Add TradedPrice for security-based products

Extend use of `TradedPrice`

modules/pricer/src/main/java/com/opengamma/strata/pricer/dsf/DiscountingDsfTradePricer.java

@@ -95,10 +95,10 @@ public PointSensitivities priceSensitivity(ResolvedDsfTrade trade, RatesProvider
    */
   private double referencePrice(ResolvedDsfTrade trade, LocalDate valuationDate, double lastSettlementPrice) {
     ArgChecker.notNull(valuationDate, "valuationDate");
-    if (trade.getInfo().getTradeDate().isPresent()) {
-      return (trade.getInfo().getTradeDate().get().equals(valuationDate) ? trade.getPrice() : lastSettlementPrice);
-    }
-    return lastSettlementPrice;
+    return trade.getTradedPrice()
+        .filter(tp -> tp.getTradeDate().equals(valuationDate))
+        .map(tp -> tp.getPrice())
+        .orElse(lastSettlementPrice);
   }
 
   //-------------------------------------------------------------------------

modules/pricer/src/main/java/com/opengamma/strata/pricer/index/DiscountingIborFutureTradePricer.java

@@ -93,7 +93,10 @@ public PointSensitivities priceSensitivity(ResolvedIborFutureTrade trade, RatesP
    */
   double referencePrice(ResolvedIborFutureTrade trade, LocalDate valuationDate, double lastSettlementPrice) {
     ArgChecker.notNull(valuationDate, "valuationDate");
-    return (trade.getTradeDate().equals(valuationDate) ? trade.getPrice() : lastSettlementPrice);
+    return trade.getTradedPrice()
+        .filter(tp -> tp.getTradeDate().equals(valuationDate))
+        .map(tp -> tp.getPrice())
+        .orElse(lastSettlementPrice);
   }
 
   //-------------------------------------------------------------------------

modules/pricer/src/main/java/com/opengamma/strata/pricer/index/HullWhiteIborFutureTradePricer.java

@@ -109,9 +109,12 @@ public PointSensitivities priceSensitivityRates(
    * @param lastSettlementPrice  the last settlement price used for margining, in decimal form
    * @return the reference price, in decimal form
    */
-  double referencePrice(ResolvedIborFutureTrade trade, LocalDate valuationDate, double lastSettlementPrice) {
+  private double referencePrice(ResolvedIborFutureTrade trade, LocalDate valuationDate, double lastSettlementPrice) {
     ArgChecker.notNull(valuationDate, "valuationDate");
-    return (trade.getTradeDate().equals(valuationDate) ? trade.getPrice() : lastSettlementPrice);
+    return trade.getTradedPrice()
+        .filter(tp -> tp.getTradeDate().equals(valuationDate))
+        .map(tp -> tp.getPrice())
+        .orElse(lastSettlementPrice);
   }
 
   //-------------------------------------------------------------------------

modules/pricer/src/main/java/com/opengamma/strata/pricer/index/NormalIborFutureOptionMarginedTradePricer.java

@@ -249,7 +249,10 @@ public IborFutureOptionSensitivity presentValueSensitivityModelParamsVolatility(
    */
   private double referencePrice(ResolvedIborFutureOptionTrade trade, LocalDate valuationDate, double lastSettlementPrice) {
     ArgChecker.notNull(valuationDate, "valuationDate");
-    return (trade.getTradeDate().equals(valuationDate) ? trade.getPrice() : lastSettlementPrice);
+    return trade.getTradedPrice()
+        .filter(tp -> tp.getTradeDate().equals(valuationDate))
+        .map(tp -> tp.getPrice())
+        .orElse(lastSettlementPrice);
   }
 
 }

modules/pricer/src/test/java/com/opengamma/strata/pricer/dsf/DiscountingDsfTradePricerTest.java

