Package com.opengamma.strata.product.etd

Class EtdContractSpec

java.lang.Object

com.opengamma.strata.product.etd.EtdContractSpec

All Implemented Interfaces:

Described, Attributes, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class EtdContractSpec
extends Object
implements Attributes, Described, org.joda.beans.ImmutableBean, Serializable

The contract specification defining an Exchange Traded Derivative (ETD) product.

This can represent a future or an option. Instances of EtdOptionSecurity or EtdFutureSecurity can be created using the createFuture and createOption methods and providing the information required to fully define the contract such as the expiry, strike price and put / call.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	EtdContractSpec.Meta	The meta-bean for EtdContractSpec.

Method Summary

Modifier and Type	Method	Description
static EtdContractSpecBuilder	builder()	Returns a builder for building instances of EtdContractSpec.
EtdFutureSecurity	createFuture(YearMonth expiryMonth, EtdVariant variant)	Creates a future security based on this contract specification.
EtdOptionSecurity	createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Creates an option security based on this contract specification.
EtdOptionSecurity	createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Creates an option security based on this contract specification.
boolean	equals(Object obj)
<T> Optional<T>	findAttribute(AttributeType<T> type)	Finds the attribute associated with the specified type.
ImmutableMap<AttributeType<?>,Object>	getAttributes()	Gets the attributes.
ImmutableSet<AttributeType<?>>	getAttributeTypes()	Gets the attribute types that are available.
EtdContractCode	getContractCode()	Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
String	getDescription()	Gets the human readable description of the product.
ExchangeId	getExchangeId()	Gets the ID of the exchange where the instruments derived from the product are traded.
EtdContractSpecId	getId()	Gets the ID of this contract specification.
SecurityPriceInfo	getPriceInfo()	Gets the information about the security price.
EtdType	getType()	Gets the type of the contract - future or option.
int	hashCode()
static EtdContractSpec.Meta	meta()	The meta-bean for EtdContractSpec.
EtdContractSpec.Meta	metaBean()
String	toString()
<T> EtdContractSpec	withAttribute(AttributeType<T> type, T value)	Returns a copy of this instance with the attribute added.
EtdContractSpec	withAttributes(Attributes other)	Returns a copy of this instance with the attributes added.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

containsAttribute, containsAttribute, getAttribute

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

builder

public static EtdContractSpecBuilder builder()

Returns a builder for building instances of EtdContractSpec.

The builder will create an identifier using EtdIdUtils if it is not set.

Returns:

a builder for building instances of EtdContractSpec

getAttributeTypes

public ImmutableSet<AttributeType<?>> getAttributeTypes()

Description copied from interface: Attributes

Gets the attribute types that are available.

See AttributeType.captureWildcard() for a way to capture the wildcard type.

The default implementation returns an empty set (backwards compatibility prevents an abstract method for now).

Specified by:

getAttributeTypes in interface Attributes

Returns:

the attribute types

findAttribute

public <T> Optional<T> findAttribute(AttributeType<T> type)

Description copied from interface: Attributes

Finds the attribute associated with the specified type.

This method obtains the specified attribute. This allows an attribute to be obtained if available.

If the attribute is not found, optional empty is returned.

Specified by:

findAttribute in interface Attributes

Type Parameters:

T - the type of the result

Parameters:

type - the type to find

Returns:

the attribute value

withAttribute

public <T> EtdContractSpec withAttribute(AttributeType<T> type,
                                         T value)

Description copied from interface: Attributes

Returns a copy of this instance with the attribute added.

This returns a new instance with the specified attribute added. The attribute is added using Map.put(type, value) semantics.

Specified by:

withAttribute in interface Attributes

Type Parameters:

T - the type of the attribute value

Parameters:

type - the type providing meaning to the value

value - the value

Returns:

a new instance based on this one with the attribute added

withAttributes

public EtdContractSpec withAttributes(Attributes other)

Description copied from interface: Attributes

Returns a copy of this instance with the attributes added.

This returns a new instance with the specified attributes added. The attributes are added using Map.putAll(type, value) semantics.

Specified by:

withAttributes in interface Attributes

Parameters:

other - the other instance to copy from

Returns:

an instance based on this one with the attributes from the other instance

createFuture

public EtdFutureSecurity createFuture(YearMonth expiryMonth,
                                      EtdVariant variant)

Creates a future security based on this contract specification.

The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.FUTURE otherwise an exception will be thrown.

Parameters:

expiryMonth - the expiry month of the future

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

Returns:

a future security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not FUTURE

createOption

public EtdOptionSecurity createOption(YearMonth expiryMonth,
                                      EtdVariant variant,
                                      int version,
                                      PutCall putCall,
                                      double strikePrice)

Creates an option security based on this contract specification.

The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.OPTION otherwise an exception will be thrown.

Parameters:

expiryMonth - the expiry month of the option

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

version - the non-negative version, zero by default

putCall - whether the option is a put or call

strikePrice - the strike price of the option

Returns:

an option security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not OPTION

createOption

public EtdOptionSecurity createOption(YearMonth expiryMonth,
                                      EtdVariant variant,
                                      int version,
                                      PutCall putCall,
                                      double strikePrice,
                                      YearMonth underlyingExpiryMonth)

Creates an option security based on this contract specification.

The security identifier will be automatically created using EtdIdUtils. The type must be EtdType.OPTION otherwise an exception will be thrown.

Parameters:

expiryMonth - the expiry month of the option

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

version - the non-negative version, zero by default

putCall - whether the option is a put or call

strikePrice - the strike price of the option

underlyingExpiryMonth - the expiry of the underlying instrument, such as a future

Returns:

an option security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not OPTION

meta

public static EtdContractSpec.Meta meta()

The meta-bean for EtdContractSpec.

Returns:

the meta-bean, not null

metaBean

public EtdContractSpec.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getId

public EtdContractSpecId getId()

Gets the ID of this contract specification.

When building, this will be defaulted using EtdIdUtils.

Returns:

the value of the property, not null

getType

public EtdType getType()

Gets the type of the contract - future or option.

Returns:

the value of the property, not null

getExchangeId

public ExchangeId getExchangeId()

Gets the ID of the exchange where the instruments derived from the product are traded.

Returns:

the value of the property, not null

getContractCode

public EtdContractCode getContractCode()

Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

Returns:

the value of the property, not null

getDescription

public String getDescription()

Gets the human readable description of the product.

Specified by:

getDescription in interface Described

Returns:

the value of the property, not empty

getPriceInfo

public SecurityPriceInfo getPriceInfo()

Gets the information about the security price. This includes details of the currency, tick size, tick value, contract size.

Returns:

the value of the property, not null

getAttributes

public ImmutableMap<AttributeType<?>,Object> getAttributes()

Gets the attributes.

Attributes provide the ability to associate arbitrary information with a security contract specification in a key-value map.

Returns:

the value of the property, 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