com.opengamma.strata.product.Product Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
/**
* The product details of a financial instrument.
*
* A product is a high level abstraction applicable to many different types.
* For example, an Interest Rate Swap is a product, as is a Forward Rate Agreement (FRA).
*
* A product exists independently from a {@link Trade}. It represents the economics of the
* financial instrument regardless of the trade date or counterparties.
*
* Implementations must be immutable and thread-safe beans.
*/
public interface Product {
/**
* Checks if this product is cross-currency.
*
* A cross currency product is defined as one that refers to two or more currencies.
* Any product with direct or indirect FX exposure will be cross-currency.
*
* For example, a fixed/Ibor swap in USD observing USD-LIBOR is not cross currency,
* but one that observes EURIBOR is cross currency.
*
* @return true if cross currency
*/
public default boolean isCrossCurrency() {
return allCurrencies().size() > 1;
}
/**
* Returns the set of currencies that the product pays in.
*
* This returns the complete set of payment currencies.
* This will typically return one or two currencies.
*
* @return the set of payment currencies
*/
public default ImmutableSet allPaymentCurrencies() {
return allCurrencies();
}
/**
* Returns the set of currencies the product refers to.
*
* This returns the complete set of currencies, not just the payment currencies.
* For example, the sets will differ when one of the currencies is non-deliverable.
*
* @return the set of currencies the product refers to
*/
public abstract ImmutableSet allCurrencies();
}