Class ResolvedFixedCouponBondSettlement

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

    public final class ResolvedFixedCouponBondSettlement
    extends java.lang.Object
    implements org.joda.beans.ImmutableBean, java.io.Serializable
    The settlement details of a fixed coupon bond trade.

    When a trade in a fixed coupon 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 ResolvedFixedCouponBondSettlement of​(java.time.LocalDate settlementDate,
                                                           double price)
        Obtains an instance from the settlement date and price.
        Parameters:
        settlementDate - the settlement date
        price - the price at which the trade was agreed
        Returns:
        the settlement information
      • meta

        public static org.joda.beans.TypedMetaBean<ResolvedFixedCouponBondSettlement> meta()
        The meta-bean for ResolvedFixedCouponBondSettlement.
        Returns:
        the meta-bean, not null
      • 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
      • 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