Class ResolvedCdsIndexTrade

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

    public final class ResolvedCdsIndexTrade
    extends Object
    implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
    A trade in a CDS index, resolved for pricing.

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

    A ResolvedCdsIndexTrade 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.

    See Also:
    Serialized Form
    • Method Detail

      • toSingleNameCds

        public ResolvedCdsTrade toSingleNameCds()
        Reduce this instance to ResolvedCdsTrade.

        The resultant object is used for pricing CDS index trades under the homogeneous pool assumption on constituent credit curves.

        the CDS trade
      • meta

        public static ResolvedCdsIndexTrade.Meta meta()
        The meta-bean for ResolvedCdsIndexTrade.
        the meta-bean, not null
      • builder

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

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

        This allows additional information to be attached to the trade.

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

        public ResolvedCdsIndex getProduct()
        Gets the resolved CDS index product.

        The product captures the contracted financial details of the trade.

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

        public Optional<Payment> getUpfrontFee()
        Gets the upfront fee of the product.

        This specifies a single amount payable by the buyer to the seller Thus the sign must be compatible with the product Pay/Receive flag.

        the optional value of the property, not null
      • toBuilder

        public ResolvedCdsIndexTrade.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        the mutable builder, not null
      • hashCode

        public int hashCode()
        hashCode in class Object