com.opengamma.strata.product.bond

Class ResolvedBondFutureOption

java.lang.Object

com.opengamma.strata.product.bond.ResolvedBondFutureOption

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedBondFutureOption
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable

A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.

This is the resolved form of BondFutureOption and is an input to the pricers. Applications will typically create a ResolvedBondFutureOption from a BondFutureOption using BondFutureOption.resolve(ReferenceData).

A ResolvedBondFutureOption is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

Price

Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing of BondFuture.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ResolvedBondFutureOption.Builder The bean-builder for ResolvedBondFutureOption.
static class	ResolvedBondFutureOption.Meta The meta-bean for ResolvedBondFutureOption.

Method Summary

Modifier and Type	Method and Description
static ResolvedBondFutureOption.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
ZonedDateTime	getExpiry() Gets the expiry of the option.
LocalDate	getExpiryDate() Gets the expiry date of the option.
FutureOptionPremiumStyle	getPremiumStyle() Gets the style of the option premium.
PutCall	getPutCall() Gets whether the option is put or call.
Rounding	getRounding() Gets the definition of how to round the option price, defaulted to no rounding.
SecurityId	getSecurityId() Gets the security identifier.
double	getStrikePrice() Gets the strike price, represented in decimal form.
ResolvedBondFuture	getUnderlyingFuture() Gets the underlying future.
int	hashCode()
static ResolvedBondFutureOption.Meta	meta() The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta	metaBean()
ResolvedBondFutureOption.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getExpiryDate

public LocalDate getExpiryDate()

Gets the expiry date of the option.

Returns:

the expiry date

meta

public static ResolvedBondFutureOption.Meta meta()

The meta-bean for ResolvedBondFutureOption.

Returns:

the meta-bean, not null

builder

public static ResolvedBondFutureOption.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public ResolvedBondFutureOption.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSecurityId

public SecurityId getSecurityId()

Gets the security identifier.

This identifier uniquely identifies the security within the system.

Returns:

the value of the property, not null

getPutCall

public PutCall getPutCall()

Gets 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.

Returns:

the value of the property

getStrikePrice

public double getStrikePrice()

Gets 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.

Returns:

the value of the property

getExpiry

public ZonedDateTime getExpiry()

Gets the expiry of the option.

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

Returns:

the value of the property, not null

getPremiumStyle

public FutureOptionPremiumStyle getPremiumStyle()

Gets the style of the option premium.

The two options are daily margining and upfront premium.

Returns:

the value of the property, not null

getRounding

public Rounding getRounding()

Gets 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.

Returns:

the value of the property, not null

getUnderlyingFuture

public ResolvedBondFuture getUnderlyingFuture()

Gets the underlying future.

Returns:

the value of the property, not null

toBuilder

public ResolvedBondFutureOption.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object