com.opengamma.strata.product.etd.EtdPosition Maven / Gradle / Ivy
Show all versions of strata-product Show documentation
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.etd;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.product.PortfolioItemInfo;
import com.opengamma.strata.product.Position;
import com.opengamma.strata.product.SecurityId;
/**
* A position in an ETD, where the security is embedded ready for mark-to-market pricing.
*
* This represents a position in an ETD, defined by long and short quantity.
* The ETD security is embedded directly.
*
* The net quantity of the position is stored using two fields - {@code longQuantity} and {@code shortQuantity}.
* These two fields must not be negative.
* In many cases, only a long quantity or short quantity will be present with the other set to zero.
* However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.
* The net quantity is available via {@link #getQuantity()}.
*/
public interface EtdPosition
extends Position {
/**
* Gets the currency of the position.
*
* This is the currency of the security.
*
* @return the trading currency
*/
public default Currency getCurrency() {
return getSecurity().getCurrency();
}
/**
* Gets the underlying ETD security.
*
* @return the ETD security
*/
public abstract EtdSecurity getSecurity();
/**
* Gets the type of the contract - future or option.
*
* @return the type, future or option
*/
public default EtdType getType() {
return getSecurity().getType();
}
//-----------------------------------------------------------------------
/**
* Gets the security identifier.
*
* This identifier uniquely identifies the security within the system.
*
* @return the security identifier
*/
@Override
public default SecurityId getSecurityId() {
return getSecurity().getSecurityId();
}
/**
* Gets the net quantity of the security.
*
* This returns the net quantity of the underlying security.
* The result is positive if the net position is long and negative
* if the net position is short.
*
* This is calculated by subtracting the short quantity from the long quantity.
*
* @return the net quantity of the underlying security
*/
@Override
public abstract double getQuantity();
/**
* Gets the long quantity of the security.
*
* This is the quantity of the underlying security that is held.
* The quantity cannot be negative, as that would imply short selling.
*
* @return the long quantity
*/
public abstract double getLongQuantity();
/**
* Gets the short quantity of the security.
*
* This is the quantity of the underlying security that has been short sold.
* The quantity cannot be negative, as that would imply the position is long.
*
* @return the short quantity
*/
public abstract double getShortQuantity();
//-------------------------------------------------------------------------
/**
* Returns an instance with the specified info.
*
* @param info the new info
* @return the instance with the specified info
*/
@Override
public abstract EtdPosition withInfo(PortfolioItemInfo info);
/**
* Returns an instance with the specified net quantity.
*
* @param quantity the new net quantity
* @return the instance with the specified net quantity
*/
@Override
public abstract EtdPosition withQuantity(double quantity);
/**
* Returns an instance with the specified quantities.
*
* @param longQuantity the new long quantity
* @param shortQuantity the new short quantity
* @return the instance with the specified quantities
*/
public default EtdPosition withQuantities(double longQuantity, double shortQuantity) {
return withQuantity(longQuantity - shortQuantity);
}
}