com.opengamma.strata.product.bond

Class ResolvedBondFutureOption.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedBondFutureOption>

Enclosing class:

ResolvedBondFutureOption

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

The bean-builder for ResolvedBondFutureOption.

Method Summary

Modifier and Type	Method and Description
ResolvedBondFutureOption	build()
ResolvedBondFutureOption.Builder	expiry(ZonedDateTime expiry) Sets the expiry of the option.
Object	get(String propertyName)
ResolvedBondFutureOption.Builder	premiumStyle(FutureOptionPremiumStyle premiumStyle) Sets the style of the option premium.
ResolvedBondFutureOption.Builder	putCall(PutCall putCall) Sets whether the option is put or call.
ResolvedBondFutureOption.Builder	rounding(Rounding rounding) Sets the definition of how to round the option price, defaulted to no rounding.
ResolvedBondFutureOption.Builder	securityId(SecurityId securityId) Sets the security identifier.
ResolvedBondFutureOption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedBondFutureOption.Builder	set(String propertyName, Object newValue)
ResolvedBondFutureOption.Builder	strikePrice(double strikePrice) Sets the strike price, represented in decimal form.
String	toString()
ResolvedBondFutureOption.Builder	underlyingFuture(ResolvedBondFuture underlyingFuture) Sets the underlying future.

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<ResolvedBondFutureOption>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedBondFutureOption build()

securityId

public ResolvedBondFutureOption.Builder securityId(SecurityId securityId)

Sets the security identifier.

This identifier uniquely identifies the security within the system.

Parameters:

securityId - the new value, not null

Returns:

this, for chaining, not null

putCall

public ResolvedBondFutureOption.Builder putCall(PutCall putCall)

Sets whether the option is put or call.

A call gives the owner the right, but not obligation, to buy the underlying at an agreed price in the future. A put gives a similar option to sell.

Parameters:

putCall - the new value

Returns:

this, for chaining, not null

strikePrice

public ResolvedBondFutureOption.Builder strikePrice(double strikePrice)

Sets the strike price, represented in decimal form.

This is the price at which the option applies and refers to the price of the underlying future. This must be represented in decimal form.

Parameters:

strikePrice - the new value

Returns:

this, for chaining, not null

expiry

public ResolvedBondFutureOption.Builder expiry(ZonedDateTime expiry)

Sets the expiry of the option.

The date must not be after last trade date of the underlying future.

Parameters:

expiry - the new value, not null

Returns:

this, for chaining, not null

premiumStyle

public ResolvedBondFutureOption.Builder premiumStyle(FutureOptionPremiumStyle premiumStyle)

Sets the style of the option premium.

The two options are daily margining and upfront premium.

Parameters:

premiumStyle - the new value, not null

Returns:

this, for chaining, not null

rounding

public ResolvedBondFutureOption.Builder rounding(Rounding rounding)

Sets the definition of how to round the option price, defaulted to no rounding.

The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 is represented as 0.997125 which has 6 decimal places.

Parameters:

rounding - the new value, not null

Returns:

this, for chaining, not null

underlyingFuture

public ResolvedBondFutureOption.Builder underlyingFuture(ResolvedBondFuture underlyingFuture)

Sets the underlying future.

Parameters:

underlyingFuture - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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