Package com.opengamma.strata.product.bond

Class FixedCouponBondTrade

java.lang.Object

com.opengamma.strata.product.bond.FixedCouponBondTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedFixedCouponBondTrade>, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedFixedCouponBondTrade>, SecuritizedProductPortfolioItem<FixedCouponBond>, SecuritizedProductTrade<FixedCouponBond>, SecurityQuantity, SecurityQuantityTrade, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FixedCouponBondTrade
extends Object
implements SecuritizedProductTrade<FixedCouponBond>, ResolvableTrade<ResolvedFixedCouponBondTrade>, org.joda.beans.ImmutableBean, Serializable

A trade representing a fixed coupon bond.

A trade in an underlying FixedCouponBond.

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FixedCouponBondTrade.Builder	The bean-builder for FixedCouponBondTrade.
static class	FixedCouponBondTrade.Meta	The meta-bean for FixedCouponBondTrade.

Method Summary

Modifier and Type	Method	Description
static FixedCouponBondTrade.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
TradeInfo	getInfo()	Gets the additional trade information, defaulted to an empty instance.
double	getPrice()	Gets the clean price at which the bond was traded, in decimal form.
FixedCouponBond	getProduct()	Gets the bond that was traded.
double	getQuantity()	Gets the quantity that was traded.
int	hashCode()
static FixedCouponBondTrade.Meta	meta()	The meta-bean for FixedCouponBondTrade.
FixedCouponBondTrade.Meta	metaBean()
ResolvedFixedCouponBondTrade	resolve(ReferenceData refData)	Resolves this trade using the specified reference data.
PortfolioItemSummary	summarize()	Summarizes the portfolio item.
FixedCouponBondTrade.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
FixedCouponBondTrade	withInfo(PortfolioItemInfo info)	Returns an instance with the specified info.
FixedCouponBondTrade	withPrice(double price)	Returns an instance with the specified price.
FixedCouponBondTrade	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

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

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

getId

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

getCurrency, getSecurityId

Method Detail

withInfo

public FixedCouponBondTrade withInfo(PortfolioItemInfo info)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface ProductTrade

Specified by:

withInfo in interface ResolvableTrade<ResolvedFixedCouponBondTrade>

Specified by:

withInfo in interface SecuritizedProductTrade<FixedCouponBond>

Specified by:

withInfo in interface SecurityQuantityTrade

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

withQuantity

public FixedCouponBondTrade withQuantity(double quantity)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified quantity.

Specified by:

withQuantity in interface SecuritizedProductPortfolioItem<FixedCouponBond>

Specified by:

withQuantity in interface SecuritizedProductTrade<FixedCouponBond>

Specified by:

withQuantity in interface SecurityQuantityTrade

Parameters:

quantity - the new quantity

Returns:

the instance with the specified quantity

withPrice

public FixedCouponBondTrade withPrice(double price)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified price.

Specified by:

withPrice in interface SecuritizedProductTrade<FixedCouponBond>

Specified by:

withPrice in interface SecurityQuantityTrade

Parameters:

price - the new price

Returns:

the instance with the specified price

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 interface PortfolioItem

Specified by:

summarize in interface Trade

Returns:

the summary of the item

resolve

public ResolvedFixedCouponBondTrade resolve(ReferenceData refData)

Description copied from interface: ResolvableTrade

Resolves this trade using the specified reference data.

This converts this trade to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resulting ResolvedTrade 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 interface Resolvable<ResolvedFixedCouponBondTrade>

Specified by:

resolve in interface ResolvableTrade<ResolvedFixedCouponBondTrade>

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved trade

meta

public static FixedCouponBondTrade.Meta meta()

The meta-bean for FixedCouponBondTrade.

Returns:

the meta-bean, not null

builder

public static FixedCouponBondTrade.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public FixedCouponBondTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public TradeInfo getInfo()

Gets the additional trade information, defaulted to an empty instance.

This allows additional information to be attached to the trade. Either the trade or settlement date is required when calling resolve(ReferenceData).

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the value of the property, not null

getProduct

public FixedCouponBond getProduct()

Gets the bond that was traded.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ProductTrade

Specified by:

getProduct in interface SecuritizedProductPortfolioItem<FixedCouponBond>

Returns:

the value of the property, not null

getQuantity

public double getQuantity()

Gets the quantity that was traded.

This will be positive if buying and negative if selling.

Specified by:

getQuantity in interface SecurityQuantity

Returns:

the value of the property

getPrice

public double getPrice()

Gets the clean price at which the bond was traded, in decimal form.

The "clean" price excludes any accrued interest.

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.

Specified by:

getPrice in interface SecurityQuantityTrade

Returns:

the value of the property

toBuilder

public FixedCouponBondTrade.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, 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