@@ -45,7 +45,7 @@
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 import com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator;
 import com.opengamma.strata.product.SecurityId;
-import com.opengamma.strata.product.TradeInfo;
+import com.opengamma.strata.product.TradedPrice;
 import com.opengamma.strata.product.dsf.Dsf;
 import com.opengamma.strata.product.dsf.ResolvedDsf;
 import com.opengamma.strata.product.dsf.ResolvedDsfTrade;
@@ -144,14 +144,12 @@ public class DiscountingDsfTradePricerTest {
       .underlyingSwap(SWAP)
       .build()
       .resolve(REF_DATA);
-  private static final TradeInfo TRADE_INFO = TradeInfo.builder().tradeDate(VAL_DATE).build();
   private static final double TRADE_PRICE = 0.98 + 31.0 / 32.0 / 100.0; // price quoted in 32nd of 1%
   private static final long QUANTITY = 1234L;
   private static final ResolvedDsfTrade FUTURE_TRADE = ResolvedDsfTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE)
       .quantity(QUANTITY)
-      .price(TRADE_PRICE)
+      .tradedPrice(TradedPrice.of(VAL_DATE, TRADE_PRICE))
       .build();
   private static final double LASTMARG_PRICE = 0.99 + 8.0 / 32.0 / 100.0;
   // calculators

modules/pricer/src/test/java/com/opengamma/strata/pricer/index/DiscountingIborFutureTradePricerTest.java

@@ -65,19 +65,19 @@ public void test_presentValue() {
 
   //-------------------------------------------------------------------------
   public void test_reference_price_after_trade_date() {
-    LocalDate tradeDate = FUTURE_TRADE.getInfo().getTradeDate().get();
+    LocalDate tradeDate = FUTURE_TRADE.getTradedPrice().get().getTradeDate();
     LocalDate valuationDate = tradeDate.plusDays(1);
     double settlementPrice = 0.995;
     double referencePrice = PRICER_TRADE.referencePrice(FUTURE_TRADE, valuationDate, settlementPrice);
     assertEquals(referencePrice, settlementPrice);
   }
 
   public void test_reference_price_on_trade_date() {
-    LocalDate tradeDate = FUTURE_TRADE.getInfo().getTradeDate().get();
+    LocalDate tradeDate = FUTURE_TRADE.getTradedPrice().get().getTradeDate();
     LocalDate valuationDate = tradeDate;
     double settlementPrice = 0.995;
     double referencePrice = PRICER_TRADE.referencePrice(FUTURE_TRADE, valuationDate, settlementPrice);
-    assertEquals(referencePrice, FUTURE_TRADE.getPrice());
+    assertEquals(referencePrice, FUTURE_TRADE.getTradedPrice().get().getPrice());
   }
 
   public void test_reference_price_val_date_not_null() {
@@ -90,7 +90,7 @@ public void test_parSpread_after_trade_date() {
     IborIndexRates mockIbor = mock(IborIndexRates.class);
     SimpleRatesProvider prov = new SimpleRatesProvider();
     prov.setIborRates(mockIbor);
-    prov.setValuationDate(FUTURE_TRADE.getInfo().getTradeDate().get().plusDays(1));
+    prov.setValuationDate(FUTURE_TRADE.getTradedPrice().get().getTradeDate().plusDays(1));
     when(mockIbor.rate(FUTURE.getIborRate().getObservation())).thenReturn(RATE);
     double lastClosingPrice = 0.99;
     double parSpreadExpected = PRICER_TRADE.price(FUTURE_TRADE, prov) - lastClosingPrice;
@@ -102,11 +102,11 @@ public void test_parSpread_on_trade_date() {
     IborIndexRates mockIbor = mock(IborIndexRates.class);
     SimpleRatesProvider prov = new SimpleRatesProvider();
     prov.setIborRates(mockIbor);
-    prov.setValuationDate(FUTURE_TRADE.getInfo().getTradeDate().get());
+    prov.setValuationDate(FUTURE_TRADE.getTradedPrice().get().getTradeDate());
     when(mockIbor.rate(FUTURE.getIborRate().getObservation())).thenReturn(RATE);
 
