Package com.opengamma.strata.product

Class GenericSecurity

java.lang.Object

com.opengamma.strata.product.GenericSecurity

All Implemented Interfaces:

Product, SecuritizedProduct, Security, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class GenericSecurity
extends Object
implements Security, SecuritizedProduct, org.joda.beans.ImmutableBean, Serializable

A generic security, defined in terms of the value of each tick.

In most cases, applications will choose to represent information about securities using the relevant type, such as FixedCouponBondSecurity, BondFutureOptionSecurity or IborFutureSecurity. Sometimes however, it can be useful to store minimal information about the security, expressing just the tick size and tick value.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
GenericSecurityPosition	createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)	Creates a position based on this security from a long and short quantity.
GenericSecurityPosition	createPosition(PositionInfo tradeInfo, double quantity, ReferenceData refData)	Creates a position based on this security from a net quantity.
GenericSecurity	createProduct(ReferenceData refData)	Creates the associated product, which simply returns this.
GenericSecurityTrade	createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)	Creates a trade based on this security.
boolean	equals(Object obj)
Currency	getCurrency()	Gets the currency that the security is traded in.
SecurityInfo	getInfo()	Gets the standard security information.
SecurityId	getSecurityId()	Gets the security identifier.
ImmutableSet<SecurityId>	getUnderlyingIds()	Gets the set of underlying security identifiers.
int	hashCode()
static GenericSecurity.Meta	meta()	The meta-bean for GenericSecurity.
GenericSecurity.Meta	metaBean()
static GenericSecurity	of(SecurityInfo securityInfo)	Obtains an instance from security information, tick size and tick value.
String	toString()
GenericSecurity	withInfo(SecurityInfo 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.Product

allPaymentCurrencies, isCrossCurrency

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

allCurrencies

Method Detail

of

public static GenericSecurity of(SecurityInfo securityInfo)

Obtains an instance from security information, tick size and tick value.

Parameters:

securityInfo - the security information

Returns:

the security

getSecurityId

public SecurityId getSecurityId()

Description copied from interface: Security

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Specified by:

getSecurityId in interface SecuritizedProduct

Specified by:

getSecurityId in interface Security

Returns:

the security identifier

getCurrency

public Currency getCurrency()

Description copied from interface: Security

Gets the currency that the security is traded in.

Specified by:

getCurrency in interface SecuritizedProduct

Specified by:

getCurrency in interface Security

Returns:

the trading currency

getUnderlyingIds

public ImmutableSet<SecurityId> getUnderlyingIds()

Description copied from interface: Security

Gets the set of underlying security identifiers.

The set must contain all the security identifiers that this security directly refers to. For example, a bond future will return the identifiers of the underlying basket of bonds, but a bond future option will only return the identifier of the underlying future, not the basket.

Specified by:

getUnderlyingIds in interface Security

Returns:

the underlying security identifiers

withInfo

public GenericSecurity withInfo(SecurityInfo info)

Description copied from interface: Security

Returns an instance with the specified info.

Specified by:

withInfo in interface Security

Parameters:

info - the new info

Returns:

the instance with the specified info

createProduct

public GenericSecurity createProduct(ReferenceData refData)

Creates the associated product, which simply returns this.

The product associated with a security normally returns the financial model used for pricing. In the case of a GenericSecurity, no underlying financial model is available. As such, the GenericSecurity is the product.

Specified by:

createProduct in interface Security

Parameters:

refData - the reference data to use

Returns:

this security

createTrade

public GenericSecurityTrade createTrade(TradeInfo info,
                                        double quantity,
                                        double tradePrice,
                                        ReferenceData refData)

Description copied from interface: Security

Creates a trade based on this security.

This creates a trade of a suitable type for this security.

Specified by:

createTrade in interface Security

Parameters:

info - the trade information

quantity - the number of contracts in the trade

tradePrice - the price agreed when the trade occurred

refData - the reference data used to find underlying securities

Returns:

the trade

createPosition

public GenericSecurityPosition createPosition(PositionInfo tradeInfo,
                                              double quantity,
                                              ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a net quantity.

This creates a position of a suitable type for this security.

Specified by:

createPosition in interface Security

Parameters:

tradeInfo - the position information

quantity - the number of contracts in the position

refData - the reference data used to find underlying securities

Returns:

the position

createPosition

public GenericSecurityPosition createPosition(PositionInfo positionInfo,
                                              double longQuantity,
                                              double shortQuantity,
                                              ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a long and short quantity.

This creates a position of a suitable type for this security.

The long quantity and short quantity must be zero or positive, not negative.

Specified by:

createPosition in interface Security

Parameters:

positionInfo - the position information

longQuantity - the long quantity in the position

shortQuantity - the short quantity in the position

refData - the reference data used to find underlying securities

Returns:

the position

meta

public static GenericSecurity.Meta meta()

The meta-bean for GenericSecurity.

Returns:

the meta-bean, not null

metaBean

public GenericSecurity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public SecurityInfo getInfo()

Gets the standard security information.

This includes the security identifier.

Specified by:

getInfo in interface Security

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