/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.commodity.definition;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.commodity.derivative.AgricultureForward;
import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Agriculture forward definition
*/
public class AgricultureForwardDefinition extends CommodityForwardDefinition<AgricultureForward> {
/**
* Constructor for forwards
*
* @param expiryDate the time and the day that a particular delivery month of a forwards contract stops trading, as well as the final settlement price for that contract
* @param underlying identifier of the underlying commodity
* @param unitAmount size of a unit
* @param firstDeliveryDate date of first delivery - PHYSICAL settlement
* @param lastDeliveryDate date of last delivery - PHYSICAL settlement
* @param amount number of units
* @param unitName description of unit size
* @param settlementType settlement type - PHYSICAL or CASH
* @param referencePrice reference price
* @param currency currency
* @param settlementDate settlement date
*/
public AgricultureForwardDefinition(final ZonedDateTime expiryDate, final ExternalId underlying, final double unitAmount, final ZonedDateTime firstDeliveryDate, final ZonedDateTime lastDeliveryDate,
final double amount, final String unitName, final SettlementType settlementType, final double referencePrice, final Currency currency, final ZonedDateTime settlementDate) {
super(expiryDate, underlying, unitAmount, firstDeliveryDate, lastDeliveryDate, amount, unitName, settlementType, referencePrice, currency, settlementDate);
}
/**
* Constructor for forwards without delivery dates (e.g. cash settlement)
*
* @param expiryDate the time and the day that a particular delivery month of a forwards contract stops trading, as well as the final settlement price for that contract
* @param underlying identifier of the underlying commodity
* @param unitAmount size of a unit
* @param amount number of units
* @param unitName description of unit size
* @param settlementType settlement type - CASH
* @param referencePrice reference price
* @param currency currency
* @param settlementDate settlement date
*/
public AgricultureForwardDefinition(final ZonedDateTime expiryDate, final ExternalId underlying, final double unitAmount, final double amount, final String unitName,
final SettlementType settlementType, final double referencePrice, final Currency currency, final ZonedDateTime settlementDate) {
this(expiryDate, underlying, unitAmount, null, null, amount, unitName, settlementType, referencePrice, currency, settlementDate);
}
/**
* Static constructor method for cash settled forwards
*
* @param expiryDate the time and the day that a particular delivery month of a forwards contract stops trading, as well as the final settlement price for that contract
* @param underlying identifier of the underlying commodity
* @param unitAmount size of a unit
* @param amount number of units
* @param unitName description of unit size
* @param referencePrice reference price
* @param currency currency
* @param settlementDate settlement date
* @return the forward
*/
public static AgricultureForwardDefinition withCashSettlement(final ZonedDateTime expiryDate, final ExternalId underlying, final double unitAmount, final double amount, final String unitName,
final double referencePrice, final Currency currency, final ZonedDateTime settlementDate) {
return new AgricultureForwardDefinition(expiryDate, underlying, unitAmount, null, null, amount, unitName, SettlementType.CASH, referencePrice, currency, settlementDate);
}
/**
* Static constructor method for physical settlement forwards
*
* @param expiryDate the time and the day that a particular delivery month of a forwards contract stops trading, as well as the final settlement price for that contract
* @param underlying identifier of the underlying commodity
* @param unitAmount size of a unit
* @param firstDeliveryDate date of first delivery - PHYSICAL settlement
* @param lastDeliveryDate date of last delivery - PHYSICAL settlement
* @param amount number of units
* @param unitName description of unit size
* @param referencePrice reference price
* @param currency currency
* @param settlementDate settlement date
* @return the forward
*/
public static AgricultureForwardDefinition withPhysicalSettlement(final ZonedDateTime expiryDate, final ExternalId underlying, final double unitAmount, final ZonedDateTime firstDeliveryDate,
final ZonedDateTime lastDeliveryDate, final double amount, final String unitName, final double referencePrice, final Currency currency, final ZonedDateTime settlementDate) {
return new AgricultureForwardDefinition(expiryDate, underlying, unitAmount, firstDeliveryDate, lastDeliveryDate, amount, unitName, SettlementType.PHYSICAL, referencePrice, currency,
settlementDate);
}
@Override
public AgricultureForward toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
return toDerivative(date);
}
@Override
public AgricultureForward toDerivative(final ZonedDateTime date, final Double referencePrice, final String... yieldCurveNames) {
return toDerivative(date, referencePrice);
}
@Override
public AgricultureForward toDerivative(final ZonedDateTime date) {
ArgumentChecker.inOrderOrEqual(date, this.getExpiryDate(), "date", "expiry date");
final double timeToFixing = TimeCalculator.getTimeBetween(date, this.getExpiryDate());
final double timeToSettlement = TimeCalculator.getTimeBetween(date, this.getSettlementDate());
return new AgricultureForward(timeToFixing, getUnderlying(), getUnitAmount(), getFirstDeliveryDate(), getLastDeliveryDate(), getAmount(), getUnitName(), getSettlementType(),
timeToSettlement, getReferencePrice(), getCurrency());
}
@Override
public AgricultureForward toDerivative(final ZonedDateTime date, final Double referencePrice) {
ArgumentChecker.inOrderOrEqual(date, this.getExpiryDate(), "date", "expiry date");
final double timeToFixing = TimeCalculator.getTimeBetween(date, this.getExpiryDate());
final double timeToSettlement = TimeCalculator.getTimeBetween(date, this.getSettlementDate());
return new AgricultureForward(timeToFixing, getUnderlying(), getUnitAmount(), getFirstDeliveryDate(), getLastDeliveryDate(), getAmount(), getUnitName(), getSettlementType(), timeToSettlement,
referencePrice.doubleValue(), getCurrency());
}
@Override
public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitAgricultureForwardDefinition(this, data);
}
@Override
public <V> V accept(final InstrumentDefinitionVisitor<?, V> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitAgricultureForwardDefinition(this);
}
@Override
public int hashCode() {
return super.hashCode();
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!(obj instanceof AgricultureForwardDefinition)) {
return false;
}
return super.equals(obj);
}
}