Package com.opengamma.strata.product.bond

Class BillSecurity

  • All Implemented Interfaces:
    LegalEntitySecurity, Security, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
    public final class BillSecurity
extends Object
implements LegalEntitySecurity, org.joda.beans.ImmutableBean, Serializable
    A security representing a bill.

    A bill is a financial instrument that represents a unique fixed payment.

    Price and yield

    Strata uses decimal yields and prices for bills in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932 and a yield of 1.32% is represented by 0.0132.
    See Also:
    Serialized Form

    • Method Detail

      • getCurrency

        public Currency getCurrency()
        Description copied from interface: Security
        Gets the currency that the security is traded in.
        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

      • createProduct

        public Bill createProduct​(ReferenceData refData)
        Description copied from interface: Security
        Creates the product associated with this security.

        The product of a security is distinct from the security. The product includes the financial details from this security, but excludes the additional information. The product also includes the products of any underlying securities.

        Specified by:
        createProduct in interface Security
        Parameters:
        refData - the reference data used to find underlying securities
        Returns:
        the product

      • createTrade

        public BillTrade 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 BillPosition createPosition​(PositionInfo positionInfo,
                                   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:
        positionInfo - 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 BillPosition 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 BillSecurity.Meta meta()
        The meta-bean for BillSecurity.
        Returns:
        the meta-bean, not null

      • builder

        public static BillSecurity.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null

      • metaBean

        public BillSecurity.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

      • getNotional

        public AdjustablePayment getNotional()
        Gets the adjustable notional payment of the bill notional, the amount must be positive.
        Returns:
        the value of the property, not null

      • getDayCount

        public DayCount getDayCount()
        Gets the day count convention applicable.

        The conversion from dates to a numerical value is made based on this day count.

        Returns:
        the value of the property, not null

      • getYieldConvention

        public BillYieldConvention getYieldConvention()
        Gets yield convention.

        The convention defines how to convert from yield to price and inversely.

        Returns:
        the value of the property, not null

      • getLegalEntityId

        public LegalEntityId getLegalEntityId()
        Gets the legal entity identifier.

        This identifier is used for the legal entity that issues the bill.

        Specified by:
        getLegalEntityId in interface LegalEntitySecurity
        Returns:
        the value of the property, not null

      • getSettlementDateOffset

        public DaysAdjustment getSettlementDateOffset()
        Gets the number of days between valuation date and settlement date.

        It is usually one business day for US and UK bills and two days for Euroland government bills.

        Returns:
        the value of the property, not null

      • toBuilder

        public BillSecurity.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, not null

      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object