Package com.opengamma.strata.product.swaption

Class ResolvedSwaptionTrade

java.lang.Object

com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

All Implemented Interfaces:

ResolvedTrade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedSwaptionTrade
extends Object
implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable

A trade in a swaption, resolved for pricing.

This is the resolved form of SwaptionTrade and is the primary input to the pricers. Applications will typically create a ResolvedSwaptionTrade from a SwaptionTrade using SwaptionTrade.resolve(ReferenceData).

A ResolvedSwaptionTrade 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	ResolvedSwaptionTrade.Builder	The bean-builder for ResolvedSwaptionTrade.
static class	ResolvedSwaptionTrade.Meta	The meta-bean for ResolvedSwaptionTrade.

Method Summary

Modifier and Type	Method	Description
static ResolvedSwaptionTrade.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.
Payment	getPremium()	Gets the premium of the swaption.
ResolvedSwaption	getProduct()	Gets the resolved Swaption product.
int	hashCode()
static ResolvedSwaptionTrade.Meta	meta()	The meta-bean for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta	metaBean()
static ResolvedSwaptionTrade	of(TradeInfo info, ResolvedSwaption product, Payment premium)	Obtains an instance of a resolved Swaption trade.
ResolvedSwaptionTrade.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

of

public static ResolvedSwaptionTrade of(TradeInfo info,
                                       ResolvedSwaption product,
                                       Payment premium)

Obtains an instance of a resolved Swaption trade.

Parameters:

info - the trade info

product - the product

premium - the premium

Returns:

the resolved trade

meta

public static ResolvedSwaptionTrade.Meta meta()

The meta-bean for ResolvedSwaptionTrade.

Returns:

the meta-bean, not null

builder

public static ResolvedSwaptionTrade.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedSwaptionTrade.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 ResolvedSwaption getProduct()

Gets the resolved Swaption 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

getPremium

public Payment getPremium()

Gets the premium of the swaption.

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 ResolvedSwaptionTrade.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