Package com.opengamma.strata.product.dsf

Class DsfTrade

java.lang.Object

com.opengamma.strata.product.dsf.DsfTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedDsfTrade>, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedDsfTrade>, SecuritizedProductPortfolioItem<Dsf>, SecuritizedProductTrade<Dsf>, SecurityQuantity, SecurityQuantityTrade, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class DsfTrade
extends Object
implements SecuritizedProductTrade<Dsf>, ResolvableTrade<ResolvedDsfTrade>, org.joda.beans.ImmutableBean, Serializable

A trade representing a futures contract based on an interest rate swap.

A trade in an underlying Dsf.

Price

The price of a DSF is based on the present value (NPV) of the underlying swap on the delivery date. For example, a price of 100.182 represents a present value of $100,182.00, if the notional is $100,000. This price can also be viewed as a percentage present value - (100 + percentPv), or 0.182% in this example.

Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static DsfTrade.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.
double	getPrice()	Gets the price that was traded, in decimal form.
Dsf	getProduct()	Gets the future that was traded.
double	getQuantity()	Gets the quantity that was traded.
int	hashCode()
static DsfTrade.Meta	meta()	The meta-bean for DsfTrade.
DsfTrade.Meta	metaBean()
ResolvedDsfTrade	resolve(ReferenceData refData)	Resolves this trade using the specified reference data.
PortfolioItemSummary	summarize()	Summarizes the portfolio item.
DsfTrade.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
DsfTrade	withInfo(PortfolioItemInfo info)	Returns an instance with the specified info.
DsfTrade	withPrice(double price)	Returns an instance with the specified price.
DsfTrade	withQuantity(double quantity)	Returns an instance with the specified quantity.

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

Methods inherited from interface com.opengamma.strata.product.PortfolioItem

getId

Methods inherited from interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

getCurrency, getSecurityId

Method Detail

withInfo

public DsfTrade withInfo(PortfolioItemInfo info)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface ProductTrade

Specified by:

withInfo in interface ResolvableTrade<ResolvedDsfTrade>

Specified by:

withInfo in interface SecuritizedProductTrade<Dsf>

Specified by:

withInfo in interface SecurityQuantityTrade

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

withQuantity

public DsfTrade withQuantity(double quantity)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified quantity.

Specified by:

withQuantity in interface SecuritizedProductPortfolioItem<Dsf>

Specified by:

withQuantity in interface SecuritizedProductTrade<Dsf>

Specified by:

withQuantity in interface SecurityQuantityTrade

Parameters:

quantity - the new quantity

Returns:

the instance with the specified quantity

withPrice

public DsfTrade withPrice(double price)

Description copied from interface: SecuritizedProductTrade

Returns an instance with the specified price.

Specified by:

withPrice in interface SecuritizedProductTrade<Dsf>

Specified by:

withPrice in interface SecurityQuantityTrade

Parameters:

price - the new price

Returns:

the instance with the specified price

summarize

public PortfolioItemSummary summarize()

Description copied from interface: PortfolioItem

Summarizes the portfolio item.

This provides a summary, including a human readable description.

Specified by:

summarize in interface PortfolioItem

Specified by:

summarize in interface Trade

Returns:

the summary of the item

resolve

public ResolvedDsfTrade resolve(ReferenceData refData)

Description copied from interface: ResolvableTrade

Resolves this trade using the specified reference data.

This converts this trade to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resulting ResolvedTrade is optimized for pricing.

Resolved objects may be 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.

Specified by:

resolve in interface Resolvable<ResolvedDsfTrade>

Specified by:

resolve in interface ResolvableTrade<ResolvedDsfTrade>

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved trade

meta

public static DsfTrade.Meta meta()

The meta-bean for DsfTrade.

Returns:

the meta-bean, not null

builder

public static DsfTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public DsfTrade.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. The trade date is required when calling resolve(ReferenceData).

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the value of the property, not null

getProduct

public Dsf getProduct()

Gets the future that was traded.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface ProductTrade

Specified by:

getProduct in interface SecuritizedProductPortfolioItem<Dsf>

Returns:

the value of the property, not null

getQuantity

public double getQuantity()

Gets the quantity that was traded.

This is the number of contracts that were traded. This will be positive if buying and negative if selling.

Specified by:

getQuantity in interface SecurityQuantity

Returns:

the value of the property

getPrice

public double getPrice()

Gets the price that was traded, in decimal form.

This is the price agreed when the trade occurred.

Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.

Specified by:

getPrice in interface SecurityQuantityTrade

Returns:

the value of the property

toBuilder

public DsfTrade.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