Interface SecuritizedProduct

  • All Superinterfaces:
    All Known Subinterfaces:
    All Known Implementing Classes:
    Bill, BondFuture, BondFutureOption, CapitalIndexedBond, Dsf, EtdFutureSecurity, EtdOptionSecurity, FixedCouponBond, GenericSecurity, IborFuture, IborFutureOption, OvernightFuture

    public interface SecuritizedProduct
    extends Product
    The product details of a financial instrument that is traded as a security.

    A securitized product contains the structure of a financial instrument that is traded as a Security. The product of a security is distinct from the security itself. A Security contains details about itself, with any underlying securities referred to by identifier. By contrast, the product contains the full model for pricing, including underlying products.

    For example, the securitized product of a bond future option directly contains all the details of the future and the basket of bonds. Whereas, a bond future option security only contains details of the option and an identifier referring to the future.

    Implementations of this interface must be immutable beans.

    • Method Detail

      • getSecurityId

        SecurityId getSecurityId()
        Gets the security identifier.

        This identifier uniquely identifies the security within the system.

        the security identifier
      • getCurrency

        Currency getCurrency()
        Gets the currency that the security is traded in.
        the trading currency
      • allCurrencies

        default ImmutableSet<Currency> allCurrencies()
        Description copied from interface: Product
        Returns the set of currencies the product refers to.

        This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

        Specified by:
        allCurrencies in interface Product
        the set of currencies the product refers to