/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.conversion;
import org.apache.commons.lang.Validate;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.instrument.bond.BondFixedSecurityDefinition;
import com.opengamma.analytics.financial.instrument.bond.BondFixedTransactionDefinition;
import com.opengamma.core.position.Trade;
import com.opengamma.financial.security.bond.BondSecurity;
/**
*
*/
public class BondTradeConverter {
private final BondSecurityConverter _securityConverter;
public BondTradeConverter(final BondSecurityConverter securityConverter) {
Validate.notNull(securityConverter, "security converter");
_securityConverter = securityConverter;
}
public BondFixedTransactionDefinition convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(trade.getSecurity() instanceof BondSecurity, "Can only handle trades with security type BondSecurity");
final BondSecurity security = (BondSecurity) trade.getSecurity();
final InstrumentDefinition<?> underlying = security.accept(_securityConverter);
if (!(underlying instanceof BondFixedSecurityDefinition)) {
throw new OpenGammaRuntimeException("Can only handle fixed coupon bonds");
}
final BondFixedSecurityDefinition bond = (BondFixedSecurityDefinition) underlying;
final int quantity = trade.getQuantity().intValue(); // MH - 9-May-2013: changed from 1. // REVIEW: The quantity mechanism should be reviewed.
final ZonedDateTime settlementDate = trade.getTradeDate().atTime(trade.getTradeTime()).atZoneSameInstant(ZoneOffset.UTC); //TODO get the real time zone
if (trade.getPremium() == null) {
throw new OpenGammaRuntimeException("Trade premium should not be null.");
}
final double price = trade.getPremium().doubleValue();
return new BondFixedTransactionDefinition(bond, quantity, settlementDate, price);
}
}