com.opengamma.strata.product.fx

Class FxNdf

java.lang.Object

com.opengamma.strata.product.fx.FxNdf

All Implemented Interfaces:

Resolvable<ResolvedFxNdf>, FxProduct, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxNdf
extends Object
implements FxProduct, Resolvable<ResolvedFxNdf>, org.joda.beans.ImmutableBean, Serializable

A Non-Deliverable Forward (NDF).

An NDF is a financial instrument that returns the difference between a fixed FX rate agreed at the inception of the trade and the FX rate at maturity. It is primarily used to handle FX requirements for currencies that have settlement restrictions. For example, the forward may be between USD and CNY (Chinese Yuan).

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
ImmutableSet<Currency>	allPaymentCurrencies() Returns the set of currencies that the product pays in.
static FxNdf.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
FxRate	getAgreedFxRate() Gets the FX rate agreed for the value date at the inception of the trade.
CurrencyPair	getCurrencyPair() Gets the currency pair that the FX trade is based on, in conventional order.
FxIndex	getIndex() Gets the index defining the FX rate to observe on the fixing date.
Currency	getNonDeliverableCurrency() Gets the non-deliverable currency.
LocalDate	getPaymentDate() Gets the date that the forward settles.
Currency	getSettlementCurrency() Gets the settlement currency.
CurrencyAmount	getSettlementCurrencyNotional() Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
int	hashCode()
static FxNdf.Meta	meta() The meta-bean for FxNdf.
FxNdf.Meta	metaBean()
ResolvedFxNdf	resolve(ReferenceData refData)
FxNdf.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 com.opengamma.strata.product.fx.FxProduct

allCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getCurrencyPair

public CurrencyPair getCurrencyPair()

Description copied from interface: FxProduct

Gets the currency pair that the FX trade is based on, in conventional order.

This represents the main currency pair of the FX. If the trade settles in a third currency, that is not recorded here.

Specified by:

getCurrencyPair in interface FxProduct

Returns:

the currency pair

allPaymentCurrencies

public ImmutableSet<Currency> allPaymentCurrencies()

Description copied from interface: Product

Returns the set of currencies that the product pays in.

This returns the complete set of payment currencies. This will typically return one or two currencies.

Specified by:

allPaymentCurrencies in interface Product

Returns:

the set of payment currencies

getSettlementCurrency

public Currency getSettlementCurrency()

Gets the settlement currency.

Returns:

the currency that is to be settled

getNonDeliverableCurrency

public Currency getNonDeliverableCurrency()

Gets the non-deliverable currency.

Returns the currency that is not the settlement currency.

Returns:

the currency that is not to be settled

resolve

public ResolvedFxNdf resolve(ReferenceData refData)

Specified by:

resolve in interface Resolvable<ResolvedFxNdf>

meta

public static FxNdf.Meta meta()

The meta-bean for FxNdf.

Returns:

the meta-bean, not null

builder

public static FxNdf.Builder builder()

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

Returns:

the builder, not null

metaBean

public FxNdf.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSettlementCurrencyNotional

public CurrencyAmount getSettlementCurrencyNotional()

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

The amount is signed. A positive amount indicates the payment is to be received. A negative amount indicates the payment is to be paid.

This must be specified in one of the two currencies of the forward.

Returns:

the value of the property, not null

getAgreedFxRate

public FxRate getAgreedFxRate()

Gets the FX rate agreed for the value date at the inception of the trade.

The settlement amount is based on the difference between this rate and the rate observed on the fixing date using the index.

The forward is between the two currencies defined by the rate.

Returns:

the value of the property, not null

getIndex

public FxIndex getIndex()

Gets the index defining the FX rate to observe on the fixing date.

The index is used to settle the trade by providing the actual FX rate on the fixing date. The value of the trade is based on the difference between the actual rate and the agreed rate.

The forward is between the two currencies defined by the index.

Returns:

the value of the property, not null

getPaymentDate

public LocalDate getPaymentDate()

Gets the date that the forward settles.

On this date, the settlement amount will be exchanged. This date should be a valid business day.

Returns:

the value of the property, not null

toBuilder

public FxNdf.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