BillSecurity (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.bond.BillSecurity

All Implemented Interfaces:

LegalEntitySecurity, Security, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class BillSecurity
extends Object
implements LegalEntitySecurity, org.joda.beans.ImmutableBean, Serializable
```
A security representing a bill.
A bill is a financial instrument that represents a unique fixed payment.
Price and yield
Strata uses decimal yields and prices for bills in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932 and a yield of 1.32% is represented by 0.0132.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`BillSecurity.Builder` The bean-builder for `BillSecurity`.
`static class`	`BillSecurity.Meta` The meta-bean for `BillSecurity`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static BillSecurity.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`BillPosition`	`createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)` Creates a position based on this security from a long and short quantity.
`BillPosition`	`createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)` Creates a position based on this security from a net quantity.
`Bill`	`createProduct(ReferenceData refData)` Creates the product associated with this security.
`BillTrade`	`createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)` Creates a trade based on this security.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()` Gets the currency that the security is traded in.
`DayCount`	`getDayCount()` Gets the day count convention applicable.
`SecurityInfo`	`getInfo()` Gets the standard security information.
`LegalEntityId`	`getLegalEntityId()` Gets the legal entity identifier.
`AdjustablePayment`	`getNotional()` Gets the adjustable notional payment of the bill notional, the amount must be positive.
`DaysAdjustment`	`getSettlementDateOffset()` Gets the number of days between valuation date and settlement date.
`ImmutableSet<SecurityId>`	`getUnderlyingIds()` Gets the set of underlying security identifiers.
`BillYieldConvention`	`getYieldConvention()` Gets yield convention.
`int`	`hashCode()`
`static BillSecurity.Meta`	`meta()` The meta-bean for `BillSecurity`.
`BillSecurity.Meta`	`metaBean()`
`BillSecurity.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`
`BillSecurity`	`withInfo(SecurityInfo info)` Returns an instance with the specified info.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.Security
getSecurityId

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - getCurrency
```
public Currency getCurrency()
```
    Description copied from interface: Security
    
    Gets the currency that the security is traded in.
    
    Specified by:
    
    getCurrency in interface Security
    
    Returns:
    
    the trading currency
  - getUnderlyingIds
```
public ImmutableSet<SecurityId> getUnderlyingIds()
```
    Description copied from interface: Security
    
    Gets the set of underlying security identifiers.
    The set must contain all the security identifiers that this security directly refers to. For example, a bond future will return the identifiers of the underlying basket of bonds, but a bond future option will only return the identifier of the underlying future, not the basket.
    
    Specified by:
    
    getUnderlyingIds in interface Security
    
    Returns:
    
    the underlying security identifiers
  - withInfo
```
public BillSecurity withInfo(SecurityInfo info)
```
    Description copied from interface: Security
    
    Returns an instance with the specified info.
    
    Specified by:
    
    withInfo in interface LegalEntitySecurity
    
    Specified by:
    
    withInfo in interface Security
    
    Parameters:
    
    info - the new info
    
    Returns:
    
    the instance with the specified info
  - createProduct
```
public Bill createProduct(ReferenceData refData)
```
    Description copied from interface: Security
    
    Creates the product associated with this security.
    The product of a security is distinct from the security. The product includes the financial details from this security, but excludes the additional information. The product also includes the products of any underlying securities.
    
    Specified by:
    
    createProduct in interface Security
    
    Parameters:
    
    refData - the reference data used to find underlying securities
    
    Returns:
    
    the product
  - createTrade
```
public BillTrade createTrade(TradeInfo info,
                             double quantity,
                             double tradePrice,
                             ReferenceData refData)
```
    Description copied from interface: Security
    
    Creates a trade based on this security.
    This creates a trade of a suitable type for this security.
    
    Specified by:
    
    createTrade in interface Security
    
    Parameters:
    
    info - the trade information
    
    quantity - the number of contracts in the trade
    
    tradePrice - the price agreed when the trade occurred
    
    refData - the reference data used to find underlying securities
    
    Returns:
    
    the trade
  - createPosition
```
public BillPosition createPosition(PositionInfo positionInfo,
                                   double quantity,
                                   ReferenceData refData)
```
    Description copied from interface: Security
    
    Creates a position based on this security from a net quantity.
    This creates a position of a suitable type for this security.
    
    Specified by:
    
    createPosition in interface Security
    
    Parameters:
    
    positionInfo - the position information
    
    quantity - the number of contracts in the position
    
    refData - the reference data used to find underlying securities
    
    Returns:
    
    the position
  - createPosition
```
public BillPosition createPosition(PositionInfo positionInfo,
                                   double longQuantity,
                                   double shortQuantity,
                                   ReferenceData refData)
```
    Description copied from interface: Security
    
    Creates a position based on this security from a long and short quantity.
    This creates a position of a suitable type for this security.
    The long quantity and short quantity must be zero or positive, not negative.
    
    Specified by:
    
    createPosition in interface Security
    
    Parameters:
    
    positionInfo - the position information
    
    longQuantity - the long quantity in the position
    
    shortQuantity - the short quantity in the position
    
    refData - the reference data used to find underlying securities
    
    Returns:
    
    the position
  - meta
```
public static BillSecurity.Meta meta()
```
    The meta-bean for BillSecurity.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static BillSecurity.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public BillSecurity.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getInfo
```
public SecurityInfo getInfo()
```
    Gets the standard security information.
    This includes the security identifier.
    
    Specified by:
    
    getInfo in interface Security
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public AdjustablePayment getNotional()
```
    Gets the adjustable notional payment of the bill notional, the amount must be positive.
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention applicable.
    The conversion from dates to a numerical value is made based on this day count.
    
    Returns:
    
    the value of the property, not null
  - getYieldConvention
```
public BillYieldConvention getYieldConvention()
```
    Gets yield convention.
    The convention defines how to convert from yield to price and inversely.
    
    Returns:
    
    the value of the property, not null
  - getLegalEntityId
```
public LegalEntityId getLegalEntityId()
```
    Gets the legal entity identifier.
    This identifier is used for the legal entity that issues the bill.
    
    Specified by:
    
    getLegalEntityId in interface LegalEntitySecurity
    
    Returns:
    
    the value of the property, not null
  - getSettlementDateOffset
```
public DaysAdjustment getSettlementDateOffset()
```
    Gets the number of days between valuation date and settlement date.
    It is usually one business day for US and UK bills and two days for Euroland government bills.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public BillSecurity.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class BillSecurity

Price and yield

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.Security

Methods inherited from interface org.joda.beans.Bean

Method Detail

getCurrency

getUnderlyingIds

withInfo

createProduct

createTrade

createPosition

createPosition

meta

builder

metaBean

getInfo

getNotional

getDayCount

getYieldConvention

getLegalEntityId

getSettlementDateOffset

toBuilder

equals

hashCode

toString