* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies

*

* Please see distribution for license.

*/

* Convert a cash node into an Instrument definition.

* The dates of the deposits are computed in the following way:

* - The spot date is computed from the valuation date adding the "Settlement Days" (i.e. the number of business days) of the convention.

* - The start date is computed from the spot date adding the "StartTenor" of the node and using the business-day-convention, calendar and EOM of the convention.

* - The end date is computed from the start date adding the "MaturityTenor" of the node and using the business-day-convention, calendar and EOM of the convention.

* The deposit notional is 1.

*/

  /** The convention source */

  private final ConventionSource _conventionSource;

  /** The holiday source */

  private final HolidaySource _holidaySource;

  /** The region source */

  private final RegionSource _regionSource;

  /** The market data */

  private final SnapshotDataBundle _marketData;

  /** The market data id */

  private final ExternalId _dataId;

  /** The valuation time */

  private final ZonedDateTime _valuationTime;

  /**

   * @param conventionSource The convention source, not null

   * @param holidaySource The holiday source, not null

   * @param regionSource The region source, not null

   * @param marketData The market data, not null

   * @param dataId The id of the market data, not null

   * @param valuationTime The valuation time, not null

   */

  public CashNodeConverter(final ConventionSource conventionSource, final HolidaySource holidaySource, final RegionSource regionSource,

      final SnapshotDataBundle marketData, final ExternalId dataId, final ZonedDateTime valuationTime) {

    ArgumentChecker.notNull(conventionSource, "convention source");

    ArgumentChecker.notNull(holidaySource, "holiday source");

    ArgumentChecker.notNull(regionSource, "region source");

    ArgumentChecker.notNull(marketData, "market data");

    ArgumentChecker.notNull(dataId, "data id");

    ArgumentChecker.notNull(valuationTime, "valuation time");

    _conventionSource = conventionSource;

    _holidaySource = holidaySource;

    _regionSource = regionSource;

    _marketData = marketData;

    _dataId = dataId;

    _valuationTime = valuationTime;

  }

  @Override

  public InstrumentDefinition<?> visitCashNode(final CashNode cashNode) {

    final Convention convention = _conventionSource.getConvention(cashNode.getConvention());

    if (convention == null) {

      throw new OpenGammaRuntimeException("Convention with id " + cashNode.getConvention() + " was null");

    }

    final Double rate = _marketData.getDataPoint(_dataId);

    if (rate == null) {

      throw new OpenGammaRuntimeException("Could not get market data for " + _dataId);

    }

    final Period startPeriod = cashNode.getStartTenor().getPeriod();

    final Period maturityPeriod = cashNode.getMaturityTenor().getPeriod();

    if (convention instanceof DepositConvention) {

      final DepositConvention depositConvention = (DepositConvention) convention;

      final Currency currency = depositConvention.getCurrency();

      final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, depositConvention.getRegionCalendar());

      final BusinessDayConvention businessDayConvention = depositConvention.getBusinessDayConvention();

      final boolean isEOM = depositConvention.isIsEOM();

      final DayCount dayCount = depositConvention.getDayCount();

      final int settlementDays = depositConvention.getSettlementDays();

      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);

      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate, startPeriod, businessDayConvention, calendar, isEOM);

      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, maturityPeriod, businessDayConvention, calendar, isEOM);

      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);

      return new CashDefinition(currency, startDate, endDate, 1, rate, accrualFactor);

    } else if (convention instanceof IborIndexConvention) {

      final IborIndexConvention iborConvention = (IborIndexConvention) convention;

      final Currency currency = iborConvention.getCurrency();

      final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, iborConvention.getRegionCalendar());

      final BusinessDayConvention businessDayConvention = iborConvention.getBusinessDayConvention();

      final boolean isEOM = iborConvention.isIsEOM();

      final DayCount dayCount = iborConvention.getDayCount();

      final int settlementDays = iborConvention.getSettlementDays();

      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);

      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate, startPeriod, businessDayConvention, calendar, isEOM);

      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, maturityPeriod, businessDayConvention, calendar, isEOM);

      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);

      final int spotLag = iborConvention.getSettlementDays();

      final boolean eom = iborConvention.isIsEOM();

      final long months = maturityPeriod.toTotalMonths() - startPeriod.toTotalMonths();

      final Period indexTenor = Period.ofMonths((int) months);

      final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLag, dayCount, businessDayConvention, eom, convention.getName());

      return new DepositIborDefinition(currency, startDate, endDate, 1, rate, accrualFactor, iborIndex);

    } else {

      throw new OpenGammaRuntimeException("Could not handle convention of type " + convention.getClass());

    }

  }

}