/**
* 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 java.util.Set;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.commodity.definition.AgricultureFutureDefinition;
import com.opengamma.analytics.financial.commodity.definition.EnergyFutureDefinition;
import com.opengamma.analytics.financial.commodity.definition.MetalFutureDefinition;
import com.opengamma.analytics.financial.commodity.definition.SettlementType;
import com.opengamma.analytics.financial.equity.future.definition.EquityFutureDefinition;
import com.opengamma.analytics.financial.equity.future.definition.IndexFutureDefinition;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionWithData;
import com.opengamma.analytics.financial.instrument.future.BondFutureDefinition;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition;
import com.opengamma.financial.security.FinancialSecurityVisitor;
import com.opengamma.financial.security.FinancialSecurityVisitorAdapter;
import com.opengamma.financial.security.future.AgricultureFutureSecurity;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.future.EnergyFutureSecurity;
import com.opengamma.financial.security.future.EquityFutureSecurity;
import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity;
import com.opengamma.financial.security.future.FutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.financial.security.future.MetalFutureSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
/**
* @deprecated Use {@link FutureSecurityConverter}
*/
@Deprecated
public class FutureSecurityConverterDeprecated extends FinancialSecurityVisitorAdapter<InstrumentDefinitionWithData<?, Double>>
implements FinancialSecurityVisitorWithData<Double, InstrumentDefinitionWithData<?, Double>> {
private final InterestRateFutureSecurityConverterDeprecated _irFutureConverter;
private final BondFutureSecurityConverter _bondFutureConverter;
public FutureSecurityConverterDeprecated(final InterestRateFutureSecurityConverterDeprecated irFutureConverter, final BondFutureSecurityConverter bondFutureConverter) {
_irFutureConverter = irFutureConverter;
_bondFutureConverter = bondFutureConverter;
}
@Override
public InstrumentDefinitionWithData<?, Double> visit(final FutureSecurity future, final Double referencePrice) {
final FinancialSecurityVisitor<InstrumentDefinitionWithData<?, Double>> visitor = new FinancialSecurityVisitorAdapter<InstrumentDefinitionWithData<?, Double>>() {
@Override
public InstrumentDefinitionWithData<?, Double> visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {
ArgumentChecker.notNull(security, "security");
final ZonedDateTime expiry = security.getExpiry().getExpiry();
final Set<ExternalId> externalIds = security.getExternalIdBundle().getExternalIds();
if (externalIds == null) {
throw new OpenGammaRuntimeException("Can't get security id");
}
return new AgricultureFutureDefinition(expiry, externalIds.iterator().next(), security.getUnitNumber(), null, null,
1.0, security.getUnitName(), SettlementType.CASH, referencePrice, security.getCurrency(), expiry);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEnergyFutureSecurity(final EnergyFutureSecurity security) {
ArgumentChecker.notNull(security, "security");
final ZonedDateTime expiry = security.getExpiry().getExpiry();
final Set<ExternalId> externalIds = security.getExternalIdBundle().getExternalIds();
if (externalIds == null) {
throw new OpenGammaRuntimeException("Can't get security id");
}
return new EnergyFutureDefinition(expiry, externalIds.iterator().next(), security.getUnitNumber(), null, null,
1.0, security.getUnitName(), SettlementType.CASH, referencePrice, security.getCurrency(), expiry);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitMetalFutureSecurity(final MetalFutureSecurity security) {
ArgumentChecker.notNull(security, "security");
final ZonedDateTime expiry = security.getExpiry().getExpiry();
final Set<ExternalId> externalIds = security.getExternalIdBundle().getExternalIds();
if (externalIds == null) {
throw new OpenGammaRuntimeException("Can't get security id");
}
return new MetalFutureDefinition(expiry, externalIds.iterator().next(), security.getUnitNumber(), null, null,
1.0, security.getUnitName(), SettlementType.CASH, referencePrice, security.getCurrency(), expiry);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
final ZonedDateTime expiry = security.getExpiry().getExpiry();
return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEquityFutureSecurity(final EquityFutureSecurity security) {
final ZonedDateTime expiry = security.getExpiry().getExpiry();
return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
}
@Override
public InstrumentDefinitionWithData<?, Double> visitIndexFutureSecurity(final IndexFutureSecurity security) {
final ZonedDateTime expiry = security.getExpiry().getExpiry();
return new IndexFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount(), security.getUnderlyingId());
}
@SuppressWarnings("synthetic-access")
@Override
public InstrumentDefinitionWithData<?, Double> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
final InterestRateFutureTransactionDefinition securityDefinition = (InterestRateFutureTransactionDefinition) security.accept(_irFutureConverter);
return securityDefinition;
}
@SuppressWarnings("synthetic-access")
@Override
public InstrumentDefinitionWithData<?, Double> visitBondFutureSecurity(final BondFutureSecurity security) {
return (BondFutureDefinition) security.accept(_bondFutureConverter);
}
};
return future.accept(visitor);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitAgricultureFutureSecurity(final AgricultureFutureSecurity security) {
return visit(security, 0.0);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEnergyFutureSecurity(final EnergyFutureSecurity security) {
return visit(security, 0.0);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitMetalFutureSecurity(final MetalFutureSecurity security) {
return visit(security, 0.0);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
return visit(security, 0.);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitEquityFutureSecurity(final EquityFutureSecurity security) {
return visit(security, 0.);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitIndexFutureSecurity(final IndexFutureSecurity security) {
return visit(security, 0.);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
return (InterestRateFutureSecurityDefinition) security.accept(_irFutureConverter);
}
@Override
public InstrumentDefinitionWithData<?, Double> visitBondFutureSecurity(final BondFutureSecurity security) {
return (BondFutureDefinition) security.accept(_bondFutureConverter);
}
}