com.opengamma.strata.product.fxopt

Class FxVanillaOptionTrade

java.lang.Object

com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedFxVanillaOptionTrade>, FxOptionTrade, FxTrade, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedFxVanillaOptionTrade>, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxVanillaOptionTrade
extends Object
implements FxOptionTrade, ResolvableTrade<ResolvedFxVanillaOptionTrade>, org.joda.beans.ImmutableBean, Serializable

A trade in a vanilla FX option.

An Over-The-Counter (OTC) trade in an FxVanillaOption.

An FX option is a financial instrument that provides an option based on the future value of a foreign exchange. The option is European, exercised only on the exercise date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static FxVanillaOptionTrade.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
TradeInfo	getInfo() Gets the additional trade information, defaulted to an empty instance.
AdjustablePayment	getPremium() Gets the premium of the FX option.
FxVanillaOption	getProduct() Gets the FX option product that was agreed when the trade occurred.
int	hashCode()
static FxVanillaOptionTrade.Meta	meta() The meta-bean for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta	metaBean()
ResolvedFxVanillaOptionTrade	resolve(ReferenceData refData) Resolves this trade using the specified reference data.
PortfolioItemSummary	summarize() Summarizes the portfolio item.
FxVanillaOptionTrade.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()
FxVanillaOptionTrade	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.

Methods inherited from class java.lang.Object

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

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

getId

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

withInfo

public FxVanillaOptionTrade withInfo(PortfolioItemInfo info)

Description copied from interface: ProductTrade

Returns an instance with the specified info.

Specified by:

withInfo in interface FxTrade

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface ProductTrade

Specified by:

withInfo in interface ResolvableTrade<ResolvedFxVanillaOptionTrade>

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

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 Trade

Returns:

the summary of the item

resolve

public ResolvedFxVanillaOptionTrade resolve(ReferenceData refData)

Description copied from interface: ResolvableTrade

Resolves this trade using the specified reference data.

This converts this trade to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resulting ResolvedTrade is optimized for pricing.

Resolved objects may be 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.

Specified by:

resolve in interface Resolvable<ResolvedFxVanillaOptionTrade>

Specified by:

resolve in interface ResolvableTrade<ResolvedFxVanillaOptionTrade>

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved trade

meta

public static FxVanillaOptionTrade.Meta meta()

The meta-bean for FxVanillaOptionTrade.

Returns:

the meta-bean, not null

builder

public static FxVanillaOptionTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public FxVanillaOptionTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public TradeInfo getInfo()

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

This allows additional information to be attached to the trade.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the value of the property, not null

getProduct

public FxVanillaOption getProduct()

Gets the FX option product that was agreed when the trade occurred.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface FxOptionTrade

Specified by:

getProduct in interface FxTrade

Specified by:

getProduct in interface ProductTrade

Returns:

the value of the property, not null

getPremium

public AdjustablePayment getPremium()

Gets the premium of the FX option.

The premium sign should be compatible with the product Long/Short flag. This means that the premium is negative for long and positive for short.

Returns:

the value of the property, not null

toBuilder

public FxVanillaOptionTrade.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