com.opengamma.strata.product.etd

Interface EtdSecurity

All Superinterfaces:

Product, SecuritizedProduct, Security

All Known Implementing Classes:

EtdFutureSecurity, EtdOptionSecurity

public interface EtdSecurity
extends Security, SecuritizedProduct

An instrument representing an exchange traded derivative (ETD).

Method Summary

Modifier and Type	Method and Description
EtdContractSpecId	getContractSpecId() Gets the ID of the contract specification from which this security is derived.
default Currency	getCurrency() Gets the currency that the security is traded in.
YearMonth	getExpiry() Gets the year-month of the expiry.
default SecurityId	getSecurityId() Gets the security identifier.
EtdType	getType() Gets the type of the contract - future or option.
default ImmutableSet<SecurityId>	getUnderlyingIds() Gets the set of underlying security identifiers.
EtdVariant	getVariant() Gets the variant of ETD.
EtdSecurity	withInfo(SecurityInfo info) Returns an instance with the specified info.

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

createPosition, createPosition, createProduct, createTrade, getInfo

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

allCurrencies

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

allPaymentCurrencies, isCrossCurrency

Method Detail

getSecurityId

default SecurityId getSecurityId()

Description copied from interface: Security

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface SecuritizedProduct

Specified by:

getSecurityId in interface Security

Returns:

the security identifier

getCurrency

default Currency getCurrency()

Description copied from interface: Security

Gets the currency that the security is traded in.

Specified by:

getCurrency in interface SecuritizedProduct

Specified by:

getCurrency in interface Security

Returns:

the trading currency

getUnderlyingIds

default ImmutableSet<SecurityId> getUnderlyingIds()

Description copied from interface: Security

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.

Specified by:

getUnderlyingIds in interface Security

Returns:

the underlying security identifiers

getContractSpecId

EtdContractSpecId getContractSpecId()

Gets the ID of the contract specification from which this security is derived.

Returns:

the ID

getType

EtdType getType()

Gets the type of the contract - future or option.

Returns:

the type, future or option

getExpiry

YearMonth getExpiry()

Gets the year-month of the expiry.

Expiry will occur on a date implied by the variant of the ETD.

Returns:

the year-month

getVariant

EtdVariant getVariant()

Gets the variant of ETD.

This captures the variant of the ETD. The most common variant is 'Monthly'. Other variants are 'Weekly', 'Daily' and 'Flex'.

When building, this defaults to 'Monthly'.

Returns:

the variant

withInfo

EtdSecurity withInfo(SecurityInfo info)

Description copied from interface: Security

Returns an instance with the specified info.

Specified by:

withInfo in interface Security

Parameters:

info - the new info

Returns:

the instance with the specified info