Package com.opengamma.strata.market.option

Class MoneynessStrike

java.lang.Object

com.opengamma.strata.market.option.MoneynessStrike

All Implemented Interfaces:

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

public final class MoneynessStrike
extends Object
implements Strike, org.joda.beans.ImmutableBean, Serializable

A strike based on moneyness.

The moneyness is defined as strike/forward. The strike should be nonnegative and the forward should be strictly positive.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	MoneynessStrike.Meta	The meta-bean for MoneynessStrike.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
StrikeType	getType()	Gets the type of the strike.
double	getValue()	Gets the value of moneyness.
int	hashCode()
static MoneynessStrike.Meta	meta()	The meta-bean for MoneynessStrike.
MoneynessStrike.Meta	metaBean()
static MoneynessStrike	of(double moneyness)	Obtains an instance of Moneyness with the value of moneyness.
static MoneynessStrike	ofStrikeAndForward(double strike, double forward)	Obtains an instance of Moneyness from the strike and forward.
String	toString()
MoneynessStrike	withValue(double value)	Creates an new instance of the same strike type with value.

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

Methods inherited from interface com.opengamma.strata.market.option.Strike

getLabel

Method Detail

of

public static MoneynessStrike of(double moneyness)

Obtains an instance of Moneyness with the value of moneyness.

Parameters:

moneyness - the value of moneyness, not negative

Returns:

the instance

ofStrikeAndForward

public static MoneynessStrike ofStrikeAndForward(double strike,
                                                 double forward)

Obtains an instance of Moneyness from the strike and forward.

The moneyness is defined as strike/forward.

Parameters:

strike - the strike, not negative

forward - the forward, not negative

Returns:

the instance

getType

public StrikeType getType()

Description copied from interface: Strike

Gets the type of the strike.

Specified by:

getType in interface Strike

Returns:

the strike type

withValue

public MoneynessStrike withValue(double value)

Description copied from interface: Strike

Creates an new instance of the same strike type with value.

Specified by:

withValue in interface Strike

Parameters:

value - the new value

Returns:

the new strike instance

meta

public static MoneynessStrike.Meta meta()

The meta-bean for MoneynessStrike.

Returns:

the meta-bean, not null

metaBean

public MoneynessStrike.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getValue

public double getValue()

Gets the value of moneyness.

Specified by:

getValue in interface Strike

Returns:

the value of the property

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