/**
* 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.LocalTime;
import org.threeten.bp.ZoneId;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition;
import com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition;
import com.opengamma.core.position.Trade;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
/**
* Convert the Trade on Interest Rate Future to the Definition version.
* @deprecated Use the generic FutureTradeConverter.
*/
@Deprecated
public class InterestRateFutureTradeConverter {
private final InterestRateFutureSecurityConverterDeprecated _securityConverter;
public InterestRateFutureTradeConverter(final InterestRateFutureSecurityConverterDeprecated securityConverter) {
Validate.notNull(securityConverter, "security converter");
_securityConverter = securityConverter;
}
public InterestRateFutureTransactionDefinition convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(trade.getSecurity() instanceof InterestRateFutureSecurity, "Can only handle trades with security type InterestRateFutureSecurity");
final InterestRateFutureSecurityDefinition securityDefinition = _securityConverter.visitInterestRateFutureSecurity((InterestRateFutureSecurity) trade.getSecurity());
// REVIEW: Setting this quantity to one so that we don't double-count the number of trades when the position scaling takes place
final int quantity = trade.getQuantity().intValue();
ZonedDateTime tradeDate;
if (trade.getTradeTime() != null) {
final ZoneId zone = trade.getTradeTime().getOffset();
tradeDate = trade.getTradeDate().atTime(trade.getTradeTime().toLocalTime()).atZone(zone);
} else {
tradeDate = trade.getTradeDate().atTime(LocalTime.NOON).atZone(ZoneOffset.UTC);
}
final double tradePrice = trade.getPremium() == null ? 0 : trade.getPremium(); //TODO remove the default value and throw an exception
return new InterestRateFutureTransactionDefinition(securityDefinition, tradeDate, tradePrice, quantity);
//tradeDate, tradePrice, securityDefinition.getLastTradingDate(), securityDefinition.getIborIndex(),
//securityDefinition.getNotional(), securityDefinition.getPaymentAccrualFactor(), quantity, securityDefinition.getName());
}
}