Class ResolvedFixedCouponBondTrade

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

    public final class ResolvedFixedCouponBondTrade
    extends Object
    implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
    A trade in a fixed coupon bond, resolved for pricing.

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

    It is also the resolved form of FixedCouponBondPosition for those cases where a position is held. The position is priced as though the trade is fully settled.

    A ResolvedFixedCouponBondTrade 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.


    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 Detail

      • 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
        the value of the property, not null
      • getProduct

        public ResolvedFixedCouponBond getProduct()
        Gets the resolved fixed coupon bond product.

        The product captures the contracted financial details of the trade.

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

        public double getQuantity()
        Gets the quantity, indicating the number of bond contracts in the trade.

        This will be positive if buying and negative if selling.

        the value of the property
      • getSettlement

        public Optional<ResolvedFixedCouponBondSettlement> getSettlement()
        Gets the settlement details of the bond trade.

        When this class is used to represent a position, this property will be empty.

        the optional value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object