com.opengamma.strata.product.credit

Class ResolvedCdsIndexTrade

java.lang.Object

com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

All Implemented Interfaces:

ResolvedTrade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedCdsIndexTrade
extends Object
implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable

A trade in a CDS index, resolved for pricing.

This is the resolved form of CdsIndexTrade and is the primary input to the pricers. Applications will typically create a ResolvedCdsIndexTrade from a CdsIndexTrade using CdsIndexTrade.resolve(ReferenceData).

A ResolvedCdsIndexTrade 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.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static ResolvedCdsIndexTrade.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
TradeInfo	getInfo() Gets the additional trade information, defaulted to an empty instance.
ResolvedCdsIndex	getProduct() Gets the resolved CDS index product.
Optional<Payment>	getUpfrontFee() Gets the upfront fee of the product.
int	hashCode()
static ResolvedCdsIndexTrade.Meta	meta() The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta	metaBean()
ResolvedCdsIndexTrade.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
ResolvedCdsTrade	toSingleNameCds() Reduce this instance to ResolvedCdsTrade.
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

toSingleNameCds

public ResolvedCdsTrade toSingleNameCds()

Reduce this instance to ResolvedCdsTrade.

The resultant object is used for pricing CDS index trades under the homogeneous pool assumption on constituent credit curves.

Returns:

the CDS trade

meta

public static ResolvedCdsIndexTrade.Meta meta()

The meta-bean for ResolvedCdsIndexTrade.

Returns:

the meta-bean, not null

builder

public static ResolvedCdsIndexTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedCdsIndexTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public TradeInfo getInfo()

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

This allows additional information to be attached to the trade.

Specified by:

getInfo in interface ResolvedTrade

Returns:

the value of the property, not null

getProduct

public ResolvedCdsIndex getProduct()

Gets the resolved CDS index product.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ResolvedTrade

Returns:

the value of the property, not null

getUpfrontFee

public Optional<Payment> getUpfrontFee()

Gets the upfront fee of the product.

This specifies a single amount payable by the buyer to the seller Thus the sign must be compatible with the product Pay/Receive flag.

Returns:

the optional value of the property, not null

toBuilder

public ResolvedCdsIndexTrade.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