Package biz.onixs.cme.stp.handler

Class ReportInstrument

  • public class ReportInstrument
extends Object
    Information about reported instrument.

    • Constructor Detail

      • ReportInstrument

        public ReportInstrument()
        Default constructor.

    • Method Detail

      • getSymbol

        public final String getSymbol()
        Returns:
        symbol for a CME Contract, e.g. CLX05.

      • setSymbol

        public final void setSymbol​(String value)
        Parameters:
        value - symbol for a CME Contract, e.g. CLX05.

      • getFXCurrencySymbol

        public final String getFXCurrencySymbol()
        Returns:
        currency pair in CCY1/CCY2 format.

      • setFXCurrencySymbol

        public final void setFXCurrencySymbol​(String value)
        Parameters:
        value - currency pair in CCY1/CCY2 format.

      • getSecurityID

        public final String getSecurityID()
        Returns:
        symbol for CME Product, e.g. CL (2 Characters).

      • setSecurityID

        public final void setSecurityID​(String value)
        Parameters:
        value - symbol for CME Product, e.g. CL (2 Characters).

      • getSourceOfTheProductCode

        public final SecurityIDSource getSourceOfTheProductCode()
        Returns:
        the source of the Security ID. If it is not specified, the default of Clearing is used.

      • setSourceOfTheProductCode

        public final void setSourceOfTheProductCode​(SecurityIDSource value)
        Parameters:
        value - the source of the Security ID. If it is not specified, the default of Clearing is used.

      • getCfiCode

        public final String getCfiCode()
        Gets the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461).

        Supported Values:

        • FXXXX = Future
        • OPXXXX = Option, Put
        • OCXXXX = Option, Call
        Returns:
        the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461).

      • setCfiCode

        public final void setCfiCode​(String value)
        Sets the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461).

        Supported Values:

        • FXXXX = Future
        • OPXXXX = Option, Put
        • OCXXXX = Option, Call
        Parameters:
        value - the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461).

      • getUpiCode

        public final String getUpiCode()
        Returns:
        Uniquely identifies the product of a security using the ISO 4914 standard

      • setUpiCode

        public final void setUpiCode​(String value)
        Parameters:
        value - Uniquely identifies the product of a security using the ISO 4914 standard

      • getSecurityType

        public final SecurityType getSecurityType()
        Returns:
        type of security.

      • setSecurityType

        public final void setSecurityType​(SecurityType value)
        Parameters:
        value - type of security.

      • getSecuritySubtype

        public final String getSecuritySubtype()
        Returns:
        NYMEX Division Trade Type. See "Appendix C" for NYMEX Trade Type supported values. As of Trade Date 9/14/09, this element will represent CME Strategy Code.

      • setSecuritySubtype

        public final void setSecuritySubtype​(String value)
        Parameters:
        value - NYMEX Division Trade Type. See "Appendix C" for NYMEX Trade Type supported values. As of Trade Date 9/14/09, this element will represent CME Strategy Code.

      • getCurrency

        public final String getCurrency()
        Returns:
        3 character ISO code of the dealing currency, currently trading only in base currency is supported.

      • setCurrency

        public final void setCurrency​(String value)
        Parameters:
        value - 3 character ISO code of the dealing currency, currently trading only in base currency is supported.

      • getMaturityMonthYear

        public final String getMaturityMonthYear()
        Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w1) for week
        Returns:
        Month and Year of the maturity (used for standardized futures and options).

      • setMaturityMonthYear

        public final void setMaturityMonthYear​(String value)
        Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w1) for week
        Parameters:
        value - Month and Year of the maturity (used for standardized futures and options).

      • getMaturityDate

        public final LocalDate getMaturityDate()
        Returns:
        the date of maturity or the settlement date of a CDS contract.

      • setMaturityDate

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

      • getNextCouponDate

        public final LocalDate getNextCouponDate()
        Returns:
        the value to indicate the next date on which Coupon Premium is due. Primarily used for CDS instruments.

      • setNextCouponDate

        public final void setNextCouponDate​(LocalDate value)
        Parameters:
        value - the value to indicate the next date on which Coupon Premium is due. Primarily used for CDS instruments.

      • getRestructuringType

        public final RestructuringType getRestructuringType()
        A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.

        Supported Values:

        • FR - Full Restructuring
        • MM - Modified Mod Restructuring
        • MM14 - Modified Mod Restructuring 2014
        • MR - Modified Restructuring
        • XR - No Restructuring specified
        • XR14 - No Restructuring specified 2014
        Returns:
        A category of CDS credit event in which the underlying bond experiences a restructuring.

      • setRestructuringType

        public void setRestructuringType​(RestructuringType value)
        A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.

        Supported Values:

        • FR - Full Restructuring
        • MM - Modified Mod Restructuring
        • MM14 - Modified Mod Restructuring 2014
        • MR - Modified Restructuring
        • XR - No Restructuring specified
        • XR14 - No Restructuring specified 2014
        Parameters:
        value - A category of CDS credit event in which the underlying bond experiences a restructuring.

      • getStrikePrice

        public final ScaledDecimal getStrikePrice()
        Returns:
        the Strike Price for an Option.

      • setStrikePrice

        public final void setStrikePrice​(ScaledDecimal value)
        Parameters:
        value - the Strike Price for an Option.

      • getStrikeMultiplier

        public ScaledDecimal getStrikeMultiplier()
        Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
        Returns:
        Multiplier applied to the strike price for the purpose of calculating the settlement value

      • setStrikeMultiplier

        public void setStrikeMultiplier​(ScaledDecimal value)
        Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
        Parameters:
        value - Multiplier applied to the strike price for the purpose of calculating the settlement value.

