## Class ResolvedBondFuture

• All Implemented Interfaces:
ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedBondFuture
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.

This is the resolved form of BondFuture and is an input to the pricers. Applications will typically create a ResolvedBondFuture from a BondFuture using BondFuture.resolve(ReferenceData).

A ResolvedBondFuture 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

Strata uses decimal prices for bond futures in the trade model, pricers and market data. This is coherent with the pricing of FixedCouponBond. The bond futures delivery is a bond for an amount computed from the bond future price, a conversion factor and the accrued interest.
Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  ResolvedBondFuture.Builder
The bean-builder for ResolvedBondFuture.
static class  ResolvedBondFuture.Meta
The meta-bean for ResolvedBondFuture.
• ### Method Summary

All Methods
Modifier and Type Method Description
static ResolvedBondFuture.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(Object obj)
ImmutableList<Double> getConversionFactors()
Gets the conversion factor for each bond in the basket.
Currency getCurrency()
Obtains the currency of the underlying fixed coupon bonds.
ImmutableList<ResolvedFixedCouponBond> getDeliveryBasket()
Gets the basket of deliverable bonds.
LocalDate getFirstDeliveryDate()
Gets the first delivery date.
LocalDate getFirstNoticeDate()
Gets the first notice date.
LocalDate getLastDeliveryDate()
Gets the last delivery date.
LocalDate getLastNoticeDate()
Gets the last notice date.
LocalDate getLastTradeDate()
double getNotional()
Obtains the notional of underlying fixed coupon bonds.
Rounding getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.
SecurityId getSecurityId()
Gets the security identifier.
int hashCode()
static ResolvedBondFuture.Meta meta()
The meta-bean for ResolvedBondFuture.
ResolvedBondFuture.Meta metaBean()
ResolvedBondFuture.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

• #### getCurrency

public Currency getCurrency()
Obtains the currency of the underlying fixed coupon bonds.

All of the bonds in the delivery basket have the same currency.

Returns:
the currency
• #### getNotional

public double getNotional()
Obtains the notional of underlying fixed coupon bonds.

All of the bonds in the delivery basket have the same notional. The currency of the notional is specified by getCurrency().

Returns:
the notional
• #### meta

public static ResolvedBondFuture.Meta meta()
The meta-bean for ResolvedBondFuture.
Returns:
the meta-bean, not null
• #### builder

public static ResolvedBondFuture.Builder builder()
Returns a builder used to create an instance of the bean.
Returns:
the builder, not null
• #### metaBean

public ResolvedBondFuture.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

public ImmutableList<ResolvedFixedCouponBond> getDeliveryBasket()
Gets the basket of deliverable bonds.

The underling which will be delivered in the future time is chosen from a basket of underling securities. This must not be empty.

All of the underlying bonds must have the same notional and currency.

Returns:
the value of the property, not empty
• #### getConversionFactors

public ImmutableList<Double> getConversionFactors()
Gets the conversion factor for each bond in the basket.

The price of each underlying security in the basket is rescaled by the conversion factor. This must not be empty, and its size must be the same as the size of deliveryBasket.

All of the underlying bonds must have the same notional and currency.

Returns:
the value of the property, not empty

public LocalDate getLastTradeDate()

The future security is traded until this date.

Returns:
the value of the property, not null
• #### getFirstNoticeDate

public LocalDate getFirstNoticeDate()
Gets the first notice date.

The first date on which the delivery of the underlying is authorized.

Returns:
the value of the property, not null
• #### getLastNoticeDate

public LocalDate getLastNoticeDate()
Gets the last notice date.

The last date on which the delivery of the underlying is authorized.

Returns:
the value of the property, not null
• #### getFirstDeliveryDate

public LocalDate getFirstDeliveryDate()
Gets the first delivery date.

The first date on which the underlying is delivered.

Returns:
the value of the property, not null
• #### getLastDeliveryDate

public LocalDate getLastDeliveryDate()
Gets the last delivery date.

The last date on which the underlying is delivered.

Returns:
the value of the property, not null
• #### getRounding

public Rounding getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.

Returns:
the value of the property, not null
• #### toBuilder

public ResolvedBondFuture.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