     double lastClosingPrice = 0.99;
-    double parSpreadExpected = PRICER_TRADE.price(FUTURE_TRADE, prov) - FUTURE_TRADE.getPrice();
+    double parSpreadExpected = PRICER_TRADE.price(FUTURE_TRADE, prov) - FUTURE_TRADE.getTradedPrice().get().getPrice();
     double parSpreadComputed = PRICER_TRADE.parSpread(FUTURE_TRADE, prov, lastClosingPrice);
     assertEquals(parSpreadComputed, parSpreadExpected, TOLERANCE_PRICE);
   }
@@ -116,7 +116,7 @@ public void test_presentValue_after_trade_date() {
     IborIndexRates mockIbor = mock(IborIndexRates.class);
     SimpleRatesProvider prov = new SimpleRatesProvider();
     prov.setIborRates(mockIbor);
-    prov.setValuationDate(FUTURE_TRADE.getInfo().getTradeDate().get().plusDays(1));
+    prov.setValuationDate(FUTURE_TRADE.getTradedPrice().get().getTradeDate().plusDays(1));
     when(mockIbor.rate(FUTURE.getIborRate().getObservation())).thenReturn(RATE);
 
     double lastClosingPrice = 1.025;
@@ -132,12 +132,12 @@ public void test_presentValue_on_trade_date() {
     IborIndexRates mockIbor = mock(IborIndexRates.class);
     SimpleRatesProvider prov = new SimpleRatesProvider();
     prov.setIborRates(mockIbor);
-    prov.setValuationDate(FUTURE_TRADE.getInfo().getTradeDate().get());
+    prov.setValuationDate(FUTURE_TRADE.getTradedPrice().get().getTradeDate());
     when(mockIbor.rate(FUTURE.getIborRate().getObservation())).thenReturn(RATE);
 
     double lastClosingPrice = 1.025;
     DiscountingIborFutureTradePricer pricerFn = DiscountingIborFutureTradePricer.DEFAULT;
-    double expected = ((1.0 - RATE) - FUTURE_TRADE.getPrice()) *
+    double expected = ((1.0 - RATE) - FUTURE_TRADE.getTradedPrice().get().getPrice()) *
         FUTURE.getAccrualFactor() * FUTURE.getNotional() * FUTURE_TRADE.getQuantity();
     CurrencyAmount computed = pricerFn.presentValue(FUTURE_TRADE, prov, lastClosingPrice);
     assertEquals(computed.getAmount(), expected, TOLERANCE_PV);

modules/pricer/src/test/java/com/opengamma/strata/pricer/index/NormalIborFutureOptionMarginedTradePricerTest.java

@@ -31,7 +31,7 @@
 import com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator;
 import com.opengamma.strata.pricer.rate.IborIndexRates;
 import com.opengamma.strata.pricer.rate.SimpleRatesProvider;
-import com.opengamma.strata.product.TradeInfo;
+import com.opengamma.strata.product.TradedPrice;
 import com.opengamma.strata.product.index.ResolvedIborFutureOption;
 import com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade;
 
@@ -69,20 +69,14 @@ public class NormalIborFutureOptionMarginedTradePricerTest {
   private static final long OPTION_QUANTITY = 12345;
   private static final double TRADE_PRICE = 0.0100;
   private static final ResolvedIborFutureOptionTrade FUTURE_OPTION_TRADE_TD = ResolvedIborFutureOptionTrade.builder()
-      .info(TradeInfo.builder()
-          .tradeDate(VAL_DATE)
-          .build())
       .product(OPTION)
       .quantity(OPTION_QUANTITY)
-      .price(TRADE_PRICE)
+      .tradedPrice(TradedPrice.of(VAL_DATE, TRADE_PRICE))
       .build();
   private static final ResolvedIborFutureOptionTrade FUTURE_OPTION_TRADE = ResolvedIborFutureOptionTrade.builder()
-      .info(TradeInfo.builder()
-          .tradeDate(TRADE_DATE)
-          .build())
       .product(OPTION)
       .quantity(OPTION_QUANTITY)
-      .price(TRADE_PRICE)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, TRADE_PRICE))
       .build();
 
   private static final double RATE = 0.015;

modules/pricer/src/test/java/com/opengamma/strata/pricer/index/e2e/IborFuturesJpyEnd2EndTest.java

