com.opengamma.strata.product.bond

Class BondFutureOptionPosition

java.lang.Object

com.opengamma.strata.product.bond.BondFutureOptionPosition

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedBondFutureOptionTrade>, PortfolioItem, Position, SecuritizedProductPortfolioItem<BondFutureOption>, SecuritizedProductPosition<BondFutureOption>, SecurityQuantity, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class BondFutureOptionPosition
extends Object
implements SecuritizedProductPosition<BondFutureOption>, Resolvable<ResolvedBondFutureOptionTrade>, org.joda.beans.ImmutableBean, Serializable

A position in a bond future option.

A position in an underlying BondFutureOption.

The net quantity of the position is stored using two fields - longQuantity and shortQuantity. These two fields must not be negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately. The net quantity is available via getQuantity().

Price

Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing of BondFutureOption.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	BondFutureOptionPosition.Builder The bean-builder for BondFutureOptionPosition.
static class	BondFutureOptionPosition.Meta The meta-bean for BondFutureOptionPosition.

Method Summary

Modifier and Type	Method and Description
static BondFutureOptionPosition.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the position.
PositionInfo	getInfo() Gets the additional position information, defaulted to an empty instance.
double	getLongQuantity() Gets the long quantity of the security.
BondFutureOption	getProduct() Gets the option that was traded.
double	getQuantity() Gets the net quantity of the security.
SecurityId	getSecurityId() Gets the identifier of the underlying security.
double	getShortQuantity() Gets the short quantity of the security.
int	hashCode()
static BondFutureOptionPosition.Meta	meta() The meta-bean for BondFutureOptionPosition.
BondFutureOptionPosition.Meta	metaBean()
static BondFutureOptionPosition	ofLongShort(PositionInfo positionInfo, BondFutureOption product, double longQuantity, double shortQuantity) Obtains an instance from position information, product, long quantity and short quantity.
static BondFutureOptionPosition	ofNet(PositionInfo positionInfo, BondFutureOption product, double netQuantity) Obtains an instance from position information, product and net quantity.
ResolvedBondFutureOptionTrade	resolve(ReferenceData refData)
PortfolioItemSummary	summarize() Summarizes the portfolio item.
BondFutureOptionPosition.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()
BondFutureOptionPosition	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.
BondFutureOptionPosition	withQuantity(double quantity) Returns an instance with the specified quantity.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

getId

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

ofNet

public static BondFutureOptionPosition ofNet(PositionInfo positionInfo,
                                             BondFutureOption product,
                                             double netQuantity)

Obtains an instance from position information, product and net quantity.

The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.

Parameters:

positionInfo - the position information

product - the underlying product

netQuantity - the net quantity of the underlying security

Returns:

the position

ofLongShort

public static BondFutureOptionPosition ofLongShort(PositionInfo positionInfo,
                                                   BondFutureOption product,
                                                   double longQuantity,
                                                   double shortQuantity)

Obtains an instance from position information, product, long quantity and short quantity.

The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.

Parameters:

positionInfo - the position information

product - the underlying product

longQuantity - the long quantity of the underlying security

shortQuantity - the short quantity of the underlying security

Returns:

the position

getSecurityId

public SecurityId getSecurityId()

Description copied from interface: Position

Gets the identifier of the underlying security.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface Position

Specified by:

getSecurityId in interface SecuritizedProductPortfolioItem<BondFutureOption>

Specified by:

getSecurityId in interface SecuritizedProductPosition<BondFutureOption>

Specified by:

getSecurityId in interface SecurityQuantity

Returns:

the security identifier

getCurrency

public Currency getCurrency()

Description copied from interface: SecuritizedProductPortfolioItem

Gets the currency of the position.

This is typically the same as the currency of the product.

Specified by:

getCurrency in interface SecuritizedProductPortfolioItem<BondFutureOption>

Returns:

the trading currency

getQuantity

public double getQuantity()

Description copied from interface: Position

Gets the net quantity of the security.

This returns the net quantity of the underlying security. The result is positive if the net position is long and negative if the net position is short.

Specified by:

getQuantity in interface Position

Specified by:

getQuantity in interface SecurityQuantity

Returns:

the net quantity of the underlying security

withInfo

public BondFutureOptionPosition withInfo(PortfolioItemInfo info)

Description copied from interface: SecuritizedProductPosition

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface Position

Specified by:

withInfo in interface SecuritizedProductPosition<BondFutureOption>

Parameters:

info - the new info

Returns:

the instance with the specified info

withQuantity

public BondFutureOptionPosition withQuantity(double quantity)

Description copied from interface: SecuritizedProductPosition

Returns an instance with the specified quantity.

Specified by:

withQuantity in interface Position

Specified by:

withQuantity in interface SecuritizedProductPortfolioItem<BondFutureOption>

Specified by:

withQuantity in interface SecuritizedProductPosition<BondFutureOption>

Parameters:

quantity - the new quantity

Returns:

the instance with the specified quantity

summarize

public PortfolioItemSummary summarize()

Description copied from interface: PortfolioItem

Summarizes the portfolio item.

This provides a summary, including a human readable description.

Specified by:

summarize in interface PortfolioItem

Specified by:

summarize in interface Position

Returns:

the summary of the item

resolve

public ResolvedBondFutureOptionTrade resolve(ReferenceData refData)

Specified by:

resolve in interface Resolvable<ResolvedBondFutureOptionTrade>

meta

public static BondFutureOptionPosition.Meta meta()

The meta-bean for BondFutureOptionPosition.

Returns:

the meta-bean, not null

builder

public static BondFutureOptionPosition.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public BondFutureOptionPosition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public PositionInfo getInfo()

Gets the additional position information, defaulted to an empty instance.

This allows additional information to be attached to the position.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Position

Returns:

the value of the property, not null

getProduct

public BondFutureOption getProduct()

Gets the option that was traded.

The product captures the contracted financial details.

Specified by:

getProduct in interface SecuritizedProductPortfolioItem<BondFutureOption>

Returns:

the value of the property, not null

getLongQuantity

public double getLongQuantity()

Gets the long quantity of the security.

This is the quantity of the underlying security that is held. The quantity cannot be negative, as that would imply short selling.

Returns:

the value of the property

getShortQuantity

public double getShortQuantity()

Gets the short quantity of the security.

This is the quantity of the underlying security that has been short sold. The quantity cannot be negative, as that would imply the position is long.

Returns:

the value of the property

toBuilder

public BondFutureOptionPosition.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