com.opengamma.strata.product

Interface Security

All Known Subinterfaces:

EtdSecurity, LegalEntitySecurity, RateIndexSecurity

All Known Implementing Classes:

BillSecurity, BondFutureOptionSecurity, BondFutureSecurity, CapitalIndexedBondSecurity, DsfSecurity, EtdFutureSecurity, EtdOptionSecurity, FixedCouponBondSecurity, GenericSecurity, IborFutureOptionSecurity, IborFutureSecurity, OvernightFutureOptionSecurity, OvernightFutureSecurity

public interface Security

A security that can be traded.

A security is one of the building blocks of finance, representing a fungible instrument that can be traded. This is intended to cover instruments such as listed equities, bonds and exchange traded derivatives (ETD). Within Strata, a financial instrument is a security if it is a standardized exchange-based contract that can be referenced by a SecurityId. The security can be looked up in ReferenceData using the identifier.

It is intended that Over-The-Counter (OTC) instruments, such as an interest rate swap, are embedded directly within the trade, rather than handled as one-off securities.

Implementations of this interface must be immutable beans.

Method Summary

Modifier and Type	Method and Description
Position	createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData) Creates a position based on this security from a long and short quantity.
Position	createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) Creates a position based on this security from a net quantity.
SecuritizedProduct	createProduct(ReferenceData refData) Creates the product associated with this security.
SecurityQuantityTrade	createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData) Creates a trade based on this security.
default Currency	getCurrency() Gets the currency that the security is traded in.
SecurityInfo	getInfo() Gets the standard security information.
default SecurityId	getSecurityId() Gets the security identifier.
ImmutableSet<SecurityId>	getUnderlyingIds() Gets the set of underlying security identifiers.
Security	withInfo(SecurityInfo info) Returns an instance with the specified info.

Method Detail

getInfo

SecurityInfo getInfo()

Gets the standard security information.

All securities contain this standard set of information. It includes the identifier, information about the price and an extensible data map.

Returns:

the security information

getSecurityId

default SecurityId getSecurityId()

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Returns:

the security identifier

getCurrency

default Currency getCurrency()

Gets the currency that the security is traded in.

Returns:

the trading currency

getUnderlyingIds

ImmutableSet<SecurityId> getUnderlyingIds()

Gets the set of underlying security identifiers.

The set must contain all the security identifiers that this security directly refers to. For example, a bond future will return the identifiers of the underlying basket of bonds, but a bond future option will only return the identifier of the underlying future, not the basket.

Returns:

the underlying security identifiers

withInfo

Security withInfo(SecurityInfo info)

Returns an instance with the specified info.

Parameters:

info - the new info

Returns:

the instance with the specified info

createProduct

SecuritizedProduct createProduct(ReferenceData refData)

Creates the product associated with this security.

The product of a security is distinct from the security. The product includes the financial details from this security, but excludes the additional information. The product also includes the products of any underlying securities.

Parameters:

refData - the reference data used to find underlying securities

Returns:

the product

Throws:

UnsupportedOperationException - if the security does not contain information about the product model

createTrade

SecurityQuantityTrade createTrade(TradeInfo tradeInfo,
                                  double quantity,
                                  double tradePrice,
                                  ReferenceData refData)

Creates a trade based on this security.

This creates a trade of a suitable type for this security.

Parameters:

tradeInfo - the trade information

quantity - the number of contracts in the trade

tradePrice - the price agreed when the trade occurred

refData - the reference data used to find underlying securities

Returns:

the trade

createPosition

Position createPosition(PositionInfo positionInfo,
                        double quantity,
                        ReferenceData refData)

Creates a position based on this security from a net quantity.

This creates a position of a suitable type for this security.

Parameters:

positionInfo - the position information

quantity - the number of contracts in the position

refData - the reference data used to find underlying securities

Returns:

the position

createPosition

Position createPosition(PositionInfo positionInfo,
                        double longQuantity,
                        double shortQuantity,
                        ReferenceData refData)

Creates a position based on this security from a long and short quantity.

This creates a position of a suitable type for this security.

The long quantity and short quantity must be zero or positive, not negative.

Parameters:

positionInfo - the position information

longQuantity - the long quantity in the position

shortQuantity - the short quantity in the position

refData - the reference data used to find underlying securities

Returns:

the position