How to use

getLastDeliveryDate

method

in

com.opengamma.strata.product.bond.ResolvedBondFuture

/**
 * Calculates the price of the bond future product.
 * <p>
 * The price of the product is the price on the valuation date.
 * <p>
 * Strata uses <i>decimal prices</i> for bond futures. This is coherent with the pricing of {@link FixedCouponBond}.
 * For example, a price of 99.32% is represented in Strata by 0.9932.
 * 
 * @param future  the future
 * @param discountingProvider  the discounting provider
 * @return the price of the product, in decimal form
 */
public double price(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider) {
 ImmutableList<ResolvedFixedCouponBond> basket = future.getDeliveryBasket();
 int size = basket.size();
 double[] priceBonds = new double[size];
 for (int i = 0; i < size; ++i) {
  ResolvedFixedCouponBond bond = basket.get(i);
  double dirtyPrice = bondPricer.dirtyPriceFromCurves(bond, discountingProvider, future.getLastDeliveryDate());
  priceBonds[i] = bondPricer.cleanPriceFromDirtyPrice(
    bond, future.getLastDeliveryDate(), dirtyPrice) / future.getConversionFactors().get(i);
 }
 return Doubles.min(priceBonds);
}

for (int i = 0; i < size; i++) {
 ResolvedFixedCouponBond bond = basket.get(i);
 double dirtyPrice = bondPricer.dirtyPriceFromCurves(bond, discountingProvider, future.getLastDeliveryDate());
 priceBonds[i] = bondPricer.cleanPriceFromDirtyPrice(
   bond, future.getLastDeliveryDate(), dirtyPrice) / future.getConversionFactors().get(i);
 if (priceBonds[i] < priceMin) {
  priceMin = priceBonds[i];
  bond, discountingProvider, future.getLastDeliveryDate());
return pointSensi.multipliedBy(1d / future.getConversionFactors().get(indexCTD)).build();

ResolvedFixedCouponBond bond = basket.get(i);
double dirtyPrice = bondPricer.dirtyPriceFromCurvesWithZSpread(
  bond, discountingProvider, zSpread, compoundedRateType, periodPerYear, future.getLastDeliveryDate());
priceBonds[i] = bondPricer.cleanPriceFromDirtyPrice(
  bond, future.getLastDeliveryDate(), dirtyPrice) / future.getConversionFactors().get(i);

 ResolvedFixedCouponBond bond = basket.get(i);
 double dirtyPrice = bondPricer.dirtyPriceFromCurvesWithZSpread(
   bond, discountingProvider, zSpread, compoundedRateType, periodPerYear, future.getLastDeliveryDate());
 priceBonds[i] = bondPricer.cleanPriceFromDirtyPrice(
   bond, future.getLastDeliveryDate(), dirtyPrice) / future.getConversionFactors().get(i);
 if (priceBonds[i] < priceMin) {
  priceMin = priceBonds[i];
  bond, discountingProvider, zSpread, compoundedRateType, periodPerYear, future.getLastDeliveryDate());
return pointSensi.multipliedBy(1d / future.getConversionFactors().get(indexCTD)).build();

public void test_priceWithZSpread_continuous() {
 double computed = FUTURE_PRICER.priceWithZSpread(FUTURE_PRODUCT, PROVIDER, Z_SPREAD, CONTINUOUS, 0);
 double dirtyPrice = BOND_PRICER.dirtyPriceFromCurvesWithZSpread(
   BOND,
   PROVIDER,
   Z_SPREAD,
   CONTINUOUS,
   0,
   FUTURE_PRODUCT.getLastDeliveryDate());
 double expected = BOND_PRICER.cleanPriceFromDirtyPrice(
   BOND,
   FUTURE_PRODUCT.getLastDeliveryDate(), dirtyPrice) / CONVERSION_FACTOR[0];
 assertEquals(computed, expected, TOL);
}

