Class SwaptionTrade

    • Method Detail

      • of

        public static SwaptionTrade of​(TradeInfo info,
                                       Swaption product,
                                       Payment premium)
        Obtains an instance of a Swaption trade with a fixed payment.
        Parameters:
        info - the trade info
        product - the product
        premium - the premium
        Returns:
        the trade
      • of

        public static SwaptionTrade of​(TradeInfo info,
                                       Swaption product,
                                       AdjustablePayment premium)
        Obtains an instance of a Swaption trade with an adjustable payment.
        Parameters:
        info - the trade info
        product - the product
        premium - the premium
        Returns:
        the trade
      • resolve

        public ResolvedSwaptionTrade 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<ResolvedSwaptionTrade>
        Specified by:
        resolve in interface ResolvableTrade<ResolvedSwaptionTrade>
        Parameters:
        refData - the reference data to use when resolving
        Returns:
        the resolved trade
      • meta

        public static SwaptionTrade.Meta meta()
        The meta-bean for SwaptionTrade.
        Returns:
        the meta-bean, not null
      • builder

        public static SwaptionTrade.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • metaBean

        public SwaptionTrade.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 Swaption getProduct()
        Gets the swaption product that was agreed when the trade occurred.

        The product captures the contracted financial details of the trade.

        Specified by:
        getProduct in interface ProductTrade
        Returns:
        the value of the property, not null
      • getPremium

        public AdjustablePayment 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 SwaptionTrade.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object