@@ -37,7 +37,7 @@
 import com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer;
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 import com.opengamma.strata.product.SecurityId;
-import com.opengamma.strata.product.TradeInfo;
+import com.opengamma.strata.product.TradedPrice;
 import com.opengamma.strata.product.index.IborFuture;
 import com.opengamma.strata.product.index.ResolvedIborFuture;
 import com.opengamma.strata.product.index.ResolvedIborFutureTrade;
@@ -55,8 +55,8 @@ public class IborFuturesJpyEnd2EndTest {
   private static final double ONE_BASIS_POINT = 1e-4;
   private static final double HUNDRED = 100d;
   private static final double TOL = 1e-10;
-  private static final LocalDate VALUATION = LocalDate.of(2016, 2, 10);
-  private static final TradeInfo TRADE_INFO = TradeInfo.builder().tradeDate(LocalDate.of(2016, 2, 10)).build();
+  private static final LocalDate TRADE_DATE = LocalDate.of(2016, 2, 10);
+  private static final LocalDate VALUATION = TRADE_DATE;
   private static final double NOTIONAL = 100_000_000D;
   private static final long QUANTITY = 1L;
   private static final Rounding ROUNDING = Rounding.ofFractionalDecimalPlaces(2, 2);
@@ -98,11 +98,11 @@ public class IborFuturesJpyEnd2EndTest {
       .build().
       resolve(REF_DATA);
   private static final double REF_PRICE_MAR = 99.9d;
+  private static final double REF_PRICE_MAR_DECIMAL = REF_PRICE_MAR * ONE_PERCENT;
   private static final ResolvedIborFutureTrade FUTURE_TRADE_MAR = ResolvedIborFutureTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE_PRODUCT_MAR)
-      .price(REF_PRICE_MAR * ONE_PERCENT)
       .quantity(QUANTITY)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, REF_PRICE_MAR_DECIMAL))
       .build();
   // futures in June 2016
   private static final LocalDate REFERENCE_JUN = RollConventions.IMM.adjust(LocalDate.of(2016, 6, 1));
@@ -118,11 +118,11 @@ public class IborFuturesJpyEnd2EndTest {
       .build().
       resolve(REF_DATA);
   private static final double REF_PRICE_JUN = 100d;
+  private static final double REF_PRICE_JUN_DECIMAL = REF_PRICE_JUN * ONE_PERCENT;
   private static final ResolvedIborFutureTrade FUTURE_TRADE_JUN = ResolvedIborFutureTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE_PRODUCT_JUN)
-      .price(REF_PRICE_JUN * ONE_PERCENT)
       .quantity(QUANTITY)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, REF_PRICE_JUN_DECIMAL))
       .build();
   // futures in September 2016
   private static final LocalDate REFERENCE_SEP = RollConventions.IMM.adjust(LocalDate.of(2016, 9, 1));
@@ -138,11 +138,11 @@ public class IborFuturesJpyEnd2EndTest {
       .build().
       resolve(REF_DATA);
   private static final double REF_PRICE_SEP = 100.075d;
+  private static final double REF_PRICE_SEP_DECIMAL = REF_PRICE_SEP * ONE_PERCENT;
   private static final ResolvedIborFutureTrade FUTURE_TRADE_SEP = ResolvedIborFutureTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE_PRODUCT_SEP)
-      .price(REF_PRICE_SEP * ONE_PERCENT)
       .quantity(QUANTITY)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, REF_PRICE_SEP_DECIMAL))
       .build();
   // futures in June 2017
   private static final LocalDate REFERENCE_JUN_MID = RollConventions.IMM.adjust(LocalDate.of(2017, 6, 1));
@@ -159,11 +159,11 @@ public class IborFuturesJpyEnd2EndTest {
       .build().
       resolve(REF_DATA);
   private static final double REF_PRICE_JUN_MID = 100.165d;
+  private static final double REF_PRICE_JUN_MID_DECIMAL = REF_PRICE_JUN_MID * ONE_PERCENT;
   private static final ResolvedIborFutureTrade FUTURE_TRADE_JUN_MID = ResolvedIborFutureTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE_PRODUCT_JUN_MID)
-      .price(REF_PRICE_JUN_MID * ONE_PERCENT)
       .quantity(QUANTITY)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, REF_PRICE_JUN_MID_DECIMAL))
       .build();
   // futures in March 2020
   private static final LocalDate REFERENCE_MAR_LONG = RollConventions.IMM.adjust(LocalDate.of(2020, 3, 1));
@@ -180,11 +180,11 @@ public class IborFuturesJpyEnd2EndTest {
       .build().
       resolve(REF_DATA);
   private static final double REF_PRICE_MAR_LONG = 99.815d;
+  private static final double REF_PRICE_MAR_LONG_DECIMAL = REF_PRICE_MAR_LONG * ONE_PERCENT;
   private static final ResolvedIborFutureTrade FUTURE_TRADE_MAR_LONG = ResolvedIborFutureTrade.builder()
-      .info(TRADE_INFO)
       .product(FUTURE_PRODUCT_MAR_LONG)
-      .price(REF_PRICE_MAR_LONG * ONE_PERCENT)
       .quantity(QUANTITY)
+      .tradedPrice(TradedPrice.of(TRADE_DATE, REF_PRICE_MAR_LONG_DECIMAL))
       .build();
   // pricers
   private static final DiscountingIborFutureProductPricer PRODUCT_PRICER = DiscountingIborFutureProductPricer.DEFAULT;
@@ -265,24 +265,19 @@ public void priceSensitivity() {
 
