Package com.opengamma.strata.product.fxopt

Class FxSingleBarrierOptionTrade

java.lang.Object

com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

All Implemented Interfaces:

CalculationTarget, Resolvable<ResolvedFxSingleBarrierOptionTrade>, FxOptionTrade, FxTrade, PortfolioItem, ProductTrade, ResolvableTrade<ResolvedFxSingleBarrierOptionTrade>, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxSingleBarrierOptionTrade
extends Object
implements FxOptionTrade, ResolvableTrade<ResolvedFxSingleBarrierOptionTrade>, org.joda.beans.ImmutableBean, Serializable

A trade in an FX single barrier option.

An Over-The-Counter (OTC) trade in an FxSingleBarrierOption.

An FX option is a financial instrument that provides an option to exchange two currencies at a specified future time only when barrier event occurs (knock-in option) or does not occur (knock-out option).

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static FxSingleBarrierOptionTrade.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.
AdjustablePayment	getPremium()	Gets the premium of the FX option.
FxSingleBarrierOption	getProduct()	Gets the FX option product that was agreed when the trade occurred.
int	hashCode()
static FxSingleBarrierOptionTrade.Meta	meta()	The meta-bean for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTrade.Meta	metaBean()
ResolvedFxSingleBarrierOptionTrade	resolve(ReferenceData refData)	Resolves this trade using the specified reference data.
PortfolioItemSummary	summarize()	Summarizes the portfolio item.
FxSingleBarrierOptionTrade.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
FxSingleBarrierOptionTrade	withInfo(PortfolioItemInfo 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.PortfolioItem

getId

Method Detail

withInfo

public FxSingleBarrierOptionTrade withInfo(PortfolioItemInfo info)

Description copied from interface: ProductTrade

Returns an instance with the specified info.

Specified by:

withInfo in interface FxTrade

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface ProductTrade

Specified by:

withInfo in interface ResolvableTrade<ResolvedFxSingleBarrierOptionTrade>

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

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 ResolvedFxSingleBarrierOptionTrade 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<ResolvedFxSingleBarrierOptionTrade>

Specified by:

resolve in interface ResolvableTrade<ResolvedFxSingleBarrierOptionTrade>

Parameters:

refData - the reference data to use when resolving

Returns:

the resolved trade

meta

public static FxSingleBarrierOptionTrade.Meta meta()

The meta-bean for FxSingleBarrierOptionTrade.

Returns:

the meta-bean, not null

builder

public static FxSingleBarrierOptionTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public FxSingleBarrierOptionTrade.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 PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the value of the property, not null

getProduct

public FxSingleBarrierOption getProduct()

Gets the FX option product that was agreed when the trade occurred.

The product captures the contracted financial details of the trade.

Specified by:

getProduct in interface FxOptionTrade

Specified by:

getProduct in interface FxTrade

Specified by:

getProduct in interface ProductTrade

Returns:

the value of the property, not null

getPremium

public AdjustablePayment getPremium()

Gets the premium of the FX option.

The premium sign should be compatible with the product Long/Short flag. This means that the premium is negative for long and positive for short.

Returns:

the value of the property, not null

toBuilder

public FxSingleBarrierOptionTrade.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