Class CapitalIndexedBondPosition
- java.lang.Object
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- com.opengamma.strata.product.bond.CapitalIndexedBondPosition
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- All Implemented Interfaces:
CalculationTarget
,Resolvable<ResolvedCapitalIndexedBondTrade>
,PortfolioItem
,Position
,SecuritizedProductPortfolioItem<CapitalIndexedBond>
,SecuritizedProductPosition<CapitalIndexedBond>
,SecurityQuantity
,Serializable
,org.joda.beans.Bean
,org.joda.beans.ImmutableBean
public final class CapitalIndexedBondPosition extends Object implements SecuritizedProductPosition<CapitalIndexedBond>, Resolvable<ResolvedCapitalIndexedBondTrade>, org.joda.beans.ImmutableBean, Serializable
A position in a capital indexed bond.A position in an underlying
CapitalIndexedBond
.The net quantity of the position is stored using two fields -
longQuantity
andshortQuantity
. These two fields must not be negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately. The net quantity is available viagetQuantity()
.Price
Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CapitalIndexedBondPosition.Builder
The bean-builder forCapitalIndexedBondPosition
.static class
CapitalIndexedBondPosition.Meta
The meta-bean forCapitalIndexedBondPosition
.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CapitalIndexedBondPosition.Builder
builder()
Returns a builder used to create an instance of the bean.boolean
equals(Object obj)
Currency
getCurrency()
Gets the currency of the position.PositionInfo
getInfo()
Gets the additional position information, defaulted to an empty instance.double
getLongQuantity()
Gets the long quantity of the security.CapitalIndexedBond
getProduct()
Gets the bond that was traded.double
getQuantity()
Gets the net quantity of the security.SecurityId
getSecurityId()
Gets the identifier of the underlying security.double
getShortQuantity()
Gets the short quantity of the security.int
hashCode()
static CapitalIndexedBondPosition.Meta
meta()
The meta-bean forCapitalIndexedBondPosition
.CapitalIndexedBondPosition.Meta
metaBean()
static CapitalIndexedBondPosition
ofLongShort(PositionInfo positionInfo, CapitalIndexedBond product, double longQuantity, double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.static CapitalIndexedBondPosition
ofNet(PositionInfo positionInfo, CapitalIndexedBond product, double netQuantity)
Obtains an instance from position information, product and net quantity.ResolvedCapitalIndexedBondTrade
resolve(ReferenceData refData)
Resolves this object using the specified reference data.PortfolioItemSummary
summarize()
Summarizes the portfolio item.CapitalIndexedBondPosition.Builder
toBuilder()
Returns a builder that allows this bean to be mutated.String
toString()
CapitalIndexedBondPosition
withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.CapitalIndexedBondPosition
withQuantity(double quantity)
Returns an instance with the specified quantity.-
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait
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Methods inherited from interface com.opengamma.strata.product.PortfolioItem
getId
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Method Detail
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ofNet
public static CapitalIndexedBondPosition ofNet(PositionInfo positionInfo, CapitalIndexedBond product, double netQuantity)
Obtains an instance from position information, product and net quantity.The net quantity is the long quantity minus the short quantity, which may be negative. If the quantity is positive it is treated as a long quantity. Otherwise it is treated as a short quantity.
- Parameters:
positionInfo
- the position informationproduct
- the underlying productnetQuantity
- the net quantity of the underlying security- Returns:
- the position
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ofLongShort
public static CapitalIndexedBondPosition ofLongShort(PositionInfo positionInfo, CapitalIndexedBond product, double longQuantity, double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.The long quantity and short quantity must be zero or positive, not negative. In many cases, only a long quantity or short quantity will be present with the other set to zero. However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.
- Parameters:
positionInfo
- the position informationproduct
- the underlying productlongQuantity
- the long quantity of the underlying securityshortQuantity
- the short quantity of the underlying security- Returns:
- the position
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getSecurityId
public SecurityId getSecurityId()
Description copied from interface:Position
Gets the identifier of the underlying security.This identifier uniquely identifies the security within the system.
