// -------------------------------------------------------------------------
@Override
public ResolvedFxSingleBarrierOption resolve(ReferenceData refData) {
if (rebate != null) {
return ResolvedFxSingleBarrierOption.of(underlyingOption.resolve(refData), barrier, rebate);
}
return ResolvedFxSingleBarrierOption.of(underlyingOption.resolve(refData), barrier);
}
// -------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
if (rebate != null) {
ArgChecker.isTrue(rebate.getAmount() > 0d, "rebate must be positive");
ArgChecker.isTrue(
underlyingOption.getUnderlying().getCurrencyPair().contains(rebate.getCurrency()),
"The rebate currency must be one of underlying currency pair");
}
}
/**
* Gets currency pair of the base currency and counter currency.
*
* <p>This currency pair is conventional, thus indifferent to the direction of FX.
*
* @return the currency pair
*/
public CurrencyPair getCurrencyPair() {
return underlyingOption.getCurrencyPair();
}
