com.opengamma.strata.product.dsf

Class ResolvedDsfTrade

java.lang.Object

com.opengamma.strata.product.dsf.ResolvedDsfTrade

All Implemented Interfaces:

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

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

A trade in a Deliverable Swap Future, resolved for pricing.

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

A ResolvedDsfTrade 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

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	ResolvedDsfTrade.Builder The bean-builder for ResolvedDsfTrade.
static class	ResolvedDsfTrade.Meta The meta-bean for ResolvedDsfTrade.

Method Summary

Modifier and Type	Method and Description
static ResolvedDsfTrade.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
PortfolioItemInfo	getInfo() Gets the additional information, defaulted to an empty instance.
ResolvedDsf	getProduct() Gets the future that was traded.
double	getQuantity() Gets the quantity that was traded.
Optional<TradedPrice>	getTradedPrice() Gets the price that was traded, together with the trade date, optional.
int	hashCode()
static ResolvedDsfTrade.Meta	meta() The meta-bean for ResolvedDsfTrade.
ResolvedDsfTrade.Meta	metaBean()
ResolvedDsfTrade.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

meta

public static ResolvedDsfTrade.Meta meta()

The meta-bean for ResolvedDsfTrade.

Returns:

the meta-bean, not null

builder

public static ResolvedDsfTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedDsfTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public PortfolioItemInfo getInfo()

Gets the additional information, defaulted to an empty instance.

This allows additional information to be attached.

Specified by:

getInfo in interface ResolvedTrade

Returns:

the value of the property, not null

getProduct

public ResolvedDsf getProduct()

Gets the future that was traded.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ResolvedTrade

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.

Returns:

the value of the property

getTradedPrice

public Optional<TradedPrice> getTradedPrice()

Gets the price that was traded, together with the trade date, optional.

This is the price agreed when the trade occurred, in decimal form. 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.

This is optional to allow the class to be used to price both trades and positions. When the instance represents a trade, the traded price should be present. When the instance represents a position, the traded price should be empty.

Returns:

the optional value of the property, not null

toBuilder

public ResolvedDsfTrade.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