   public void presentValue() {
     // March 2016
-    CurrencyAmount pvMar = TRADE_PRICER.presentValue(FUTURE_TRADE_MAR, RATES_PROVIDER,
-        FUTURE_TRADE_MAR.getPrice());
+    CurrencyAmount pvMar = TRADE_PRICER.presentValue(FUTURE_TRADE_MAR, RATES_PROVIDER, REF_PRICE_MAR_DECIMAL);
     assertEquals(pvMar.getAmount(), -9738.418878056109, TOL * NOTIONAL);
     // June 2016
-    CurrencyAmount pvJun = TRADE_PRICER.presentValue(FUTURE_TRADE_JUN, RATES_PROVIDER,
-        FUTURE_TRADE_JUN.getPrice());
+    CurrencyAmount pvJun = TRADE_PRICER.presentValue(FUTURE_TRADE_JUN, RATES_PROVIDER, REF_PRICE_JUN_DECIMAL);
     assertEquals(pvJun.getAmount(), -3812.1182441189885, TOL * NOTIONAL);
     // September 2016
-    CurrencyAmount pvSep = TRADE_PRICER.presentValue(FUTURE_TRADE_SEP, RATES_PROVIDER,
-        FUTURE_TRADE_SEP.getPrice());
+    CurrencyAmount pvSep = TRADE_PRICER.presentValue(FUTURE_TRADE_SEP, RATES_PROVIDER, REF_PRICE_SEP_DECIMAL);
     assertEquals(pvSep.getAmount(), -5689.603123847395, TOL * NOTIONAL);
     // June 2017
-    CurrencyAmount pvJunMid =
-        TRADE_PRICER.presentValue(FUTURE_TRADE_JUN_MID, RATES_PROVIDER, FUTURE_TRADE_JUN_MID.getPrice());
+    CurrencyAmount pvJunMid = TRADE_PRICER.presentValue(FUTURE_TRADE_JUN_MID, RATES_PROVIDER, REF_PRICE_JUN_MID_DECIMAL);
     assertEquals(pvJunMid.getAmount(), 4022.2380772829056, TOL * NOTIONAL);
     // March 2020
-    CurrencyAmount pvMarLong =
-        TRADE_PRICER.presentValue(FUTURE_TRADE_MAR_LONG, RATES_PROVIDER, FUTURE_TRADE_MAR_LONG.getPrice());
+    CurrencyAmount pvMarLong = TRADE_PRICER.presentValue(FUTURE_TRADE_MAR_LONG, RATES_PROVIDER, REF_PRICE_MAR_LONG_DECIMAL);
     assertEquals(pvMarLong.getAmount(), 35818.328803278506, TOL * NOTIONAL);
   }
 