public void test_price() {
 double computed = FUTURE_PRICER.price(FUTURE_PRODUCT, PROVIDER);
 double dirtyPrice = BOND_PRICER.dirtyPriceFromCurves(
   BOND,
   PROVIDER,
   FUTURE_PRODUCT.getLastDeliveryDate());
 double expected = BOND_PRICER.cleanPriceFromDirtyPrice(
   BOND,
   FUTURE_PRODUCT.getLastDeliveryDate(), dirtyPrice) / CONVERSION_FACTOR[0];
 assertEquals(computed, expected, TOL);
}

public void test_priceWithZSpread_periodic() {
 double computed = FUTURE_PRICER.priceWithZSpread(FUTURE_PRODUCT, PROVIDER, Z_SPREAD, PERIODIC, PERIOD_PER_YEAR);
 double dirtyPrice = BOND_PRICER.dirtyPriceFromCurvesWithZSpread(
   BOND,
   PROVIDER,
   Z_SPREAD,
   PERIODIC,
   PERIOD_PER_YEAR,
   FUTURE_PRODUCT.getLastDeliveryDate());
 double expected = BOND_PRICER.cleanPriceFromDirtyPrice(
   BOND,
   FUTURE_PRODUCT.getLastDeliveryDate(), dirtyPrice) / CONVERSION_FACTOR[0];
 assertEquals(computed, expected, TOL);
}

/**
 * Restricted copy constructor.
 * @param beanToCopy  the bean to copy from, not null
 */
private Builder(ResolvedBondFuture beanToCopy) {
 this.securityId = beanToCopy.getSecurityId();
 this.deliveryBasket = beanToCopy.getDeliveryBasket();
 this.conversionFactors = beanToCopy.getConversionFactors();
 this.lastTradeDate = beanToCopy.getLastTradeDate();
 this.firstNoticeDate = beanToCopy.getFirstNoticeDate();
 this.lastNoticeDate = beanToCopy.getLastNoticeDate();
 this.firstDeliveryDate = beanToCopy.getFirstDeliveryDate();
 this.lastDeliveryDate = beanToCopy.getLastDeliveryDate();
 this.rounding = beanToCopy.getRounding();
}

@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
 switch (propertyName.hashCode()) {
  case 1574023291:  // securityId
   return ((ResolvedBondFuture) bean).getSecurityId();
  case 1999764186:  // deliveryBasket
   return ((ResolvedBondFuture) bean).getDeliveryBasket();
  case 1655488270:  // conversionFactors
   return ((ResolvedBondFuture) bean).getConversionFactors();
  case -1041950404:  // lastTradeDate
   return ((ResolvedBondFuture) bean).getLastTradeDate();
  case -1085415050:  // firstNoticeDate
   return ((ResolvedBondFuture) bean).getFirstNoticeDate();
  case -1060668964:  // lastNoticeDate
   return ((ResolvedBondFuture) bean).getLastNoticeDate();
  case 1755448466:  // firstDeliveryDate
   return ((ResolvedBondFuture) bean).getFirstDeliveryDate();
  case -233366664:  // lastDeliveryDate
   return ((ResolvedBondFuture) bean).getLastDeliveryDate();
  case -142444:  // rounding
   return ((ResolvedBondFuture) bean).getRounding();
 }
 return super.propertyGet(bean, propertyName, quiet);
}

public void test_builder_noDeliveryDate() {
 ResolvedBondFuture base = sut();
 ResolvedBondFuture test = ResolvedBondFuture.builder()
   .securityId(base.getSecurityId())
   .deliveryBasket(base.getDeliveryBasket())
   .conversionFactors(base.getConversionFactors())
   .firstNoticeDate(base.getFirstNoticeDate())
   .lastNoticeDate(base.getLastNoticeDate())
   .firstDeliveryDate(base.getFirstDeliveryDate())
   .lastDeliveryDate(base.getLastDeliveryDate())
   .lastTradeDate(base.getLastTradeDate())
   .rounding(base.getRounding())
   .build();
 assertEquals(test, base);
}

.firstDeliveryDate(base.getFirstDeliveryDate())
.lastNoticeDate(base.getLastNoticeDate())
.lastDeliveryDate(base.getLastDeliveryDate())
.lastTradeDate(base.getLastTradeDate())
.rounding(base.getRounding())