Class ResolvedBondFutureOptionTrade

  • All Implemented Interfaces:
    ResolvedTrade, java.io.Serializable, Bean, ImmutableBean

    public final class ResolvedBondFutureOptionTrade
    extends java.lang.Object
    implements ResolvedTrade, ImmutableBean, java.io.Serializable
    A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

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

    A ResolvedBondFutureOptionTrade 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 options in the trade model, pricers and market data. This is coherent with the pricing of BondFuture.
    See Also:
    Serialized Form
    • Method Detail

      • 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 ResolvedBondFutureOption getProduct()
        Gets the option 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 java.util.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 bond futures options in the trade model, pricers and market data. This is coherent with the pricing of BondFuture.

        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
      • 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