Class ResolvedSwaptionTrade

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

    public final class ResolvedSwaptionTrade
    extends java.lang.Object
    implements ResolvedTrade, ImmutableBean, java.io.Serializable
    A trade in a swaption, resolved for pricing.

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

    A ResolvedSwaptionTrade 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.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static ResolvedSwaptionTrade of​(TradeInfo info,
                                               ResolvedSwaption product,
                                               Payment premium)
        Obtains an instance of a resolved Swaption trade.
        Parameters:
        info - the trade info
        product - the product
        premium - the premium
        Returns:
        the resolved trade
      • meta

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

        public static ResolvedSwaptionTrade.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • 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 ResolvedTrade
        Returns:
        the value of the property
      • getProduct

        public ResolvedSwaption getProduct()
        Gets the resolved Swaption product.

        The product captures the contracted financial details of the trade.

        Specified by:
        getProduct in interface ResolvedTrade
        Returns:
        the value of the property, not null
      • getPremium

        public Payment getPremium()
        Gets the premium of the swaption.

        The premium sign should be compatible with the product Long/Short flag. This means that the premium is negative for long and positive for short.

        Returns:
        the value of the property, not null
      • toBuilder

        public ResolvedSwaptionTrade.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