Package biz.onixs.cme.stp.handler

Class Leg

  • public class Leg
extends Object
    Information about leg.

    • Constructor Detail

      • Leg

        public Leg()

    • Method Detail

      • setLegSymbol

        public void setLegSymbol​(String legSymbol)
        Parameters:
        legSymbol - symbol for a leg, which is a CME contract, e.g. CLX05. Note that Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system.

      • getLegSymbol

        public String getLegSymbol()
        Returns:
        symbol for a leg, which is a CME contract, e.g. CLX05. Note that Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system.

      • getLegProductCode

        public final String getLegProductCode()
        Returns:
        the leg symbol for CME product, e.g. CL.

      • setLegProductCode

        public final void setLegProductCode​(String value)
        Parameters:
        value - Sets the leg symbol for CME product, e.g. CL.

      • setLegSecurityIDSource

        public void setLegSecurityIDSource​(SecurityIDSource legSecurityIDSource)
        Parameters:
        legSecurityIDSource - identifier of the source of the leg's Security ID. If it is not specified, the default of Clearing is used.

      • getLegSecurityIDSource

        public SecurityIDSource getLegSecurityIDSource()
        Returns:
        identifier of the source of the leg's Security ID. If it is not specified, the default of Clearing is used.

      • getLegCFI

        public final String getLegCFI()
        Returns:
        the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

      • setLegCFI

        public final void setLegCFI​(String value)
        Parameters:
        value - the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

      • getLegSecurityType

        public final SecurityType getLegSecurityType()
        Returns:
        a number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.

      • setLegSecurityType

        public final void setLegSecurityType​(SecurityType value)
        Parameters:
        value - a number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.

      • getLegSecuritySubType

        public String getLegSecuritySubType()
        Gets SecuritySubType of the leg instrument.See SecuritySubType (762) field for description.

        Values include:

        • GC - General Collateral
        • GCF - General Collateral Financing
        Returns:
        SecuritySubType of the leg instrument.See SecuritySubType (762) field for description.

      • setLegSecuritySubType

        public void setLegSecuritySubType​(String legSecuritySubType)
        Sets SecuritySubType of the leg instrument.See SecuritySubType (762) field for description.

        Values include:

        • GC - General Collateral
        • GCF - General Collateral Financing
        Parameters:
        legSecuritySubType - SecuritySubType of the leg instrument.See SecuritySubType (762) field for description.

      • getLegMaturity

        public final String getLegMaturity()
        Returns:
        the month and year of maturity of this leg.

      • setLegMaturity

        public final void setLegMaturity​(String value)
        Parameters:
        value - the month and year of maturity of this leg.

      • getLegMaturityDate

        public final LocalDate getLegMaturityDate()
        Returns:
        the date of maturity or the settlement date of a CDS contract for this leg.

      • setLegMaturityDate

        public final void setLegMaturityDate​(LocalDate value)
        Parameters:
        value - the date of maturity or the settlement date of a CDS contract for this leg.

      • setLegStrikePrice

        public void setLegStrikePrice​(ScaledDecimal legStrikePrice)
        Parameters:
        legStrikePrice - strike price for a leg that is an option.

      • getLegStrikePrice

        public ScaledDecimal getLegStrikePrice()
        Returns:
        strike price for a leg that is an option.

      • getLegContractMultiplier

        public final ScaledDecimal getLegContractMultiplier()
        Returns:
        the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels) for this leg.

      • setLegContractMultiplier

        public final void setLegContractMultiplier​(ScaledDecimal value)
        Parameters:
        value - the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels) for this leg.

      • getLegUnitOfMeasure

        public UnitOfMeasure getLegUnitOfMeasure()
        Returns:
        the leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.

      • setLegUnitOfMeasure

        public void setLegUnitOfMeasure​(UnitOfMeasure value)
        Parameters:
        value - The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.

      • getLegUnitOfMeasureQuantity

        public ScaledDecimal getLegUnitOfMeasureQuantity()
        Returns:
        Contract's defined quantity, used to calculate total traded notional quantity per spread leg.

      • setLegUnitOfMeasureQuantity

        public void setLegUnitOfMeasureQuantity​(ScaledDecimal value)
        Parameters:
        value - Contract's defined quantity, used to calculate total traded notional quantity per spread leg.

      • getLegUnitOfMeasureCurrency

        public String getLegUnitOfMeasureCurrency()
        Returns:
        Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.

      • setLegUnitOfMeasureCurrency

        public void setLegUnitOfMeasureCurrency​(String value)
        Parameters:
        value - Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.

      • setLegSecurityExchange

        public void setLegSecurityExchange​(String value)
        Parameters:
        value - the exchange where the leg security is listed.

      • getLegSecurityExchange

        public String getLegSecurityExchange()
        Returns:
        the exchange where the leg security is listed.

      • setLegSecurityLongName

        public void setLegSecurityLongName​(String value)
        Parameters:
        value - long description or name for the leg's product.

      • getLegSecurityLongName

        public String getLegSecurityLongName()
        Returns:
        long description or name for the leg's product.

      • getLegSide

        public final Side getLegSide()
        Returns:
        the legSide of this leg within the spread or strategy.

      • setLegSide

        public final void setLegSide​(Side value)
        Parameters:
        value - the legSide of this leg within the spread or strategy.

      • setLegPutOrCall

        public void setLegPutOrCall​(PutOrCall value)
        Parameters:
        value - indicator whether a leg that is an option contract is a put or call.

      • getLegPutOrCall

        public PutOrCall getLegPutOrCall()
        Returns:
        indicator whether a leg that is an option contract is a put or call.

      • getLegSettlementMethod

        public SettlementMethod getLegSettlementMethod()
        Returns:
        settlement method for a contract. Can be used as an alternative to CFI Code value.

      • setLegSettlementMethod

        public void setLegSettlementMethod​(SettlementMethod value)
        Parameters:
        value - settlement method for a contract. Can be used as an alternative to CFI Code value.

      • getLegInstrumentGuid

        public String getLegInstrumentGuid()
        Returns:
        leg globally unique identifier.

      • setLegInstrumentGuid

        public void setLegInstrumentGuid​(String value)
        Parameters:
        value - leg globally unique identifier.