Class ResolvedBondFutureOptionTrade
- java.lang.Object
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- com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
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- All Implemented Interfaces:
ResolvedTrade
,Serializable
,org.joda.beans.Bean
,org.joda.beans.ImmutableBean
public final class ResolvedBondFutureOptionTrade extends Object implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.This is the resolved form of
BondFutureOptionTrade
and is the primary input to the pricers. Applications will typically create aResolvedBondFutureOptionTrade
from aBondFutureOptionTrade
usingBondFutureOptionTrade.resolve(ReferenceData)
.A
ResolvedBondFutureOptionTrade
is 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.Price
Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing ofBondFuture
.- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ResolvedBondFutureOptionTrade.Builder
The bean-builder forResolvedBondFutureOptionTrade
.static class
ResolvedBondFutureOptionTrade.Meta
The meta-bean forResolvedBondFutureOptionTrade
.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResolvedBondFutureOptionTrade.Builder
builder()
Returns a builder used to create an instance of the bean.boolean
equals(Object obj)
PortfolioItemInfo
getInfo()
Gets the additional information, defaulted to an empty instance.ResolvedBondFutureOption
getProduct()
Gets the option that was traded.double
getQuantity()
Gets the quantity that was traded.Optional<TradedPrice>
getTradedPrice()
Gets the price that was traded, together with the trade date, optional.int
hashCode()
static ResolvedBondFutureOptionTrade.Meta
meta()
The meta-bean forResolvedBondFutureOptionTrade
.ResolvedBondFutureOptionTrade.Meta
metaBean()
ResolvedBondFutureOptionTrade.Builder
toBuilder()
Returns a builder that allows this bean to be mutated.String
toString()
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Method Detail
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meta
public static ResolvedBondFutureOptionTrade.Meta meta()
The meta-bean forResolvedBondFutureOptionTrade
.- Returns:
- the meta-bean, not null
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builder
public static ResolvedBondFutureOptionTrade.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
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metaBean
public ResolvedBondFutureOptionTrade.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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getInfo
public PortfolioItemInfo getInfo()
Gets the additional information, defaulted to an empty instance.This allows additional information to be attached.
- Specified by:
getInfo
in interfaceResolvedTrade
- Returns:
- the value of the property, not null
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getProduct
public ResolvedBondFutureOption getProduct()
Gets the option that was traded.The product captures the contracted financial details of the trade.
- Specified by:
getProduct
in interfaceResolvedTrade
- Returns:
- the value of the property, not null
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getQuantity
public double getQuantity()
Gets the quantity that was traded.This is the number of contracts that were traded. This will be positive if buying and negative if selling.
- Returns:
- the value of the property
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getTradedPrice
public Optional<TradedPrice> getTradedPrice()
Gets the price that was traded, together with the trade date, optional.This is the price agreed when the trade occurred, in decimal form. Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing of
BondFuture
.This is optional to allow the class to be used to price both trades and positions. When the instance represents a trade, the traded price should be present. When the instance represents a position, the traded price should be empty.
- Returns:
- the optional value of the property, not null
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toBuilder
public ResolvedBondFutureOptionTrade.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
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