com.opengamma.strata.product.fx

Class ResolvedFxNdf

java.lang.Object

com.opengamma.strata.product.fx.ResolvedFxNdf

All Implemented Interfaces:

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

public final class ResolvedFxNdf
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable

A Non-Deliverable Forward (NDF), resolved for pricing.

This is the resolved form of FxNdf and is an input to the pricers. Applications will typically create a ResolvedFxNdf from a FxNdf using FxNdf.resolve(ReferenceData).

A ResolvedFxNdf 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 and Description
static class	ResolvedFxNdf.Builder The bean-builder for ResolvedFxNdf.
static class	ResolvedFxNdf.Meta The meta-bean for ResolvedFxNdf.

Method Summary

Modifier and Type	Method and Description
static ResolvedFxNdf.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
FxRate	getAgreedFxRate() Gets the FX rate agreed for the value date at the inception of the trade.
FxIndex	getIndex() Gets the FX index.
Currency	getNonDeliverableCurrency() Gets the non-deliverable currency.
FxIndexObservation	getObservation() Gets the FX index observation.
LocalDate	getPaymentDate() Gets the date that the forward settles.
Currency	getSettlementCurrency() Gets the settlement currency.
CurrencyAmount	getSettlementCurrencyNotional() Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
double	getSettlementNotional() Gets the settlement notional.
int	hashCode()
static ResolvedFxNdf.Meta	meta() The meta-bean for ResolvedFxNdf.
ResolvedFxNdf.Meta	metaBean()
ResolvedFxNdf.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

getIndex

public FxIndex getIndex()

Gets the FX index.

Returns:

the FX index

getSettlementCurrency

public Currency getSettlementCurrency()

Gets the settlement currency.

Returns:

the currency that is to be settled

getSettlementNotional

public double getSettlementNotional()

Gets the settlement notional.

Returns the signed notional amount that is to be settled in the settlement currency.

Returns:

the notional

getNonDeliverableCurrency

public Currency getNonDeliverableCurrency()

Gets the non-deliverable currency.

Returns the currency that is not the settlement currency.

Returns:

the currency that is not to be settled

meta

public static ResolvedFxNdf.Meta meta()

The meta-bean for ResolvedFxNdf.

Returns:

the meta-bean, not null

builder

public static ResolvedFxNdf.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedFxNdf.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSettlementCurrencyNotional

public CurrencyAmount getSettlementCurrencyNotional()

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

The amount is signed. A positive amount indicates the payment is to be received. A negative amount indicates the payment is to be paid.

This must be specified in one of the two currencies of the forward.

Returns:

the value of the property, not null

getAgreedFxRate

public FxRate getAgreedFxRate()

Gets the FX rate agreed for the value date at the inception of the trade.

The settlement amount is based on the difference between this rate and the rate observed on the fixing date using the index.

The forward is between the two currencies defined by the rate.

Returns:

the value of the property, not null

getObservation

public FxIndexObservation getObservation()

Gets the FX index observation.

This defines the observation of the index used to settle the trade. The value of the trade is based on the difference between the actual rate and the agreed rate.

An FX index is a daily rate of exchange between two currencies. Note that the order of the currencies in the index does not matter, as the conversion direction is fully defined by the currency of the reference amount.

Returns:

the value of the property, not null

getPaymentDate

public LocalDate getPaymentDate()

Gets the date that the forward settles.

On this date, the settlement amount will be exchanged. This date should be a valid business day.

Returns:

the value of the property, not null

toBuilder

public ResolvedFxNdf.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