com.opengamma.strata.product

Class SecurityPosition

java.lang.Object

com.opengamma.strata.product.SecurityPosition

All Implemented Interfaces:

CalculationTarget, ResolvableCalculationTarget, PortfolioItem, Position, ResolvableSecurityPosition, SecurityQuantity, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

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

A position in a security, where the security is referenced by identifier.

This represents a position in a security, defined by long and short quantity. The security is referenced using SecurityId. The identifier may be looked up in ReferenceData.

The net quantity of the position is stored using two fields - longQuantity and shortQuantity. These two fields must not be negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately. The net quantity is available via getQuantity().

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static SecurityPosition.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
PositionInfo	getInfo() Gets the additional position information, defaulted to an empty instance.
double	getLongQuantity() Gets the long quantity of the security.
double	getQuantity() Gets the net quantity of the security.
SecurityId	getSecurityId() Gets the identifier of the underlying security.
double	getShortQuantity() Gets the quantity that was traded.
int	hashCode()
static SecurityPosition.Meta	meta() The meta-bean for SecurityPosition.
SecurityPosition.Meta	metaBean()
static SecurityPosition	ofLongShort(PositionInfo positionInfo, SecurityId securityId, double longQuantity, double shortQuantity) Obtains an instance from position information, security identifier, long quantity and short quantity.
static SecurityPosition	ofLongShort(SecurityId securityId, double longQuantity, double shortQuantity) Obtains an instance from the security identifier, long quantity and short quantity.
static SecurityPosition	ofNet(PositionInfo positionInfo, SecurityId securityId, double netQuantity) Obtains an instance from position information, security identifier and net quantity.
static SecurityPosition	ofNet(SecurityId securityId, double netQuantity) Obtains an instance from the security identifier and net quantity.
SecuritizedProductPosition<?>	resolveTarget(ReferenceData refData) Resolves the security identifier using the specified reference data.
SecurityPosition.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()
SecurityPosition	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.
SecurityPosition	withQuantity(double quantity) Returns an instance with the specified quantity.

Methods inherited from class java.lang.Object

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

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

summarize

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

getId

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

ofNet

public static SecurityPosition ofNet(SecurityId securityId,
                                     double netQuantity)

Obtains an instance from the security identifier and net quantity.

The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.

Parameters:

securityId - the identifier of the underlying security

netQuantity - the net quantity of the underlying security

Returns:

the position

ofNet

public static SecurityPosition ofNet(PositionInfo positionInfo,
                                     SecurityId securityId,
                                     double netQuantity)

Obtains an instance from position information, security identifier and net quantity.

The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.

Parameters:

positionInfo - the position information

securityId - the identifier of the underlying security

netQuantity - the net quantity of the underlying security

Returns:

the position

ofLongShort

public static SecurityPosition ofLongShort(SecurityId securityId,
                                           double longQuantity,
                                           double shortQuantity)

Obtains an instance from the security identifier, long quantity and short quantity.

The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.

Parameters:

securityId - the identifier of the underlying security

longQuantity - the long quantity of the underlying security

shortQuantity - the short quantity of the underlying security

Returns:

the position

ofLongShort

public static SecurityPosition ofLongShort(PositionInfo positionInfo,
                                           SecurityId securityId,
                                           double longQuantity,
                                           double shortQuantity)

Obtains an instance from position information, security identifier, long quantity and short quantity.

The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.

Parameters:

positionInfo - the position information

securityId - the identifier of the underlying security

longQuantity - the long quantity of the underlying security

shortQuantity - the short quantity of the underlying security

Returns:

the position

getQuantity

public double getQuantity()

Gets the net quantity of the security.

This returns the net quantity of the underlying security. The result is positive if the net position is long and negative if the net position is short.

This is calculated by subtracting the short quantity from the long quantity.

Specified by:

getQuantity in interface Position

Specified by:

getQuantity in interface SecurityQuantity

Returns:

the net quantity of the underlying security

withInfo

public SecurityPosition withInfo(PortfolioItemInfo info)

Description copied from interface: ResolvableSecurityPosition

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface Position

Specified by:

withInfo in interface ResolvableSecurityPosition

Parameters:

info - the new info

Returns:

the instance with the specified info

withQuantity

public SecurityPosition withQuantity(double quantity)

Description copied from interface: ResolvableSecurityPosition

Returns an instance with the specified quantity.

Specified by:

withQuantity in interface Position

Specified by:

withQuantity in interface ResolvableSecurityPosition

Parameters:

quantity - the new quantity

Returns:

the instance with the specified quantity

resolveTarget

public SecuritizedProductPosition<?> resolveTarget(ReferenceData refData)

Description copied from interface: ResolvableSecurityPosition

Resolves the security identifier using the specified reference data.

This takes the security identifier of this position, looks it up in reference data, and returns the equivalent position with full security information. If the security has underlying securities, they will also have been resolved in the result.

The resulting position is bound to data from reference data. If the data changes, the resulting position form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

Specified by:

resolveTarget in interface ResolvableCalculationTarget

Specified by:

resolveTarget in interface ResolvableSecurityPosition

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved position

meta

public static SecurityPosition.Meta meta()

The meta-bean for SecurityPosition.

Returns:

the meta-bean, not null

builder

public static SecurityPosition.Builder builder()

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

Returns:

the builder, not null

metaBean

public SecurityPosition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public PositionInfo getInfo()

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

This allows additional information to be attached to the position.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Position

Returns:

the value of the property, not null

getSecurityId

public SecurityId getSecurityId()

Gets the identifier of the underlying security.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface Position

Specified by:

getSecurityId in interface SecurityQuantity

Returns:

the value of the property, not null

getLongQuantity

public double getLongQuantity()

Gets the long quantity of the security.

This is the quantity of the underlying security that is held. The quantity cannot be negative, as that would imply short selling.

Returns:

the value of the property

getShortQuantity

public double getShortQuantity()

Gets the quantity that was traded.

This is the quantity of the underlying security that has been short sold. The quantity cannot be negative, as that would imply the position is long.

Returns:

the value of the property

toBuilder

public SecurityPosition.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