DsfTrade (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.dsf.DsfTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedDsfTrade>, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedDsfTrade>, SecuritizedProductPortfolioItem<Dsf>, SecuritizedProductTrade<Dsf>, SecurityQuantity, SecurityQuantityTrade, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class DsfTrade
extends Object
implements SecuritizedProductTrade<Dsf>, ResolvableTrade<ResolvedDsfTrade>, org.joda.beans.ImmutableBean, Serializable
```
A trade representing a futures contract based on an interest rate swap.
A trade in an underlying Dsf.
Price
The price of a DSF is based on the present value (NPV) of the underlying swap on the delivery date. For example, a price of 100.182 represents a present value of $100,182.00, if the notional is $100,000. This price can also be viewed as a percentage present value - (100 + percentPv), or 0.182% in this example.
Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class DsfTrade.Builder
The bean-builder for DsfTrade.

static class DsfTrade.Meta
The meta-bean for DsfTrade.

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static DsfTrade.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.
`double`	`getPrice()` Gets the price that was traded, in decimal form.
`Dsf`	`getProduct()` Gets the future that was traded.
`double`	`getQuantity()` Gets the quantity that was traded.
`int`	`hashCode()`
`static DsfTrade.Meta`	`meta()` The meta-bean for `DsfTrade`.
`DsfTrade.Meta`	`metaBean()`
`ResolvedDsfTrade`	`resolve(ReferenceData refData)` Resolves this trade using the specified reference data.
`PortfolioItemSummary`	`summarize()` Summarizes the portfolio item.
`DsfTrade.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`
`DsfTrade`	`withInfo(PortfolioItemInfo info)` Returns an instance with the specified info.
`DsfTrade`	`withPrice(double price)` Returns an instance with the specified price.
`DsfTrade`	`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 com.opengamma.strata.product.SecuritizedProductPortfolioItem
getCurrency, getSecurityId

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

- Method Detail
  - withInfo
```
public DsfTrade withInfo(PortfolioItemInfo info)
```
    Description copied from interface: SecuritizedProductTrade
    
    Returns an instance with the specified info.
    
    Specified by:
    
    withInfo in interface PortfolioItem
    
    Specified by:
    
    withInfo in interface ProductTrade
    
    Specified by:
    
    withInfo in interface ResolvableTrade<ResolvedDsfTrade>
    
    Specified by:
    
    withInfo in interface SecuritizedProductTrade<Dsf>
    
    Specified by:
    
    withInfo in interface SecurityQuantityTrade
    
    Specified by:
    
    withInfo in interface Trade
    
    Parameters:
    
    info - the new info
    
    Returns:
    
    the instance with the specified info
  - withQuantity
```
public DsfTrade withQuantity(double quantity)
```
    Description copied from interface: SecuritizedProductTrade
    
    Returns an instance with the specified quantity.
    
    Specified by:
    
    withQuantity in interface SecuritizedProductPortfolioItem<Dsf>
    
    Specified by:
    
    withQuantity in interface SecuritizedProductTrade<Dsf>
    
    Specified by:
    
    withQuantity in interface SecurityQuantityTrade
    
    Parameters:
    
    quantity - the new quantity
    
    Returns:
    
    the instance with the specified quantity
  - withPrice
```
public DsfTrade withPrice(double price)
```
    Description copied from interface: SecuritizedProductTrade
    
    Returns an instance with the specified price.
    
    Specified by:
    
    withPrice in interface SecuritizedProductTrade<Dsf>
    
    Specified by:
    
    withPrice in interface SecurityQuantityTrade
    
    Parameters:
    
    price - the new price
    
    Returns:
    
    the instance with the specified price
  - 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 Trade
    
    Returns:
    
    the summary of the item
  - resolve
```
public ResolvedDsfTrade resolve(ReferenceData refData)
```
    Description copied from interface: ResolvableTrade
    
    Resolves this trade using the specified reference data.
    This converts this trade to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resulting ResolvedTrade is optimized for pricing.
    Resolved objects may be 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.
    
    Specified by:
    
    resolve in interface Resolvable<ResolvedDsfTrade>
    
    Specified by:
    
    resolve in interface ResolvableTrade<ResolvedDsfTrade>
    
    Parameters:
    
    refData - the reference data to use when resolving
    
    Returns:
    
    the resolved trade
  - meta
```
public static DsfTrade.Meta meta()
```
    The meta-bean for DsfTrade.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static DsfTrade.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public DsfTrade.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. The trade date is required when calling resolve(ReferenceData).
    
    Specified by:
    
    getInfo in interface PortfolioItem
    
    Specified by:
    
    getInfo in interface Trade
    
    Returns:
    
    the value of the property, not null
  - getProduct
```
public Dsf getProduct()
```
    Gets the future that was traded.
    The product captures the contracted financial details of the trade.
    
    Specified by:
    
    getProduct in interface ProductTrade
    
    Specified by:
    
    getProduct in interface SecuritizedProductPortfolioItem<Dsf>
    
    Returns:
    
    the value of the property, not null
  - getQuantity
```
public double getQuantity()
```
    Gets the quantity that was traded.
    This is the number of contracts that were traded. This will be positive if buying and negative if selling.
    
    Specified by:
    
    getQuantity in interface SecurityQuantity
    
    Returns:
    
    the value of the property
  - getPrice
```
public double getPrice()
```
    Gets the price that was traded, in decimal form.
    This is the price agreed when the trade occurred.
    Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.
    
    Specified by:
    
    getPrice in interface SecurityQuantityTrade
    
    Returns:
    
    the value of the property
  - toBuilder
```
public DsfTrade.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 DsfTrade

Price

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

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

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

Methods inherited from interface org.joda.beans.Bean

Method Detail

withInfo

withQuantity

withPrice

summarize

resolve

meta

builder

metaBean

getInfo

getProduct

getQuantity

getPrice

toBuilder

equals

hashCode

toString