com.opengamma.strata.product.etd

Class EtdVariant

java.lang.Object

com.opengamma.strata.product.etd.EtdVariant

All Implemented Interfaces:

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

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

The variant of an exchange traded derivative (ETD).

Most ETDs are monthly, where there is one expiry date per month, but a few are issued weekly or daily.

A special category of ETD are flex futures and options. These have additional contract flexibility, with a settlement type and option type.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static EtdVariant	MONTHLY The standard Monthly type.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
String	getCode() Gets the short code that describes the variant.
OptionalInt	getDateCode() Gets the optional date code, populated for Weekly and Daily.
Optional<EtdOptionType>	getOptionType() Gets the optional option type, such as 'American' or 'European', populated for Flex Options.
Optional<EtdSettlementType>	getSettlementType() Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.
EtdExpiryType	getType() Gets the type of ETD - Monthly, Weekly or Daily.
int	hashCode()
boolean	isFlex() Checks if the variant is a Flex Future or Flex Option.
static org.joda.beans.MetaBean	meta() The meta-bean for EtdVariant.
org.joda.beans.MetaBean	metaBean()
static EtdVariant	ofDaily(int dayOfMonth) The standard daily ETD.
static EtdVariant	ofFlexFuture(int dayOfMonth, EtdSettlementType settlementType) The flex future.
static EtdVariant	ofFlexOption(int dayOfMonth, EtdSettlementType settlementType, EtdOptionType optionType) The flex option.
static EtdVariant	ofMonthly() The standard monthly ETD.
static EtdVariant	ofWeekly(int week) The standard weekly ETD.
static EtdVariant	parse(String code) Parses the variant short code.
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

Field Detail

MONTHLY

public static final EtdVariant MONTHLY

The standard Monthly type.

Method Detail

ofMonthly

public static EtdVariant ofMonthly()

The standard monthly ETD.

Returns:

the variant

ofWeekly

public static EtdVariant ofWeekly(int week)

The standard weekly ETD.

Parameters:

week - the week number

Returns:

the variant

ofDaily

public static EtdVariant ofDaily(int dayOfMonth)

The standard daily ETD.

Parameters:

dayOfMonth - the day-of-month

Returns:

the variant

ofFlexFuture

public static EtdVariant ofFlexFuture(int dayOfMonth,
                                      EtdSettlementType settlementType)

The flex future.

Parameters:

dayOfMonth - the day-of-month

settlementType - the settlement type

Returns:

the variant

ofFlexOption

public static EtdVariant ofFlexOption(int dayOfMonth,
                                      EtdSettlementType settlementType,
                                      EtdOptionType optionType)

The flex option.

Parameters:

dayOfMonth - the day-of-month

settlementType - the settlement type

optionType - the option type

Returns:

the variant

parse

public static EtdVariant parse(String code)

Parses the variant short code.

This expects an empty string for Monthly, the week number prefixed by 'W' for Weekly, the day number for daily, with a suffix of the settlement type and option type codes.

Parameters:

code - the variant code

Returns:

the variant

isFlex

public boolean isFlex()

Checks if the variant is a Flex Future or Flex Option.

Returns:

true if this is a Flex Future or Flex Option

getCode

public String getCode()

Gets the short code that describes the variant.

This is an empty string for Monthly, the week number prefixed by 'W' for Weekly, the day number for daily, with a suffix of the settlement type and option type codes.

Returns:

the short code

meta

public static org.joda.beans.MetaBean meta()

The meta-bean for EtdVariant.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.MetaBean metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getType

public EtdExpiryType getType()

Gets the type of ETD - Monthly, Weekly or Daily.

Flex Futures and Options are always Daily.

Returns:

the value of the property, not null

getDateCode

public OptionalInt getDateCode()

Gets the optional date code, populated for Weekly and Daily.

This will be the week number for Weekly and the day-of-month for Daily.

Returns:

the optional value of the property, not null

getSettlementType

public Optional<EtdSettlementType> getSettlementType()

Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.

Returns:

the optional value of the property, not null

getOptionType

public Optional<EtdOptionType> getOptionType()

Gets the optional option type, such as 'American' or 'European', populated for Flex Options.

Returns:

the optional 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