com.opengamma.strata.product.index

Class ResolvedOvernightFutureTrade

java.lang.Object

com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

All Implemented Interfaces:

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

public final class ResolvedOvernightFutureTrade
extends Object
implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable

A trade in a futures contract based on an Overnight index, resolved for pricing.

This is the resolved form of OvernightFutureTrade and is the primary input to the pricers. Applications will typically create a ResolvedOvernightFutureTrade from a OvernightFutureTrade using OvernightFutureTrade.resolve(ReferenceData).

A ResolvedOvernightFutureTrade is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

Price

The price of an Overnight rate future is based on the interest rate of the underlying index. It is defined as (100 - percentRate).

Strata uses decimal prices for Overnight rate futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static ResolvedOvernightFutureTrade.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
PortfolioItemInfo	getInfo() Gets the additional information, defaulted to an empty instance.
ResolvedOvernightFuture	getProduct() Gets the future that was traded.
double	getQuantity() Gets the quantity that was traded.
Optional<TradedPrice>	getTradedPrice() Gets the price that was traded, together with the trade date, optional.
int	hashCode()
static ResolvedOvernightFutureTrade.Meta	meta() The meta-bean for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta	metaBean()
ResolvedOvernightFutureTrade.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()

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

meta

public static ResolvedOvernightFutureTrade.Meta meta()

The meta-bean for ResolvedOvernightFutureTrade.

Returns:

the meta-bean, not null

builder

public static ResolvedOvernightFutureTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedOvernightFutureTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public PortfolioItemInfo getInfo()

Gets the additional information, defaulted to an empty instance.

This allows additional information to be attached.

Specified by:

getInfo in interface ResolvedTrade

Returns:

the value of the property, not null

getProduct

public ResolvedOvernightFuture getProduct()

Gets the future that was traded.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ResolvedTrade

Returns:

the value of the property, not null

getQuantity

public double getQuantity()

Gets the quantity that was traded.

This is the number of contracts that were traded. This will be positive if buying and negative if selling.

Returns:

the value of the property

getTradedPrice

public Optional<TradedPrice> getTradedPrice()

Gets the price that was traded, together with the trade date, optional.

This is the price agreed when the trade occurred, in decimal form. Strata uses decimal prices for Overnight rate futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

This is optional to allow the class to be used to price both trades and positions. When the instance represents a trade, the traded price should be present. When the instance represents a position, the traded price should be empty.

Returns:

the optional value of the property, not null

toBuilder

public ResolvedOvernightFutureTrade.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