      • getStrikeIndex

        public String getStrikeIndex()
        Returns:
        the index used to calculate the strike price.

      • setStrikeIndex

        public void setStrikeIndex​(String value)
        Parameters:
        value - the index used to calculate the strike price.

      • getStrikeIndexLocation

        public String getStrikeIndexLocation()
        Returns:
        Strike Index Location.

      • setStrikeIndexLocation

        public void setStrikeIndexLocation​(String value)
        Parameters:
        value - Strike Index Location.

      • getUnderlyingPriceDeterminationMethod

        public UnderlyingPriceDeterminationMethod getUnderlyingPriceDeterminationMethod()
        Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
        Returns:
        how the underlying price is determined at the point of option exercise.

      • setUnderlyingPriceDeterminationMethod

        public void setUnderlyingPriceDeterminationMethod​(UnderlyingPriceDeterminationMethod value)
        Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
        Parameters:
        value - how the underlying price is determined at the point of option exercise.

      • getPriceMultiplier

        public final ScaledDecimal getPriceMultiplier()
        Returns:
        the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 100, 1000, etc).

      • setPriceMultiplier

        public final void setPriceMultiplier​(ScaledDecimal value)
        Parameters:
        value - the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 100, 1000, etc).

      • getUnitOfMeasure

        public final UnitOfMeasure getUnitOfMeasure()
        Returns:
        physical unit of measure for Derivative products.

        NOTE: Additional values may be used by mutual agreement of the counterparties.

      • setUnitOfMeasure

        public final void setUnitOfMeasure​(UnitOfMeasure value)
        Parameters:
        value - physical unit of measure for Derivative products.

        NOTE: Additional values may be used by mutual agreement of the counterparties.

      • getUnitOfMeasureCurrency

        public final String getUnitOfMeasureCurrency()
        Returns:
        the currency of the unit of measure. Conditionally required when UnitOfMeasure = Amount of currency.

      • setUnitOfMeasureCurrency

        public final void setUnitOfMeasureCurrency​(String value)
        Parameters:
        value - the currency of the unit of measure. Conditionally required when UnitOfMeasure = Amount of currency.

      • getUnitOfMeasureQuantity

        public ScaledDecimal getUnitOfMeasureQuantity()
        Returns:
        Contract's defined quantity, used to calculate total traded notional quantity.

      • setUnitOfMeasureQuantity

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

      • getPriceUnitofMeasure

        public UnitOfMeasure getPriceUnitofMeasure()
        Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.
        Returns:
        the UOM of the price

      • setPriceUnitofMeasure

        public void setPriceUnitofMeasure​(UnitOfMeasure value)
        Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.
        Parameters:
        value - the UOM of the price

      • getPriceUnitOfMeasureCurrency

        public final String getPriceUnitOfMeasureCurrency()
        Gets 3 character ISO code of the base currency. Conditionally required when PriceUnitOfMeasure = Ccy.
        Returns:
        3 character ISO code of the base currency

      • setPriceUnitOfMeasureCurrency

        public final void setPriceUnitOfMeasureCurrency​(String value)
        Sets 3 character ISO code of the base currency. Conditionally required when PriceUnitOfMeasure = Ccy.
        Parameters:
        value - 3 character ISO code of the base currency

      • getSettlementMethod

        public SettlementMethod getSettlementMethod()
        Returns:
        Settlement method for a contract.

      • setSettlementMethod

        public void setSettlementMethod​(SettlementMethod value)
        Parameters:
        value - Settlement method for a contract.

      • getExerciseStyle

        public ExerciseStyle getExerciseStyle()
        Returns:
        Type of exercise of a derivatives' security.

      • setExerciseStyle

        public void setExerciseStyle​(ExerciseStyle value)
        Parameters:
        value - Type of exercise of a derivatives' security.

      • getPutOrCall

        public final PutOrCall getPutOrCall()
        Returns:
        whether an option contract is a put or call.

      • setPutOrCall

        public final void setPutOrCall​(PutOrCall value)
        Parameters:
        value - whether an option contract is a put or call.

      • getSecurityExchange

        public final String getSecurityExchange()
        Returns:
        Security Exchange.

      • setSecurityExchange

        public final void setSecurityExchange​(String value)
        Parameters:
        value - Security Exchange.

      • getSecurityDescription

        public final String getSecurityDescription()
        Returns:
        long description/name for a product.

      • setSecurityDescription

        public final void setSecurityDescription​(String value)
        Parameters:
        value - long description/name for a product.

      • getPriceQuoteCurrency

        public final String getPriceQuoteCurrency()
        Returns:
        the currency in which the price is quoted.

      • setPriceQuoteCurrency

        public final void setPriceQuoteCurrency​(String value)
        Parameters:
        value - the currency in which the price is quoted.

      • getGuid

        public String getGuid()
        Returns:
        Globally unique identifier.

      • setGuid

        public void setGuid​(String value)
        Parameters:
        value - Globally unique identifier.

      • getProduct

        public final Product getProduct()
        Returns:
        the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

      • setProduct

        public final void setProduct​(Product value)
        Parameters:
        value - the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

      • getSecurityXML

        public final String getSecurityXML()
        Returns:
        Security XML.

      • setSecurityXML

        public final void setSecurityXML​(String value)
        Parameters:
        value - security XML.

      • getEvents

        public final ArrayList<Event> getEvents()
        Returns:
        information about instrument events reported.

      • getOptionExercise

        public OptionExercise getOptionExercise()
        Returns:
        Information about option exercise.