com.opengamma.strata.product.bond

Class ResolvedBill

java.lang.Object

com.opengamma.strata.product.bond.ResolvedBill

All Implemented Interfaces:

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

public final class ResolvedBill
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable

A bill, resolved for pricing.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static ResolvedBill.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Returns the currency of the bill.
DayCount	getDayCount() Gets the day count convention applicable.
LegalEntityId	getLegalEntityId() Gets the legal entity identifier.
Payment	getNotional() Gets the 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 ResolvedBill.Meta	meta() The meta-bean for ResolvedBill.
ResolvedBill.Meta	metaBean()
double	priceFromYield(double yield, LocalDate settlementDate) Computes the price from the yield at a given settlement date.
ValueDerivatives	priceFromYieldAd(double yield, LocalDate settlementDate) Computes the price from the yield and its derivative wrt the yield at a given settlement date.
ResolvedBill.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.
ValueDerivatives	yieldFromPriceAd(double price, LocalDate settlementDate) Computes the yield from the price and its derivative wrt 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 org.joda.beans.Bean

property, propertyNames

Method Detail

getCurrency

public Currency getCurrency()

Returns the currency of the bill.

Returns:

the 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

priceFromYieldAd

public ValueDerivatives priceFromYieldAd(double yield,
                                         LocalDate settlementDate)

Computes the price from the yield and its derivative wrt the yield at a given settlement date.

Parameters:

yield - the yield

settlementDate - the settlement date

Returns:

the price and derivative

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

yieldFromPriceAd

public ValueDerivatives yieldFromPriceAd(double price,
                                         LocalDate settlementDate)

Computes the yield from the price and its derivative wrt the price at a given settlement date.

Parameters:

price - the price

settlementDate - the settlement date

Returns:

the yield and derivative

meta

public static ResolvedBill.Meta meta()

The meta-bean for ResolvedBill.

Returns:

the meta-bean, not null

builder

public static ResolvedBill.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedBill.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.

Returns:

the value of the property, not null

getNotional

public Payment getNotional()

Gets the 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 ResolvedBill.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