Class ResolvedOvernightFutureTrade.Builder

    • Method Detail

      • info

        public ResolvedOvernightFutureTrade.Builder info​(PortfolioItemInfo info)
        Sets the additional information, defaulted to an empty instance.

        This allows additional information to be attached.

        Parameters:
        info - the new value, not null
        Returns:
        this, for chaining, not null
      • quantity

        public ResolvedOvernightFutureTrade.Builder quantity​(double quantity)
        Sets the quantity that was traded.

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

        Parameters:
        quantity - the new value
        Returns:
        this, for chaining, not null
      • tradedPrice

        public ResolvedOvernightFutureTrade.Builder tradedPrice​(TradedPrice tradedPrice)
        Sets the price that was traded, together with the trade date, optional.

        This is the price agreed when the trade occurred, in decimal form. Strata uses decimal prices for Overnight rate futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

        This is optional to allow the class to be used to price both trades and positions. When the instance represents a trade, the traded price should be present. When the instance represents a position, the traded price should be empty.

        Parameters:
        tradedPrice - the new value
        Returns:
        this, for chaining, not null