com.opengamma.strata.product.bond

Class Bill

java.lang.Object

com.opengamma.strata.product.bond.Bill

All Implemented Interfaces:

Resolvable<ResolvedBill>, Product, SecuritizedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class Bill
extends Object
implements SecuritizedProduct, Resolvable<ResolvedBill>, org.joda.beans.ImmutableBean, Serializable

A bill.

A bill is a financial instrument that represents a unique fixed payment.

Price and yield

Strata uses decimal yields and prices for bills in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932 and a yield of 1.32% is represented by 0.0132.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static Bill.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency that the security is traded in.
DayCount	getDayCount() Gets the day count convention applicable.
LegalEntityId	getLegalEntityId() Gets the legal entity identifier.
AdjustablePayment	getNotional() Gets the adjustable notional payment of the bill notional, the amount must be positive.
SecurityId	getSecurityId() Gets the security identifier.
DaysAdjustment	getSettlementDateOffset() Gets the number of days between valuation date and settlement date.
BillYieldConvention	getYieldConvention() Gets yield convention.
int	hashCode()
static Bill.Meta	meta() The meta-bean for Bill.
Bill.Meta	metaBean()
double	priceFromYield(double yield, LocalDate settlementDate) Computes the price from the yield at a given settlement date.
ResolvedBill	resolve(ReferenceData refData)
Bill.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()
double	yieldFromPrice(double price, LocalDate settlementDate) Computes the yield from the price at a given settlement date.

Methods inherited from class java.lang.Object

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

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

allCurrencies

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

allPaymentCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getCurrency

public Currency getCurrency()

Description copied from interface: SecuritizedProduct

Gets the currency that the security is traded in.

Specified by:

getCurrency in interface SecuritizedProduct

Returns:

the trading currency

priceFromYield

public double priceFromYield(double yield,
                             LocalDate settlementDate)

Computes the price from the yield at a given settlement date.

Parameters:

yield - the yield

settlementDate - the settlement date

Returns:

the price

yieldFromPrice

public double yieldFromPrice(double price,
                             LocalDate settlementDate)

Computes the yield from the price at a given settlement date.

Parameters:

price - the price

settlementDate - the settlement date

Returns:

the yield

resolve

public ResolvedBill resolve(ReferenceData refData)

Specified by:

resolve in interface Resolvable<ResolvedBill>

meta

public static Bill.Meta meta()

The meta-bean for Bill.

Returns:

the meta-bean, not null

builder

public static Bill.Builder builder()

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

Returns:

the builder, not null

metaBean

public Bill.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSecurityId

public SecurityId getSecurityId()

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface SecuritizedProduct

Returns:

the value of the property, not null

getNotional

public AdjustablePayment getNotional()

Gets the adjustable notional payment of the bill notional, the amount must be positive.

Returns:

the value of the property, not null

getDayCount

public DayCount getDayCount()

Gets the day count convention applicable.

The conversion from dates to a numerical value is made based on this day count.

Returns:

the value of the property, not null

getYieldConvention

public BillYieldConvention getYieldConvention()

Gets yield convention.

The convention defines how to convert from yield to price and inversely.

Returns:

the value of the property, not null

getLegalEntityId

public LegalEntityId getLegalEntityId()

Gets the legal entity identifier.

This identifier is used for the legal entity that issues the bill.

Returns:

the value of the property, not null

getSettlementDateOffset

public DaysAdjustment getSettlementDateOffset()

Gets the number of days between valuation date and settlement date.

It is usually one business day for US and UK bills and two days for Euroland government bills.

Returns:

the value of the property, not null

toBuilder

public Bill.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