Class ResolvedBondFutureTrade.Builder

    • Method Detail

      • info

        public ResolvedBondFutureTrade.Builder info​(PortfolioItemInfo info)
        Sets the additional information, defaulted to an empty instance.

        This allows additional information to be attached.

        Parameters:
        info - the new value, not null
        Returns:
        this, for chaining, not null
      • product

        public ResolvedBondFutureTrade.Builder product​(ResolvedBondFuture product)
        Sets the future that was traded.

        The product captures the contracted financial details of the trade.

        Parameters:
        product - the new value, not null
        Returns:
        this, for chaining, not null
      • quantity

        public ResolvedBondFutureTrade.Builder quantity​(double quantity)
        Sets the quantity that was traded.

        This is the number of contracts that were traded. This will be positive if buying and negative if selling.

        Parameters:
        quantity - the new value
        Returns:
        this, for chaining, not null
      • tradedPrice

        public ResolvedBondFutureTrade.Builder tradedPrice​(TradedPrice tradedPrice)
        Sets 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 in the trade model, pricers and market data. This is coherent with the pricing of FixedCouponBond. The bond futures delivery is a bond for an amount computed from the bond future price, a conversion factor and the accrued interest.

        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.

        Parameters:
        tradedPrice - the new value
        Returns:
        this, for chaining, not null