Package com.opengamma.strata.product.etd

Class EtdFutureSecurity

java.lang.Object

com.opengamma.strata.product.etd.EtdFutureSecurity

All Implemented Interfaces:

EtdSecurity, Product, SecuritizedProduct, Security, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class EtdFutureSecurity
extends Object
implements EtdSecurity, org.joda.beans.ImmutableBean, Serializable

An instrument representing an exchange traded derivative (ETD) future.

A security representing a standardized contact between two parties to buy or sell an asset at a future date for an agreed price.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static EtdFutureSecurity.Builder	builder()	Returns a builder used to create an instance of the bean.
EtdFuturePosition	createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)	Creates a position based on this security from a long and short quantity.
EtdFuturePosition	createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)	Creates a position based on this security from a net quantity.
EtdFutureSecurity	createProduct(ReferenceData refData)	Creates the product associated with this security.
EtdFutureTrade	createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData)	Creates a trade based on this security.
boolean	equals(Object obj)
EtdContractSpecId	getContractSpecId()	Gets the ID of the contract specification from which this security is derived.
YearMonth	getExpiry()	Gets the year-month of the expiry.
SecurityInfo	getInfo()	Gets the standard security information.
EtdType	getType()	Gets the type of the contract - future or option.
EtdVariant	getVariant()	Gets the variant of ETD.
int	hashCode()
static EtdFutureSecurity.Meta	meta()	The meta-bean for EtdFutureSecurity.
EtdFutureSecurity.Meta	metaBean()
static EtdFutureSecurity	of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant)	Obtains an instance from a contract specification, expiry year-month and variant.
String	summaryDescription()	Summarizes this ETD future into string form.
EtdFutureSecurity.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
EtdFutureSecurity	withInfo(SecurityInfo info)	Returns an instance with the specified info.

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.etd.EtdSecurity

getCurrency, getSecurityId, getUnderlyingIds

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

allPaymentCurrencies, isCrossCurrency

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

allCurrencies

Method Detail

of

public static EtdFutureSecurity of(EtdContractSpec spec,
                                   YearMonth expiry,
                                   EtdVariant variant)

Obtains an instance from a contract specification, expiry year-month and variant.

The security identifier will be automatically created using EtdIdUtils. The specification must be for a future.

Parameters:

spec - the future contract specification

expiry - the expiry year-month of the future

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

Returns:

a future security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not FUTURE

getType

public EtdType getType()

Description copied from interface: EtdSecurity

Gets the type of the contract - future or option.

Specified by:

getType in interface EtdSecurity

Returns:

the type, future or option

withInfo

public EtdFutureSecurity withInfo(SecurityInfo info)

Description copied from interface: Security

Returns an instance with the specified info.

Specified by:

withInfo in interface EtdSecurity

Specified by:

withInfo in interface Security

Parameters:

info - the new info

Returns:

the instance with the specified info

createProduct

public EtdFutureSecurity createProduct(ReferenceData refData)

Description copied from interface: Security

Creates the product associated with this security.

The product of a security is distinct from the security. The product includes the financial details from this security, but excludes the additional information. The product also includes the products of any underlying securities.

Specified by:

createProduct in interface Security

Parameters:

refData - the reference data used to find underlying securities

Returns:

the product

createTrade

public EtdFutureTrade createTrade(TradeInfo tradeInfo,
                                  double quantity,
                                  double tradePrice,
                                  ReferenceData refData)

Description copied from interface: Security

Creates a trade based on this security.

This creates a trade of a suitable type for this security.

Specified by:

createTrade in interface Security

Parameters:

tradeInfo - the trade information

quantity - the number of contracts in the trade

tradePrice - the price agreed when the trade occurred

refData - the reference data used to find underlying securities

Returns:

the trade

createPosition

public EtdFuturePosition createPosition(PositionInfo positionInfo,
                                        double quantity,
                                        ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a net quantity.

This creates a position of a suitable type for this security.

Specified by:

createPosition in interface Security

Parameters:

positionInfo - the position information

quantity - the number of contracts in the position

refData - the reference data used to find underlying securities

Returns:

the position

createPosition

public EtdFuturePosition createPosition(PositionInfo positionInfo,
                                        double longQuantity,
                                        double shortQuantity,
                                        ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a long and short quantity.

This creates a position of a suitable type for this security.

The long quantity and short quantity must be zero or positive, not negative.

Specified by:

createPosition in interface Security

Parameters:

positionInfo - the position information

longQuantity - the long quantity in the position

shortQuantity - the short quantity in the position

refData - the reference data used to find underlying securities

Returns:

the position

summaryDescription

public String summaryDescription()

Summarizes this ETD future into string form.

Returns:

the summary description

meta

public static EtdFutureSecurity.Meta meta()

The meta-bean for EtdFutureSecurity.

Returns:

the meta-bean, not null

builder

public static EtdFutureSecurity.Builder builder()

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

Returns:

the builder, not null

metaBean

public EtdFutureSecurity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public SecurityInfo getInfo()

Gets the standard security information.

This includes the security identifier.

Specified by:

getInfo in interface Security

Returns:

the value of the property, not null

getContractSpecId

public EtdContractSpecId getContractSpecId()

Gets the ID of the contract specification from which this security is derived.

Specified by:

getContractSpecId in interface EtdSecurity

Returns:

the value of the property, not null

getExpiry

public YearMonth getExpiry()

Gets the year-month of the expiry.

Expiry will occur on a date implied by the variant of the ETD.

Specified by:

getExpiry in interface EtdSecurity

Returns:

the value of the property, not null

getVariant

public EtdVariant getVariant()

Gets the variant of ETD.

This captures the variant of the ETD. The most common variant is 'Monthly'. Other variants are 'Weekly', 'Daily' and 'Flex'.

When building, this defaults to 'Monthly'.

Specified by:

getVariant in interface EtdSecurity

Returns:

the value of the property, not null

toBuilder

public EtdFutureSecurity.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