EtdContractSpec (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.etd.EtdContractSpec

All Implemented Interfaces:

Described, Attributes, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class EtdContractSpec
extends Object
implements Attributes, Described, org.joda.beans.ImmutableBean, Serializable
```
The contract specification defining an Exchange Traded Derivative (ETD) product.
This can represent a future or an option. Instances of EtdOptionSecurity or EtdFutureSecurity can be created using the createFuture and createOption methods and providing the information required to fully define the contract such as the expiry, strike price and put / call.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

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

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static EtdContractSpecBuilder`	`builder()` Returns a builder for building instances of `EtdContractSpec`.
`EtdFutureSecurity`	`createFuture(YearMonth expiryMonth, EtdVariant variant)` Creates a future security based on this contract specification.
`EtdOptionSecurity`	`createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)` Creates an option security based on this contract specification.
`EtdOptionSecurity`	`createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)` Creates an option security based on this contract specification.
`boolean`	`equals(Object obj)`
`<T> Optional<T>`	`findAttribute(AttributeType<T> type)` Finds the attribute associated with the specified type.
`ImmutableMap<AttributeType<?>,Object>`	`getAttributes()` Gets the attributes.
`ImmutableSet<AttributeType<?>>`	`getAttributeTypes()` Gets the attribute types that are available.
`EtdContractCode`	`getContractCode()` Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
`String`	`getDescription()` Gets the human readable description of the product.
`ExchangeId`	`getExchangeId()` Gets the ID of the exchange where the instruments derived from the product are traded.
`EtdContractSpecId`	`getId()` Gets the ID of this contract specification.
`SecurityPriceInfo`	`getPriceInfo()` Gets the information about the security price.
`EtdType`	`getType()` Gets the type of the contract - future or option.
`int`	`hashCode()`
`static EtdContractSpec.Meta`	`meta()` The meta-bean for `EtdContractSpec`.
`EtdContractSpec.Meta`	`metaBean()`
`String`	`toString()`
`<T> EtdContractSpec`	`withAttribute(AttributeType<T> type, T value)` Returns a copy of this instance with the attribute added.
`EtdContractSpec`	`withAttributes(Attributes other)` Returns a copy of this instance with the attributes added.

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

Methods inherited from interface com.opengamma.strata.product.Attributes
containsAttribute, containsAttribute, empty, getAttribute, of

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

- Method Detail
  - builder
```
public static EtdContractSpecBuilder builder()
```
    Returns a builder for building instances of EtdContractSpec.
    The builder will create an identifier using EtdIdUtils if it is not set.
    
    Returns:
    
    a builder for building instances of EtdContractSpec
  - getAttributeTypes
```
public ImmutableSet<AttributeType<?>> getAttributeTypes()
```
    Description copied from interface: Attributes
    
    Gets the attribute types that are available.
    See AttributeType.captureWildcard() for a way to capture the wildcard type.
    The default implementation returns an empty set (backwards compatibility prevents an abstract method for now).
    
    Specified by:
    
    getAttributeTypes in interface Attributes
    
    Returns:
    
    the attribute types
  - findAttribute
```
public <T> Optional<T> findAttribute(AttributeType<T> type)
```
    Description copied from interface: Attributes
    
    Finds the attribute associated with the specified type.
    This method obtains the specified attribute. This allows an attribute to be obtained if available.
    If the attribute is not found, optional empty is returned.
    
    Specified by:
    
    findAttribute in interface Attributes
    
    Type Parameters:
    
    T - the type of the result
    
    Parameters:
    
    type - the type to find
    
    Returns:
    
    the attribute value
  - withAttribute
```
public <T> EtdContractSpec withAttribute(AttributeType<T> type,
                                         T value)
```
    Description copied from interface: Attributes
    
    Returns a copy of this instance with the attribute added.
    This returns a new instance with the specified attribute added. The attribute is added using Map.put(type, value) semantics.
    
    Specified by:
    
    withAttribute in interface Attributes
    
    Type Parameters:
    
    T - the type of the attribute value
    
    Parameters:
    
    type - the type providing meaning to the value
    
    value - the value
    
    Returns:
    
    a new instance based on this one with the attribute added
  - withAttributes
```
public EtdContractSpec withAttributes(Attributes other)
```
    Description copied from interface: Attributes
    
    Returns a copy of this instance with the attributes added.
