com.opengamma.strata.product.etd

Class EtdOptionPosition

java.lang.Object

com.opengamma.strata.product.etd.EtdOptionPosition

All Implemented Interfaces:

CalculationTarget, ResolvableCalculationTarget, EtdPosition, PortfolioItem, Position, ResolvableSecurityPosition, SecuritizedProductPortfolioItem<EtdOptionSecurity>, SecuritizedProductPosition<EtdOptionSecurity>, SecurityQuantity, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class EtdOptionPosition
extends Object
implements EtdPosition, SecuritizedProductPosition<EtdOptionSecurity>, ResolvableSecurityPosition, org.joda.beans.ImmutableBean, Serializable

A position in an ETD option, where the security is embedded ready for mark-to-market pricing.

This represents a position in a option, defined by long and short quantity. The option security is embedded directly, however the underlying product model is not available.

The net quantity of the position is stored using two fields - longQuantity and shortQuantity. These two fields must not be negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately. The net quantity is available via getQuantity().

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static EtdOptionPosition.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the position.
PositionInfo	getInfo() Gets the additional position information, defaulted to an empty instance.
double	getLongQuantity() Gets the long quantity of the security.
EtdOptionSecurity	getProduct() Gets the product of the security that was traded.
double	getQuantity() Gets the net quantity of the security.
EtdOptionSecurity	getSecurity() Gets the underlying security.
SecurityId	getSecurityId() Gets the security identifier.
double	getShortQuantity() Gets the short quantity of the security.
int	hashCode()
static EtdOptionPosition.Meta	meta() The meta-bean for EtdOptionPosition.
EtdOptionPosition.Meta	metaBean()
static EtdOptionPosition	ofLongShort(EtdOptionSecurity security, double longQuantity, double shortQuantity) Obtains an instance from the security, long quantity and short quantity.
static EtdOptionPosition	ofLongShort(PositionInfo positionInfo, EtdOptionSecurity security, double longQuantity, double shortQuantity) Obtains an instance from position information, security, long quantity and short quantity.
static EtdOptionPosition	ofNet(EtdOptionSecurity security, double netQuantity) Obtains an instance from the security and net quantity.
static EtdOptionPosition	ofNet(PositionInfo positionInfo, EtdOptionSecurity security, double netQuantity) Obtains an instance from position information, security and net quantity.
SecuritizedProductPosition<?>	resolveTarget(ReferenceData refData) Resolves the security identifier using the specified reference data.
PortfolioItemSummary	summarize() Summarizes the portfolio item.
EtdOptionPosition.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()
EtdOptionPosition	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.
EtdOptionPosition	withQuantities(double longQuantity, double shortQuantity) Returns an instance with the specified quantities.
EtdOptionPosition	withQuantity(double quantity) Returns an instance with the specified net quantity.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.etd.EtdPosition

getType

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

getId

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

ofNet

public static EtdOptionPosition ofNet(EtdOptionSecurity security,
                                      double netQuantity)

Obtains an instance from the security and net quantity.

The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.

Parameters:

security - the underlying security

netQuantity - the net quantity of the underlying security

Returns:

the position

ofNet

public static EtdOptionPosition ofNet(PositionInfo positionInfo,
                                      EtdOptionSecurity security,
                                      double netQuantity)

Obtains an instance from position information, security and net quantity.

The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.

Parameters:

positionInfo - the position information

security - the underlying security

netQuantity - the net quantity of the underlying security

Returns:

the position

ofLongShort

public static EtdOptionPosition ofLongShort(EtdOptionSecurity security,
                                            double longQuantity,
                                            double shortQuantity)

Obtains an instance from the security, long quantity and short quantity.

The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.

Parameters:

security - the underlying security

longQuantity - the long quantity of the underlying security

shortQuantity - the short quantity of the underlying security

Returns:

the position

ofLongShort

public static EtdOptionPosition ofLongShort(PositionInfo positionInfo,
                                            EtdOptionSecurity security,
                                            double longQuantity,
                                            double shortQuantity)

Obtains an instance from position information, security, long quantity and short quantity.

The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.

Parameters:

positionInfo - the position information

security - the underlying security

longQuantity - the long quantity of the underlying security

shortQuantity - the short quantity of the underlying security

Returns:

the position

getProduct

public EtdOptionSecurity getProduct()

Description copied from interface: SecuritizedProductPortfolioItem

Gets the product of the security that was traded.

