Package com.opengamma.strata.product.credit

Class ResolvedCdsTrade

java.lang.Object

com.opengamma.strata.product.credit.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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ResolvedCdsTrade.Builder	The bean-builder for ResolvedCdsTrade.
static class	ResolvedCdsTrade.Meta	The meta-bean for ResolvedCdsTrade.

Method Summary

Modifier and Type	Method	Description
static ResolvedCdsTrade.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
TradeInfo	getInfo()	Gets the additional trade information, defaulted to an empty instance.
ResolvedCds	getProduct()	Gets the resolved CDS product.
Optional<Payment>	getUpfrontFee()	Gets the upfront fee of the product.
int	hashCode()
static ResolvedCdsTrade.Meta	meta()	The meta-bean for ResolvedCdsTrade.
ResolvedCdsTrade.Meta	metaBean()
ResolvedCdsTrade.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
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

meta

public static ResolvedCdsTrade.Meta meta()

The meta-bean for ResolvedCdsTrade.

Returns:

the meta-bean, not null

builder

public static ResolvedCdsTrade.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

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

Returns:

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

Returns:

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.

Returns:

the optional value of the property, not null

toBuilder

public ResolvedCdsTrade.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, 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