getUnderlyingFuture().getPaymentAccrualFactor();
try {
_premium = new PaymentFixed(underlyingOption.getCurrency(), premiumTime, premiumAmount, underlyingOption.getDiscountingCurveName());
} catch (final IllegalStateException e) {
_premium = new PaymentFixed(underlyingOption.getCurrency(), premiumTime, premiumAmount);
}
}
/**
* Gets the underlying option future security.
* @return The underlying option.
*/
public InterestRateFutureOptionPremiumSecurity getUnderlyingOption() {
return _underlyingOption;
}
/**
* Gets the quantity of the transaction.
* @return The quantity.
*/
public int getQuantity() {
return _quantity;
}
/**
* Gets the transaction price.
* @return The transaction price.
*/
public double getTradePrice() {
return _tradePrice;
}
/**
* Gets the premium payment.
* @return The premium.
*/
public PaymentFixed getPremium() {
return _premium;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + ((_premium == null) ? 0 : _premium.hashCode());
result = prime * result + _quantity;
long temp;
temp = Double.doubleToLongBits(_tradePrice);
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 InterestRateFutureOptionPremiumTransaction other = (InterestRateFutureOptionPremiumTransaction) obj;
if (!ObjectUtils.equals(_premium, other._premium)) {
return false;
}
if (_quantity != other._quantity) {
return false;
}
if (Double.doubleToLongBits(_tradePrice) != Double.doubleToLongBits(other._tradePrice)) {
return false;
}
if (!ObjectUtils.equals(_underlyingOption, other._underlyingOption)) {
return false;
}
return true;
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionPremiumTransaction(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionPremiumTransaction(this);
}
}