Class ResolvedCdsTrade

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

    public final class ResolvedCdsTrade
    extends Object
    implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
    A trade in a single-name credit default swap (CDS), resolved for pricing.

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

    A ResolvedCdsTrade 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

      • meta

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

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

        public ResolvedCdsTrade.Meta metaBean()
        Specified by:
        metaBean in interface org.joda.beans.Bean
      • 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 ResolvedCds getProduct()
        Gets the resolved CDS 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.

        Some CDSs, especially legacy products, are traded at par and the upfront fee is not paid.

        the optional value of the property, not null
      • toBuilder

        public ResolvedCdsTrade.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