Modifier and Type | Method and Description |
---|---|
DsfTrade |
build() |
Object |
get(String propertyName) |
DsfTrade.Builder |
info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
DsfTrade.Builder |
price(double price)
Sets the price that was traded, in decimal form.
|
DsfTrade.Builder |
product(Dsf product)
Sets the future that was traded.
|
DsfTrade.Builder |
quantity(double quantity)
Sets the quantity that was traded.
|
DsfTrade.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
DsfTrade.Builder |
set(String propertyName,
Object newValue) |
String |
toString() |
public DsfTrade.Builder set(String propertyName, Object newValue)
public DsfTrade.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
public DsfTrade build()
public DsfTrade.Builder info(TradeInfo info)
This allows additional information to be attached to the trade.
The trade date is required when calling DsfTrade.resolve(ReferenceData)
.
info
- the new value, not nullpublic DsfTrade.Builder product(Dsf product)
The product captures the contracted financial details of the trade.
product
- the new value, not nullpublic DsfTrade.Builder quantity(double quantity)
This is the number of contracts that were traded. This will be positive if buying and negative if selling.
quantity
- the new valuepublic DsfTrade.Builder price(double price)
This is the price agreed when the trade occurred.
Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.
price
- the new valueCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.