Class ResolvedBondFutureTrade

  • All Implemented Interfaces:
    ResolvedTrade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class ResolvedBondFutureTrade
    extends Object
    implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
    A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

    This is the resolved form of BondFutureTrade and is the primary input to the pricers. Applications will typically create a ResolvedBondFutureTrade from a BondFutureTrade using BondFutureTrade.resolve(ReferenceData).

    A ResolvedBondFutureTrade 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 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.
    See Also:
    Serialized Form
    • Method Detail

      • builder

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

        public PortfolioItemInfo getInfo()
        Gets the additional information, defaulted to an empty instance.

        This allows additional information to be attached.

        Specified by:
        getInfo in interface ResolvedTrade
        Returns:
        the value of the property, not null
      • getProduct

        public ResolvedBondFuture getProduct()
        Gets the future that was traded.

        The product captures the contracted financial details of the trade.

        Specified by:
        getProduct in interface ResolvedTrade
        Returns:
        the value of the property, not null
      • 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
      • 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 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.

        Returns:
        the optional value of the property, not null
      • toBuilder

        public ResolvedBondFutureTrade.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