ResolvedBondFuture (OpenGamma Strata Product)

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

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ResolvedBondFuture
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
```
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
This is the resolved form of BondFuture and is an input to the pricers. Applications will typically create a ResolvedBondFuture from a BondFuture using BondFuture.resolve(ReferenceData).
A ResolvedBondFuture is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.
Price
Strata uses decimal prices for bond futures in the trade model, pricers and market data. This is coherent with the pricing of FixedCouponBond. The bond futures delivery is a bond for an amount computed from the bond future price, a conversion factor and the accrued interest.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ResolvedBondFuture.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`ImmutableList<Double>`	`getConversionFactors()` Gets the conversion factor for each bond in the basket.
`Currency`	`getCurrency()` Obtains the currency of the underlying fixed coupon bonds.
`ImmutableList<ResolvedFixedCouponBond>`	`getDeliveryBasket()` Gets the basket of deliverable bonds.
`LocalDate`	`getFirstDeliveryDate()` Gets the first delivery date.
`LocalDate`	`getFirstNoticeDate()` Gets the first notice date.
`LocalDate`	`getLastDeliveryDate()` Gets the last delivery date.
`LocalDate`	`getLastNoticeDate()` Gets the last notice date.
`LocalDate`	`getLastTradeDate()` Gets the last trading date.
`double`	`getNotional()` Obtains the notional of underlying fixed coupon bonds.
`Rounding`	`getRounding()` Gets the definition of how to round the futures price, defaulted to no rounding.
`SecurityId`	`getSecurityId()` Gets the security identifier.
`int`	`hashCode()`
`static ResolvedBondFuture.Meta`	`meta()` The meta-bean for `ResolvedBondFuture`.
`ResolvedBondFuture.Meta`	`metaBean()`
`ResolvedBondFuture.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`

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

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

- Method Detail
  - getCurrency
```
public Currency getCurrency()
```
    Obtains the currency of the underlying fixed coupon bonds.
    All of the bonds in the delivery basket have the same currency.
    
    Returns:
    
    the currency
  - getNotional
```
public double getNotional()
```
    Obtains the notional of underlying fixed coupon bonds.
    All of the bonds in the delivery basket have the same notional. The currency of the notional is specified by getCurrency().
    
    Returns:
    
    the notional
  - meta
```
public static ResolvedBondFuture.Meta meta()
```
    The meta-bean for ResolvedBondFuture.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ResolvedBondFuture.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ResolvedBondFuture.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSecurityId
```
public SecurityId getSecurityId()
```
    Gets the security identifier.
    This identifier uniquely identifies the security within the system.
    
    Returns:
    
    the value of the property, not null
  - getDeliveryBasket
```
public ImmutableList<ResolvedFixedCouponBond> getDeliveryBasket()
```
    Gets the basket of deliverable bonds.
    The underling which will be delivered in the future time is chosen from a basket of underling securities. This must not be empty.
    All of the underlying bonds must have the same notional and currency.
    
    Returns:
    
    the value of the property, not empty
  - getConversionFactors
```
public ImmutableList<Double> getConversionFactors()
```
    Gets the conversion factor for each bond in the basket.
    The price of each underlying security in the basket is rescaled by the conversion factor. This must not be empty, and its size must be the same as the size of deliveryBasket.
    All of the underlying bonds must have the same notional and currency.
    
    Returns:
    
    the value of the property, not empty
  - getLastTradeDate
```
public LocalDate getLastTradeDate()
```
    Gets the last trading date.
    The future security is traded until this date.
    
    Returns:
    
    the value of the property, not null
  - getFirstNoticeDate
```
public LocalDate getFirstNoticeDate()
```
    Gets the first notice date.
    The first date on which the delivery of the underlying is authorized.
    
    Returns:
    
    the value of the property, not null
  - getLastNoticeDate
```
public LocalDate getLastNoticeDate()
```
    Gets the last notice date.
    The last date on which the delivery of the underlying is authorized.
    
    Returns:
    
    the value of the property, not null
  - getFirstDeliveryDate
```
public LocalDate getFirstDeliveryDate()
```
    Gets the first delivery date.
    The first date on which the underlying is delivered.
    
    Returns:
    
    the value of the property, not null
  - getLastDeliveryDate
```
public LocalDate getLastDeliveryDate()
```
    Gets the last delivery date.
    The last date on which the underlying is delivered.
    
    Returns:
    
    the value of the property, not null
  - getRounding
```
public Rounding getRounding()
```
    Gets the definition of how to round the futures price, defaulted to no rounding.
    The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ResolvedBondFuture.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 ResolvedBondFuture

Price

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getCurrency

getNotional

meta

builder

metaBean

getSecurityId

getDeliveryBasket

getConversionFactors

getLastTradeDate

getFirstNoticeDate

getLastNoticeDate

getFirstDeliveryDate

getLastDeliveryDate

getRounding

toBuilder

equals

hashCode

toString