Class DsfTrade.Builder

    • Method Detail

      • set

        public DsfTrade.Builder set​(java.lang.String propertyName,
                                    java.lang.Object newValue)
      • info

        public DsfTrade.Builder info​(TradeInfo info)
        Sets the additional trade information, defaulted to an empty instance.

        This allows additional information to be attached to the trade. The trade date is required when calling DsfTrade.resolve(ReferenceData).

        Parameters:
        info - the new value, not null
        Returns:
        this, for chaining, not null
      • product

        public DsfTrade.Builder product​(Dsf product)
        Sets the future that was traded.

        The product captures the contracted financial details of the trade.

        Parameters:
        product - the new value, not null
        Returns:
        this, for chaining, not null
      • quantity

        public DsfTrade.Builder quantity​(double quantity)
        Sets the quantity that was traded.

        This is the number of contracts that were traded. This will be positive if buying and negative if selling.

        Parameters:
        quantity - the new value
        Returns:
        this, for chaining, not null
      • price

        public DsfTrade.Builder price​(double price)
        Sets the price that was traded, in decimal form.

        This is the price agreed when the trade occurred.

        Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.

        Parameters:
        price - the new value
        Returns:
        this, for chaining, not null