public final class DsfPosition extends Object implements SecuritizedProductPosition<Dsf>, Resolvable<ResolvedDsfTrade>, org.joda.beans.ImmutableBean, Serializable
A position in an underlying Dsf.
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().
| Modifier and Type | Class and Description |
|---|---|
static class |
DsfPosition.Builder
The bean-builder for
DsfPosition. |
static class |
DsfPosition.Meta
The meta-bean for
DsfPosition. |
| Modifier and Type | Method and Description |
|---|---|
static DsfPosition.Builder |
builder()
Returns a builder used to create an instance of the bean.
|
boolean |
equals(Object obj) |
Currency |
getCurrency()
Gets the currency of the position.
|
PositionInfo |
getInfo()
Gets the additional position information, defaulted to an empty instance.
|
double |
getLongQuantity()
Gets the long quantity of the security.
|
Dsf |
getProduct()
Gets the DSF that was traded.
|
double |
getQuantity()
Gets the net quantity of the security.
|
SecurityId |
getSecurityId()
Gets the identifier of the underlying security.
|
double |
getShortQuantity()
Gets the short quantity of the security.
|
int |
hashCode() |
static DsfPosition.Meta |
meta()
The meta-bean for
DsfPosition. |
DsfPosition.Meta |
metaBean() |
static DsfPosition |
ofLongShort(PositionInfo positionInfo,
Dsf product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static DsfPosition |
ofNet(PositionInfo positionInfo,
Dsf product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
ResolvedDsfTrade |
resolve(ReferenceData refData) |
PortfolioItemSummary |
summarize()
Summarizes the portfolio item.
|
DsfPosition.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
DsfPosition |
withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
DsfPosition |
withQuantity(double quantity)
Returns an instance with the specified quantity.
|
clone, finalize, getClass, notify, notifyAll, wait, wait, waitgetIdpublic static DsfPosition ofNet(PositionInfo positionInfo, Dsf product, double netQuantity)
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.
positionInfo - the position informationproduct - the underlying productnetQuantity - the net quantity of the underlying securitypublic static DsfPosition ofLongShort(PositionInfo positionInfo, Dsf product, double longQuantity, double shortQuantity)
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.
positionInfo - the position informationproduct - the underlying productlongQuantity - the long quantity of the underlying securityshortQuantity - the short quantity of the underlying securitypublic SecurityId getSecurityId()
PositionThis identifier uniquely identifies the security within the system.
getSecurityId in interface PositiongetSecurityId in interface SecuritizedProductPortfolioItem<Dsf>getSecurityId in interface SecuritizedProductPosition<Dsf>getSecurityId in interface SecurityQuantitypublic Currency getCurrency()
SecuritizedProductPortfolioItemThis is typically the same as the currency of the product.
getCurrency in interface SecuritizedProductPortfolioItem<Dsf>public double getQuantity()
PositionThis 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.
getQuantity in interface PositiongetQuantity in interface SecurityQuantitypublic DsfPosition withInfo(PortfolioItemInfo info)
SecuritizedProductPositionwithInfo in interface PortfolioItemwithInfo in interface PositionwithInfo in interface SecuritizedProductPosition<Dsf>info - the new infopublic DsfPosition withQuantity(double quantity)
SecuritizedProductPositionwithQuantity in interface PositionwithQuantity in interface SecuritizedProductPortfolioItem<Dsf>withQuantity in interface SecuritizedProductPosition<Dsf>quantity - the new quantitypublic PortfolioItemSummary summarize()
PortfolioItemThis provides a summary, including a human readable description.
summarize in interface PortfolioItemsummarize in interface Positionpublic ResolvedDsfTrade resolve(ReferenceData refData)
resolve in interface Resolvable<ResolvedDsfTrade>public static DsfPosition.Meta meta()
DsfPosition.public static DsfPosition.Builder builder()
public DsfPosition.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic PositionInfo getInfo()
This allows additional information to be attached to the position.
getInfo in interface PortfolioItemgetInfo in interface Positionpublic Dsf getProduct()
The product captures the contracted financial details.
getProduct in interface SecuritizedProductPortfolioItem<Dsf>public double getLongQuantity()
This is the quantity of the underlying security that is held. The quantity cannot be negative, as that would imply short selling.
public double getShortQuantity()
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.
public DsfPosition.Builder toBuilder()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.