Class

virtufin.finance.product

PhysicallySettledForwardContract

Related Doc: package product

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case class PhysicallySettledForwardContract[A <: Instrument](assetPosition: Position[A], payment: Cash, settlementDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier) extends ForwardContract with FixedPositionTransfers with PhysicallySettled with Product with Serializable

Exchange at maturity date a asset position with a cash position, i.e. buy an asset at maturity at a pre-determined price.

A

type of the asset

assetPosition

the asset position being bought (when Buy) or sold (when Sell)

payment

the amount being paid (when Buy) or received (when Sell)

settlementDate

date at which settlement occurs

buyerPortfolio

portfolio of the party, which buys the Asset and sells the Cash if the asset position is positive

sellerPortfolio

portfolio of the party, which sells the Asset and buys the Cash if the asset position is positive

Linear Supertypes
Serializable, Serializable, Product, Equals, FixedPositionTransfers, PhysicallySettled, Settling, Transacting, ForwardContract, SingleSettling, Maturing, BilateralContract, Feature, Instrument, Asset, AnyRef, Any
Type Hierarchy Learn more about scaladoc diagrams
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. PhysicallySettledForwardContract
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. FixedPositionTransfers
  7. PhysicallySettled
  8. Settling
  9. Transacting
  10. ForwardContract
  11. SingleSettling
  12. Maturing
  13. BilateralContract
  14. Feature
  15. Instrument
  16. Asset
  17. AnyRef
  18. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new PhysicallySettledForwardContract(assetPosition: Position[A], payment: Cash, settlementDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier)

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    assetPosition

    the asset position being bought (when Buy) or sold (when Sell)

    payment

    the amount being paid (when Buy) or received (when Sell)

    settlementDate

    date at which settlement occurs

    buyerPortfolio

    portfolio of the party, which buys the Asset and sells the Cash if the asset position is positive

    sellerPortfolio

    portfolio of the party, which sells the Asset and buys the Cash if the asset position is positive

Type Members

  1. type TransferredInstrumentType = Instrument

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    Definition Classes
    PhysicallySettledForwardContract → FixedPositionTransfers

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to any2stringadd[PhysicallySettledForwardContract[A]] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (PhysicallySettledForwardContract[A], B)

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to ArrowAssoc[PhysicallySettledForwardContract[A]] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  7. val assetPosition: Position[A]

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    the asset position being bought (when Buy) or sold (when Sell)

  8. val buyerPortfolio: PortfolioIdentifier

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    portfolio of the party, which buys the Asset and sells the Cash if the asset position is positive

    portfolio of the party, which buys the Asset and sells the Cash if the asset position is positive

    Definition Classes
    PhysicallySettledForwardContract → BilateralContract

  9. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  10. def ensuring(cond: (PhysicallySettledForwardContract[A]) ⇒ Boolean, msg: ⇒ Any): PhysicallySettledForwardContract[A]

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to Ensuring[PhysicallySettledForwardContract[A]] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  11. def ensuring(cond: (PhysicallySettledForwardContract[A]) ⇒ Boolean): PhysicallySettledForwardContract[A]

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to Ensuring[PhysicallySettledForwardContract[A]] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  12. def ensuring(cond: Boolean, msg: ⇒ Any): PhysicallySettledForwardContract[A]

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to Ensuring[PhysicallySettledForwardContract[A]] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  13. def ensuring(cond: Boolean): PhysicallySettledForwardContract[A]

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to Ensuring[PhysicallySettledForwardContract[A]] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  14. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  15. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  16. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to StringFormat[PhysicallySettledForwardContract[A]] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

  17. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  18. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  19. def maturityDate: Time

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    Definition Classes
    SingleSettling → Maturing

  20. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  21. final def notify(): Unit

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    Definition Classes
    AnyRef

  22. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  23. val payment: Cash

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    the amount being paid (when Buy) or received (when Sell)

  24. val sellerPortfolio: PortfolioIdentifier

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    portfolio of the party, which sells the Asset and buys the Cash if the asset position is positive

    portfolio of the party, which sells the Asset and buys the Cash if the asset position is positive

    Definition Classes
    PhysicallySettledForwardContract → BilateralContract

  25. val settlementDate: Time

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    date at which settlement occurs

    date at which settlement occurs

    Definition Classes
    PhysicallySettledForwardContract → SingleSettling

  26. lazy val settlementDates: SortedSet[Time]

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    Definition Classes
    PhysicallySettledForwardContract → FixedPositionTransfers → Settling → SingleSettling

  27. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  28. final lazy val transactionDates: SortedSet[Time]

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    Definition Classes
    Settling → Transacting

  29. def transferPositions: Seq[(Time, Transfer[TransferredInstrumentType])]

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    Definition Classes
    PhysicallySettledForwardContract → FixedPositionTransfers

  30. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  31. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  32. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  33. def →[B](y: B): (PhysicallySettledForwardContract[A], B)

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    Implicit information
    This member is added by an implicit conversion from PhysicallySettledForwardContract[A] to ArrowAssoc[PhysicallySettledForwardContract[A]] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from FixedPositionTransfers

Inherited from PhysicallySettled

Inherited from Settling

Inherited from Transacting

Inherited from ForwardContract

Inherited from SingleSettling

Inherited from Maturing

Inherited from BilateralContract

Inherited from Feature

Inherited from Instrument

Inherited from Asset

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from PhysicallySettledForwardContract[A] to any2stringadd[PhysicallySettledForwardContract[A]]

Inherited by implicit conversion StringFormat from PhysicallySettledForwardContract[A] to StringFormat[PhysicallySettledForwardContract[A]]

Inherited by implicit conversion Ensuring from PhysicallySettledForwardContract[A] to Ensuring[PhysicallySettledForwardContract[A]]

Inherited by implicit conversion ArrowAssoc from PhysicallySettledForwardContract[A] to ArrowAssoc[PhysicallySettledForwardContract[A]]

Ungrouped