@@ -333,21 +328,19 @@ public void presentValueSensitivity() {
 
   public void parSpread() {
     // March 2016
-    double psMar = TRADE_PRICER.parSpread(FUTURE_TRADE_MAR, RATES_PROVIDER, FUTURE_TRADE_MAR.getPrice()) * HUNDRED;
+    double psMar = TRADE_PRICER.parSpread(FUTURE_TRADE_MAR, RATES_PROVIDER, REF_PRICE_MAR_DECIMAL) * HUNDRED;
     assertEquals(psMar, -0.038953675512221064, TOL * HUNDRED);
     // June 2016
-    double psJun = TRADE_PRICER.parSpread(FUTURE_TRADE_JUN, RATES_PROVIDER, FUTURE_TRADE_JUN.getPrice()) * HUNDRED;
+    double psJun = TRADE_PRICER.parSpread(FUTURE_TRADE_JUN, RATES_PROVIDER, REF_PRICE_JUN_DECIMAL) * HUNDRED;
     assertEquals(psJun, -0.01524847297647014, TOL * HUNDRED);
     // September 2016
-    double psSep = TRADE_PRICER.parSpread(FUTURE_TRADE_SEP, RATES_PROVIDER, FUTURE_TRADE_SEP.getPrice()) * HUNDRED;
+    double psSep = TRADE_PRICER.parSpread(FUTURE_TRADE_SEP, RATES_PROVIDER, REF_PRICE_SEP_DECIMAL) * HUNDRED;
     assertEquals(psSep, -0.022758412495393898, TOL * HUNDRED);
     // June 2017
-    double psJunMid =
-        TRADE_PRICER.parSpread(FUTURE_TRADE_JUN_MID, RATES_PROVIDER, FUTURE_TRADE_JUN_MID.getPrice()) * HUNDRED;
+    double psJunMid = TRADE_PRICER.parSpread(FUTURE_TRADE_JUN_MID, RATES_PROVIDER, REF_PRICE_JUN_MID_DECIMAL) * HUNDRED;
     assertEquals(psJunMid, 0.01608895230913454, TOL * HUNDRED);
     // March 2020
-    double psMarLong =
-        TRADE_PRICER.parSpread(FUTURE_TRADE_MAR_LONG, RATES_PROVIDER, FUTURE_TRADE_MAR_LONG.getPrice()) * HUNDRED;
+    double psMarLong = TRADE_PRICER.parSpread(FUTURE_TRADE_MAR_LONG, RATES_PROVIDER, REF_PRICE_MAR_LONG_DECIMAL) * HUNDRED;
     assertEquals(psMarLong, 0.14327331521311049, TOL * HUNDRED);
   }
 

modules/product/src/main/java/com/opengamma/strata/product/bond/ResolvedBondFutureOptionTrade.java

@@ -74,6 +74,8 @@ public final class ResolvedBondFutureOptionTrade
    * The price that was traded, together with the trade date, optional.
    * <p>
    * This is the price agreed when the trade occurred, in decimal form.
+   * Strata uses <i>decimal prices</i> for bond futures options in the trade model, pricers and market data.
+   * This is coherent with the pricing of {@link BondFuture}.
    * <p>
    * This is optional to allow the class to be used to price both trades and positions.
    * When the instance represents a trade, the traded price should be present.
@@ -180,6 +182,8 @@ public double getQuantity() {
    * Gets the price that was traded, together with the trade date, optional.
    * <p>
    * This is the price agreed when the trade occurred, in decimal form.
+   * Strata uses <i>decimal prices</i> for bond futures options in the trade model, pricers and market data.
+   * This is coherent with the pricing of {@link BondFuture}.
    * <p>
    * This is optional to allow the class to be used to price both trades and positions.
    * When the instance represents a trade, the traded price should be present.
@@ -498,6 +502,8 @@ public Builder quantity(double quantity) {
      * Sets the price that was traded, together with the trade date, optional.
      * <p>
      * This is the price agreed when the trade occurred, in decimal form.
+     * Strata uses <i>decimal prices</i> for bond futures options in the trade model, pricers and market data.
+     * This is coherent with the pricing of {@link BondFuture}.
      * <p>
      * This is optional to allow the class to be used to price both trades and positions.
      * When the instance represents a trade, the traded price should be present.