Class GenericSecurity

  • All Implemented Interfaces:
    Product, SecuritizedProduct, Security, java.io.Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class GenericSecurity
    extends java.lang.Object
    implements Security, SecuritizedProduct, org.joda.beans.ImmutableBean, java.io.Serializable
    A generic security, defined in terms of the value of each tick.

    In most cases, applications will choose to represent information about securities using the relevant type, such as FixedCouponBondSecurity, BondFutureOptionSecurity or IborFutureSecurity. Sometimes however, it can be useful to store minimal information about the security, expressing just the tick size and tick value.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static GenericSecurity of​(SecurityInfo securityInfo)
        Obtains an instance from security information, tick size and tick value.
        Parameters:
        securityInfo - the security information
        Returns:
        the security
      • getUnderlyingIds

        public 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
      • withInfo

        public GenericSecurity 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
      • createProduct

        public GenericSecurity createProduct​(ReferenceData refData)
        Creates the associated product, which simply returns this.

        The product associated with a security normally returns the financial model used for pricing. In the case of a GenericSecurity, no underlying financial model is available. As such, the GenericSecurity is the product.

        Specified by:
        createProduct in interface Security
        Parameters:
        refData - the reference data to use
        Returns:
        this security
      • createTrade

        public GenericSecurityTrade createTrade​(TradeInfo info,
                                                double quantity,
                                                double tradePrice,
                                                ReferenceData refData)
        Description copied from interface: Security
        Creates a trade based on this security.

        This creates a trade of a suitable type for this security.

        Specified by:
        createTrade in interface Security
        Parameters:
        info - the trade information
        quantity - the number of contracts in the trade
        tradePrice - the price agreed when the trade occurred
        refData - the reference data used to find underlying securities
        Returns:
        the trade
      • createPosition

        public GenericSecurityPosition createPosition​(PositionInfo tradeInfo,
                                                      double quantity,
                                                      ReferenceData refData)
        Description copied from interface: Security
        Creates a position based on this security from a net quantity.

        This creates a position of a suitable type for this security.

        Specified by:
        createPosition in interface Security
        Parameters:
        tradeInfo - the position information
        quantity - the number of contracts in the position
        refData - the reference data used to find underlying securities
        Returns:
        the position
      • createPosition

        public GenericSecurityPosition createPosition​(PositionInfo positionInfo,
                                                      double longQuantity,
                                                      double shortQuantity,
                                                      ReferenceData refData)
        Description copied from interface: Security
        Creates a position based on this security from a long and short quantity.

        This creates a position of a suitable type for this security.

        The long quantity and short quantity must be zero or positive, not negative.

        Specified by:
        createPosition in interface Security
        Parameters:
        positionInfo - the position information
        longQuantity - the long quantity in the position
        shortQuantity - the short quantity in the position
        refData - the reference data used to find underlying securities
        Returns:
        the position
      • meta

        public static GenericSecurity.Meta meta()
        The meta-bean for GenericSecurity.
        Returns:
        the meta-bean, not null
      • metaBean

        public GenericSecurity.Meta metaBean()
        Specified by:
        metaBean in interface org.joda.beans.Bean
      • getInfo

        public SecurityInfo getInfo()
        Gets the standard security information.

        This includes the security identifier.

        Specified by:
        getInfo in interface Security
        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object