com.opengamma.strata.product.fxopt

Class FxSingleBarrierOption.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxSingleBarrierOption>

com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FxSingleBarrierOption>

Enclosing class:

FxSingleBarrierOption

public static final class FxSingleBarrierOption.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxSingleBarrierOption>

The bean-builder for FxSingleBarrierOption.

Method Summary

Modifier and Type	Method and Description
FxSingleBarrierOption.Builder	barrier(Barrier barrier) Sets the barrier description.
FxSingleBarrierOption	build()
Object	get(String propertyName)
FxSingleBarrierOption.Builder	rebate(CurrencyAmount rebate) Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
FxSingleBarrierOption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FxSingleBarrierOption.Builder	set(String propertyName, Object newValue)
String	toString()
FxSingleBarrierOption.Builder	underlyingOption(FxVanillaOption underlyingOption) Sets the underlying FX vanilla option.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<FxSingleBarrierOption>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxSingleBarrierOption>

set

public FxSingleBarrierOption.Builder set(String propertyName,
                                         Object newValue)

set

public FxSingleBarrierOption.Builder set(org.joda.beans.MetaProperty<?> property,
                                         Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<FxSingleBarrierOption>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxSingleBarrierOption>

build

public FxSingleBarrierOption build()

underlyingOption

public FxSingleBarrierOption.Builder underlyingOption(FxVanillaOption underlyingOption)

Sets the underlying FX vanilla option.

Parameters:

underlyingOption - the new value, not null

Returns:

this, for chaining, not null

barrier

public FxSingleBarrierOption.Builder barrier(Barrier barrier)

Sets the barrier description.

The barrier level stored in this field must be represented based on the direction of the currency pair in the underlying FX transaction.

For example, if the underlying option is an option on EUR/GBP, the barrier should be a certain level of EUR/GBP rate.

Parameters:

barrier - the new value, not null

Returns:

this, for chaining, not null

rebate

public FxSingleBarrierOption.Builder rebate(CurrencyAmount rebate)

Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

This is the notional amount represented in one of the currency pair. The amount should be positive.

Parameters:

rebate - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxSingleBarrierOption>