Package com.opengamma.strata.product.credit

Class CdsIndexTrade

java.lang.Object

com.opengamma.strata.product.credit.CdsIndexTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedCdsIndexTrade>, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedCdsIndexTrade>, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CdsIndexTrade
extends Object
implements ProductTrade, ResolvableTrade<ResolvedCdsIndexTrade>, org.joda.beans.ImmutableBean, Serializable

A trade in a CDS index.

An Over-The-Counter (OTC) trade in a CdsIndex.

A CDS index is a portofolio of single name credit default swaps. The contract periodically pays fixed coupons to the index buyer until the expiry, and in return, the index buyer receives the bond of a defaulted constituent legal entity for par.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	CdsIndexTrade.Builder	The bean-builder for CdsIndexTrade.
static class	CdsIndexTrade.Meta	The meta-bean for CdsIndexTrade.

Method Summary

Modifier and Type	Method	Description
static CdsIndexTrade.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
TradeInfo	getInfo()	Gets the additional trade information, defaulted to an empty instance.
CdsIndex	getProduct()	Gets the CDS index product that was agreed when the trade occurred.
Optional<AdjustablePayment>	getUpfrontFee()	Gets the upfront fee of the product.
int	hashCode()
static CdsIndexTrade.Meta	meta()	The meta-bean for CdsIndexTrade.
CdsIndexTrade.Meta	metaBean()
ResolvedCdsIndexTrade	resolve(ReferenceData refData)	Resolves this trade using the specified reference data.
PortfolioItemSummary	summarize()	Summarizes the portfolio item.
CdsIndexTrade.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
CdsIndexTrade	withInfo(PortfolioItemInfo info)	Returns an instance with the specified info.

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

Methods inherited from interface com.opengamma.strata.product.PortfolioItem

getId

Method Detail

withInfo

public CdsIndexTrade withInfo(PortfolioItemInfo info)

Description copied from interface: ProductTrade

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface ProductTrade

Specified by:

withInfo in interface ResolvableTrade<ResolvedCdsIndexTrade>

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

summarize

public PortfolioItemSummary summarize()

Description copied from interface: PortfolioItem

Summarizes the portfolio item.

This provides a summary, including a human readable description.

Specified by:

summarize in interface PortfolioItem

Specified by:

summarize in interface Trade

Returns:

the summary of the item

resolve

public ResolvedCdsIndexTrade resolve(ReferenceData refData)

Description copied from interface: ResolvableTrade

Resolves this trade using the specified reference data.

This converts this trade to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resulting ResolvedTrade is optimized for pricing.

Resolved objects may be 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.

Specified by:

resolve in interface Resolvable<ResolvedCdsIndexTrade>

Specified by:

resolve in interface ResolvableTrade<ResolvedCdsIndexTrade>

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved trade

meta

public static CdsIndexTrade.Meta meta()

The meta-bean for CdsIndexTrade.

Returns:

the meta-bean, not null

builder

public static CdsIndexTrade.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public CdsIndexTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public TradeInfo getInfo()

Gets the additional trade information, defaulted to an empty instance.

This allows additional information to be attached to the trade.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the value of the property, not null

getProduct

public CdsIndex getProduct()

Gets the CDS index product that was agreed when the trade occurred.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ProductTrade

Returns:

the value of the property, not null

getUpfrontFee

public Optional<AdjustablePayment> getUpfrontFee()

Gets the upfront fee of the product.

This specifies a single amount payable by the buyer to the seller. Thus the sign must be compatible with the product Pay/Receive flag.

Some CDSs, especially legacy products, are traded at par and the upfront fee is not paid.

Returns:

the optional value of the property, not null

toBuilder

public CdsIndexTrade.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