Specified by:

getProduct in interface SecuritizedProductPortfolioItem<EtdOptionSecurity>

Returns:

the product

withInfo

public EtdOptionPosition withInfo(PortfolioItemInfo info)

Description copied from interface: EtdPosition

Returns an instance with the specified info.

Specified by:

withInfo in interface EtdPosition

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface Position

Specified by:

withInfo in interface ResolvableSecurityPosition

Specified by:

withInfo in interface SecuritizedProductPosition<EtdOptionSecurity>

Parameters:

info - the new info

Returns:

the instance with the specified info

withQuantity

public EtdOptionPosition withQuantity(double quantity)

Description copied from interface: EtdPosition

Returns an instance with the specified net quantity.

Specified by:

withQuantity in interface EtdPosition

Specified by:

withQuantity in interface Position

Specified by:

withQuantity in interface ResolvableSecurityPosition

Specified by:

withQuantity in interface SecuritizedProductPortfolioItem<EtdOptionSecurity>

Specified by:

withQuantity in interface SecuritizedProductPosition<EtdOptionSecurity>

Parameters:

quantity - the new net quantity

Returns:

the instance with the specified net quantity

withQuantities

public EtdOptionPosition withQuantities(double longQuantity,
                                        double shortQuantity)

Description copied from interface: EtdPosition

Returns an instance with the specified quantities.

Specified by:

withQuantities in interface EtdPosition

Parameters:

longQuantity - the new long quantity

shortQuantity - the new short quantity

Returns:

the instance with the specified quantities

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 Position

Returns:

the summary of the item

getQuantity

public double getQuantity()

Gets the net quantity of the security.

This returns the net quantity of the underlying security. The result is positive if the net position is long and negative if the net position is short.

This is calculated by subtracting the short quantity from the long quantity.

Specified by:

getQuantity in interface EtdPosition

Specified by:

getQuantity in interface Position

Specified by:

getQuantity in interface SecurityQuantity

Returns:

the net quantity of the underlying security

getCurrency

public Currency getCurrency()

Description copied from interface: EtdPosition

Gets the currency of the position.

This is the currency of the security.

Specified by:

getCurrency in interface EtdPosition

Specified by:

getCurrency in interface SecuritizedProductPortfolioItem<EtdOptionSecurity>

Returns:

the trading currency

getSecurityId

public SecurityId getSecurityId()

Description copied from interface: EtdPosition

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface EtdPosition

Specified by:

getSecurityId in interface Position

Specified by:

getSecurityId in interface SecuritizedProductPortfolioItem<EtdOptionSecurity>

Specified by:

getSecurityId in interface SecuritizedProductPosition<EtdOptionSecurity>

Specified by:

getSecurityId in interface SecurityQuantity

Returns:

the security identifier

resolveTarget

public SecuritizedProductPosition<?> resolveTarget(ReferenceData refData)

Description copied from interface: ResolvableSecurityPosition

Resolves the security identifier using the specified reference data.

This takes the security identifier of this position, looks it up in reference data, and returns the equivalent position with full security information. If the security has underlying securities, they will also have been resolved in the result.

The resulting position is bound to data from reference data. If the data changes, the resulting position form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

Specified by:

resolveTarget in interface ResolvableCalculationTarget

Specified by:

resolveTarget in interface ResolvableSecurityPosition

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved position

meta

public static EtdOptionPosition.Meta meta()

The meta-bean for EtdOptionPosition.

Returns:

the meta-bean, not null

builder

public static EtdOptionPosition.Builder builder()

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

Returns:

the builder, not null

metaBean

public EtdOptionPosition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public PositionInfo getInfo()

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

This allows additional information to be attached to the position.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Position

Returns:

the value of the property, not null

getSecurity

public EtdOptionSecurity getSecurity()

Gets the underlying security.

Specified by:

getSecurity in interface EtdPosition

Returns:

the value of the property, not null

getLongQuantity

public double getLongQuantity()

Gets the long quantity of the security.

This is the quantity of the underlying security that is held. The quantity cannot be negative, as that would imply short selling.

Specified by:

getLongQuantity in interface EtdPosition

Returns:

the value of the property

getShortQuantity

public double getShortQuantity()

Gets the short quantity of the security.

This is the quantity of the underlying security that has been short sold. The quantity cannot be negative, as that would imply the position is long.

Specified by:

getShortQuantity in interface EtdPosition

Returns:

the value of the property

toBuilder

public EtdOptionPosition.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