- Specified by:
getSecurityId
in interfacePosition
- Specified by:
getSecurityId
in interfaceSecuritizedProductPortfolioItem<CapitalIndexedBond>
- Specified by:
getSecurityId
in interfaceSecuritizedProductPosition<CapitalIndexedBond>
- Specified by:
getSecurityId
in interfaceSecurityQuantity
- Returns:
- the security identifier
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getCurrency
public Currency getCurrency()
Description copied from interface:SecuritizedProductPortfolioItem
Gets the currency of the position.This is typically the same as the currency of the product.
- Specified by:
getCurrency
in interfaceSecuritizedProductPortfolioItem<CapitalIndexedBond>
- Returns:
- the trading currency
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getQuantity
public double getQuantity()
Description copied from interface:Position
Gets the net quantity of the security.This returns the net quantity of the underlying security. The result is positive if the net position is long and negative if the net position is short.
- Specified by:
getQuantity
in interfacePosition
- Specified by:
getQuantity
in interfaceSecurityQuantity
- Returns:
- the net quantity of the underlying security
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withInfo
public CapitalIndexedBondPosition withInfo(PortfolioItemInfo info)
Description copied from interface:SecuritizedProductPosition
Returns an instance with the specified info.- Specified by:
withInfo
in interfacePortfolioItem
- Specified by:
withInfo
in interfacePosition
- Specified by:
withInfo
in interfaceSecuritizedProductPosition<CapitalIndexedBond>
- Parameters:
info
- the new info- Returns:
- the instance with the specified info
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withQuantity
public CapitalIndexedBondPosition withQuantity(double quantity)
Description copied from interface:SecuritizedProductPosition
Returns an instance with the specified quantity.- Specified by:
withQuantity
in interfacePosition
- Specified by:
withQuantity
in interfaceSecuritizedProductPortfolioItem<CapitalIndexedBond>
- Specified by:
withQuantity
in interfaceSecuritizedProductPosition<CapitalIndexedBond>
- Parameters:
quantity
- the new quantity- Returns:
- the instance with the specified quantity
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summarize
public PortfolioItemSummary summarize()
Description copied from interface:PortfolioItem
Summarizes the portfolio item.This provides a summary, including a human readable description.
- Specified by:
summarize
in interfacePortfolioItem
- Specified by:
summarize
in interfacePosition
- Returns:
- the summary of the item
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resolve
public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData)
Description copied from interface:Resolvable
Resolves this object using the specified reference data.This converts the object implementing this interface to the equivalent resolved form. All
ReferenceDataId
identifiers in this instance will be resolved. The resolved form will typically be a type that is optimized for pricing.Resolved objects may be 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.
- Specified by:
resolve
in interfaceResolvable<ResolvedCapitalIndexedBondTrade>
- Parameters:
refData
- the reference data to use when resolving- Returns:
- the resolved instance
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meta
public static CapitalIndexedBondPosition.Meta meta()
The meta-bean forCapitalIndexedBondPosition
.- Returns:
- the meta-bean, not null
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builder
public static CapitalIndexedBondPosition.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
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metaBean
public CapitalIndexedBondPosition.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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getInfo
public PositionInfo getInfo()
Gets the additional position information, defaulted to an empty instance.This allows additional information to be attached to the position.
- Specified by:
getInfo
in interfacePortfolioItem
- Specified by:
getInfo
in interfacePosition
- Returns:
- the value of the property, not null
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getProduct
public CapitalIndexedBond getProduct()
Gets the bond that was traded.The product captures the contracted financial details.
- Specified by:
getProduct
in interfaceSecuritizedProductPortfolioItem<CapitalIndexedBond>
- Returns:
- the value of the property, not null
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getLongQuantity
public double getLongQuantity()
Gets the long quantity of the security.This is the quantity of the underlying security that is held. The quantity cannot be negative, as that would imply short selling.
- Returns:
- the value of the property
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getShortQuantity
public double getShortQuantity()
Gets the short quantity of the security.This is the quantity of the underlying security that has been short sold. The quantity cannot be negative, as that would imply the position is long.
- Returns:
- the value of the property
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toBuilder
public CapitalIndexedBondPosition.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
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