    This returns a new instance with the specified attributes added. The attributes are added using Map.putAll(type, value) semantics.
    
    Specified by:
    
    withAttributes in interface Attributes
    
    Parameters:
    
    other - the other instance to copy from
    
    Returns:
    
    an instance based on this one with the attributes from the other instance
  - createFuture
```
public EtdFutureSecurity createFuture(YearMonth expiryMonth,
                                      EtdVariant variant)
```
    Creates a future security based on this contract specification.
    The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.FUTURE otherwise an exception will be thrown.
    
    Parameters:
    
    expiryMonth - the expiry month of the future
    
    variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
    
    Returns:
    
    a future security based on this contract specification
    
    Throws:
    
    IllegalStateException - if the product type of the contract specification is not FUTURE
  - createOption
```
public EtdOptionSecurity createOption(YearMonth expiryMonth,
                                      EtdVariant variant,
                                      int version,
                                      PutCall putCall,
                                      double strikePrice)
```
    Creates an option security based on this contract specification.
    The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.OPTION otherwise an exception will be thrown.
    
    Parameters:
    
    expiryMonth - the expiry month of the option
    
    variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
    
    version - the non-negative version, zero by default
    
    putCall - whether the option is a put or call
    
    strikePrice - the strike price of the option
    
    Returns:
    
    an option security based on this contract specification
    
    Throws:
    
    IllegalStateException - if the product type of the contract specification is not OPTION
  - createOption
```
public EtdOptionSecurity createOption(YearMonth expiryMonth,
                                      EtdVariant variant,
                                      int version,
                                      PutCall putCall,
                                      double strikePrice,
                                      YearMonth underlyingExpiryMonth)
```
    Creates an option security based on this contract specification.
    The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.OPTION otherwise an exception will be thrown.
    
    Parameters:
    
    expiryMonth - the expiry month of the option
    
    variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
    
    version - the non-negative version, zero by default
    
    putCall - whether the option is a put or call
    
    strikePrice - the strike price of the option
    
    underlyingExpiryMonth - the expiry of the underlying instrument, such as a future
    
    Returns:
    
    an option security based on this contract specification
    
    Throws:
    
    IllegalStateException - if the product type of the contract specification is not OPTION
  - meta
```
public static EtdContractSpec.Meta meta()
```
    The meta-bean for EtdContractSpec.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public EtdContractSpec.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getId
```
public EtdContractSpecId getId()
```
    Gets the ID of this contract specification.
    When building, this will be defaulted using EtdIdUtils.
    
    Returns:
    
    the value of the property, not null
  - getType
```
public EtdType getType()
```
    Gets the type of the contract - future or option.
    
    Returns:
    
    the value of the property, not null
  - getExchangeId
```
public ExchangeId getExchangeId()
```
    Gets the ID of the exchange where the instruments derived from the product are traded.
    
    Returns:
    
    the value of the property, not null
  - getContractCode
```
public EtdContractCode getContractCode()
```
    Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
    
    Returns:
    
    the value of the property, not null
  - getDescription
```
public String getDescription()
```
    Gets the human readable description of the product.
    
    Specified by:
    
    getDescription in interface Described
    
    Returns:
    
    the value of the property, not empty
  - getPriceInfo
```
public SecurityPriceInfo getPriceInfo()
```
    Gets the information about the security price. This includes details of the currency, tick size, tick value, contract size.
    
    Returns:
    
    the value of the property, not null
  - getAttributes
```
public ImmutableMap<AttributeType<?>,Object> getAttributes()
```
    Gets the attributes.
    Attributes provide the ability to associate arbitrary information with a security contract specification in a key-value map.
    
    Returns:
    
    the value of the property, 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 EtdContractSpec

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.joda.beans.Bean

Method Detail

builder

getAttributeTypes

findAttribute

withAttribute

withAttributes

createFuture

createOption

createOption

meta

metaBean

getId

getType

getExchangeId

getContractCode

getDescription

getPriceInfo

getAttributes

equals

hashCode

toString