com.opengamma.strata.product.index.type

Class OvernightFutureTemplate

java.lang.Object

com.opengamma.strata.product.index.type.OvernightFutureTemplate

All Implemented Interfaces:

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

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

A template for creating an Overnight Future trade.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
LocalDate	calculateLastFixingDateFromTradeDate(LocalDate tradeDate, ReferenceData refData) Calculates the last fixing date of the trade.
LocalDate	calculateReferenceDateFromTradeDate(LocalDate tradeDate, ReferenceData refData) Calculates the reference date of the trade.
OvernightFutureTrade	createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData) Creates a trade based on this template.
boolean	equals(Object obj)
OvernightFutureContractSpec	getContractSpec() Gets the underlying contract specification.
OvernightIndex	getIndex() Gets the underlying index.
SequenceDate	getSequenceDate() Gets the instructions that define which future is desired.
int	hashCode()
static org.joda.beans.TypedMetaBean<OvernightFutureTemplate>	meta() The meta-bean for OvernightFutureTemplate.
org.joda.beans.TypedMetaBean<OvernightFutureTemplate>	metaBean()
static OvernightFutureTemplate	of(SequenceDate sequenceDate, OvernightFutureContractSpec contractSpec) Obtains a template based on the specified contract specification and sequence date.
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

Method Detail

of

public static OvernightFutureTemplate of(SequenceDate sequenceDate,
                                         OvernightFutureContractSpec contractSpec)

Obtains a template based on the specified contract specification and sequence date.

The specific future is defined by two date-related inputs - the sequence date and the date sequence embedded in the contract specification.

Parameters:

sequenceDate - the instructions that define which future is desired

contractSpec - the contract specification

Returns:

the template

getIndex

public OvernightIndex getIndex()

Gets the underlying index.

Returns:

the index

createTrade

public OvernightFutureTrade createTrade(LocalDate tradeDate,
                                        SecurityId securityId,
                                        double quantity,
                                        double price,
                                        ReferenceData refData)

Creates a trade based on this template.

This returns a trade based on the specified date.

Parameters:

tradeDate - the date of the trade

securityId - the identifier of the security

quantity - the number of contracts traded, positive if buying, negative if selling

price - the trade price

refData - the reference data, used to resolve the trade dates

Returns:

the trade

Throws:

ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data

calculateReferenceDateFromTradeDate

public LocalDate calculateReferenceDateFromTradeDate(LocalDate tradeDate,
                                                     ReferenceData refData)

Calculates the reference date of the trade.

Parameters:

tradeDate - the date of the trade

refData - the reference data, used to resolve the date

Returns:

the future reference date

calculateLastFixingDateFromTradeDate

public LocalDate calculateLastFixingDateFromTradeDate(LocalDate tradeDate,
                                                      ReferenceData refData)

Calculates the last fixing date of the trade.

Parameters:

tradeDate - the date of the trade

refData - the reference data, used to resolve the date

Returns:

the future reference date

meta

public static org.joda.beans.TypedMetaBean<OvernightFutureTemplate> meta()

The meta-bean for OvernightFutureTemplate.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<OvernightFutureTemplate> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSequenceDate

public SequenceDate getSequenceDate()

Gets the instructions that define which future is desired.

Returns:

the value of the property, not null

getContractSpec

public OvernightFutureContractSpec getContractSpec()

Gets the underlying contract specification.

This specifies the contract of the Overnight Futures to be created.

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