Class ResolvedCapitalIndexedBondSettlement

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

    public final class ResolvedCapitalIndexedBondSettlement
    extends java.lang.Object
    implements ImmutableBean, java.io.Serializable
    The settlement details of a capital indexed bond trade.

    When a trade in a capital indexed bond occurs there is an agreed settlement process. This class captures details of that process for the purpose of pricing.

    Once the trade has settled, end of day processing typically aggregates the trades into positions. As a position combines multiple trades at different prices, the information in this class does not apply.

    Price

    Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.
    See Also:
    Serialized Form
    • Method Detail

      • of

        public static ResolvedCapitalIndexedBondSettlement of​(java.time.LocalDate settlementDate,
                                                              double price,
                                                              BondPaymentPeriod amount)
        Obtains an instance from the settlement date, price and amount.
        Parameters:
        settlementDate - the settlement date
        price - the price at which the trade was agreed
        amount - the amount of the settlement
        Returns:
        the settlement information
      • getSettlementDate

        public java.time.LocalDate getSettlementDate()
        Gets the settlement date.
        Returns:
        the value of the property, not null
      • getPrice

        public double getPrice()
        Gets the clean price at which the bond was traded.

        The "clean" price excludes any accrued interest.

        Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.

        Returns:
        the value of the property
      • getPayment

        public BondPaymentPeriod getPayment()
        Gets the payment of the settlement.

        The payment sign should be compatible with the product notional and trade quantity, thus the payment is negative for positive quantity and positive for negative quantity.

        This is effectively a fixed amount payment once the inflation rate is fixed.

        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