com.opengamma.strata.product.etd.EtdSecurity.java Source code

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Here is the source code for com.opengamma.strata.product.etd.EtdSecurity.java

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/*
 * 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 java.time.YearMonth;

import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.product.SecuritizedProduct;
import com.opengamma.strata.product.Security;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;

/**
 * An instrument representing an exchange traded derivative (ETD).
 */
public interface EtdSecurity extends Security, SecuritizedProduct {

    @Override
    public default SecurityId getSecurityId() {
        return Security.super.getSecurityId();
    }

    @Override
    public default Currency getCurrency() {
        return Security.super.getCurrency();
    }

    @Override
    public default ImmutableSet<SecurityId> getUnderlyingIds() {
        return ImmutableSet.of();
    }

    //-----------------------------------------------------------------------
    /**
     * Gets the ID of the contract specification from which this security is derived.
     * 
     * @return the ID
     */
    public abstract EtdContractSpecId getContractSpecId();

    /**
     * Gets the type of the contract - future or option.
     * 
     * @return the type, future or option
     */
    public abstract EtdType getType();

    /**
     * Gets the year-month of the expiry.
     * <p>
     * Expiry will occur on a date implied by the variant of the ETD.
     * 
     * @return the year-month
     */
    public abstract YearMonth getExpiry();

    /**
     * Gets the variant of ETD.
     * <p>
     * This captures the variant of the ETD. The most common variant is 'Monthly'.
     * Other variants are 'Weekly', 'Daily' and 'Flex'.
     * <p>
     * When building, this defaults to 'Monthly'.
     * 
     * @return the variant
     */
    public abstract EtdVariant getVariant();

    //-------------------------------------------------------------------------
    @Override
    public abstract EtdSecurity withInfo(SecurityInfo info);

}