Class ResolvedDsfTrade

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

    public final class ResolvedDsfTrade
    extends java.lang.Object
    implements ResolvedTrade, ImmutableBean, java.io.Serializable
    A trade in a Deliverable Swap Future, resolved for pricing.

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

    A ResolvedDsfTrade 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

    The price of a DSF is based on the present value (NPV) of the underlying swap on the delivery date. For example, a price of 100.182 represents a present value of $100,182.00, if the notional is $100,000. This price can also be viewed as a percentage present value - (100 + percentPv), or 0.182% in this example.

    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.

    See Also:
    Serialized Form
    • Method Detail

      • meta

        public static ResolvedDsfTrade.Meta meta()
        The meta-bean for ResolvedDsfTrade.
        Returns:
        the meta-bean, not null
      • builder

        public static ResolvedDsfTrade.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • 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 ResolvedDsf getProduct()
        Gets the future 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 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.

        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
      • toBuilder

        public ResolvedDsfTrade.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, 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