Package com.opengamma.strata.product.bond

Class ResolvedCapitalIndexedBondSettlement

java.lang.Object

com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedCapitalIndexedBondSettlement
extends Object
implements org.joda.beans.ImmutableBean, Serializable

The settlement details of a capital indexed bond trade.

When a trade in a capital indexed bond occurs there is an agreed settlement process. This class captures details of that process for the purpose of pricing.

Once the trade has settled, end of day processing typically aggregates the trades into positions. As a position combines multiple trades at different prices, the information in this class does not apply.

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

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
BondPaymentPeriod	getPayment()	Gets the payment of the settlement.
double	getPrice()	Gets the clean price at which the bond was traded.
LocalDate	getSettlementDate()	Gets the settlement date.
int	hashCode()
static org.joda.beans.TypedMetaBean<ResolvedCapitalIndexedBondSettlement>	meta()	The meta-bean for ResolvedCapitalIndexedBondSettlement.
org.joda.beans.TypedMetaBean<ResolvedCapitalIndexedBondSettlement>	metaBean()
static ResolvedCapitalIndexedBondSettlement	of(LocalDate settlementDate, double price, BondPaymentPeriod amount)	Obtains an instance from the settlement date, price and amount.
String	toString()

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

Method Detail

of

public static ResolvedCapitalIndexedBondSettlement of(LocalDate settlementDate,
                                                      double price,
                                                      BondPaymentPeriod amount)

Obtains an instance from the settlement date, price and amount.

Parameters:

settlementDate - the settlement date

price - the price at which the trade was agreed

amount - the amount of the settlement

Returns:

the settlement information

meta

public static org.joda.beans.TypedMetaBean<ResolvedCapitalIndexedBondSettlement> meta()

The meta-bean for ResolvedCapitalIndexedBondSettlement.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<ResolvedCapitalIndexedBondSettlement> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSettlementDate

public LocalDate getSettlementDate()

Gets the settlement date.

Returns:

the value of the property, not null

getPrice

public double getPrice()

Gets the clean price at which the bond was traded.

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.

Returns:

the value of the property

getPayment

public BondPaymentPeriod getPayment()

Gets the payment of the settlement.

The payment sign should be compatible with the product notional and trade quantity, thus the payment is negative for positive quantity and positive for negative quantity.

This is effectively a fixed amount payment once the inflation rate is fixed.

Returns:

the value of the property, 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