/**
* Obtains an instance from currency pair, reference currency, reference date and sensitivity
* value.
*
* <p>The sensitivity currency is defaulted to be a currency of the currency pair that is not the
* reference currency.
*
* @param currencyPair the currency pair
* @param referenceCurrency the reference currency
* @param referenceDate the reference date
* @param sensitivity the value of the sensitivity
* @return the point sensitivity object
*/
public static FxForwardSensitivity of(
CurrencyPair currencyPair,
Currency referenceCurrency,
LocalDate referenceDate,
double sensitivity) {
boolean inverse = referenceCurrency.equals(currencyPair.getCounter());
CurrencyPair pair = inverse ? currencyPair.inverse() : currencyPair;
Currency sensitivityCurrency = pair.getCounter();
return new FxForwardSensitivity(
currencyPair, referenceCurrency, referenceDate, sensitivityCurrency, sensitivity);
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
long temp;
temp = Double.doubleToLongBits(_dividendRatio);
result = prime * result + (int) (temp ^ (temp >>> 32));
temp = Double.doubleToLongBits(_notionalAmount);
result = prime * result + (int) (temp ^ (temp >>> 32));
result = prime * result + _notionalCurrency.hashCode();
result = prime * result + _equity.hashCode();
return result;
}
/**
* Gets the currency counter to the reference currency.
*
* <p>The currency pair contains two currencies. One is the reference currency. This method
* returns the other.
*
* @return the counter currency
*/
public Currency getReferenceCounterCurrency() {
boolean inverse = referenceCurrency.equals(currencyPair.getBase());
return inverse ? currencyPair.getCounter() : currencyPair.getBase();
}
/**
* Gets the convention name, such as 'GBP-Deposit'.
*
* <p>This will default to the currency code suffixed by '-Deposit' if not specified.
*
* @return the convention name
*/
@Override
public String getName() {
return name != null ? name : currency.getCode() + "-Deposit";
}
