Class FixedCouponBondOption

    • Method Detail

      • getCurrency

        public Currency getCurrency()
        The currency of the underlying bond.
        Returns:
        the currency
      • resolve

        public ResolvedFixedCouponBondOption resolve​(ReferenceData refData)
        Description copied from interface: Resolvable
        Resolves this object using the specified reference data.

        This converts the object implementing this interface to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resolved form will typically be a type that is optimized for pricing.

        Resolved objects may be 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.

        Specified by:
        resolve in interface Resolvable<ResolvedFixedCouponBondOption>
        Parameters:
        refData - the reference data to use when resolving
        Returns:
        the resolved instance
      • allCurrencies

        public ImmutableSet<Currency> allCurrencies()
        Description copied from interface: Product
        Returns the set of currencies the product refers to.

        This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

        Specified by:
        allCurrencies in interface Product
        Returns:
        the set of currencies the product refers to
      • meta

        public static FixedCouponBondOption.Meta meta()
        The meta-bean for FixedCouponBondOption.
        Returns:
        the meta-bean, not null
      • builder

        public static FixedCouponBondOption.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • getLongShort

        public LongShort getLongShort()
        Gets whether the option is long or short.

        Long indicates that the owner has the right to exercise the option at expiry.

        Returns:
        the value of the property, not null
      • getUnderlying

        public FixedCouponBond getUnderlying()
        Gets the bond underlying the option.
        Returns:
        the value of the property, not null
      • getExpiryDate

        public AdjustableDate getExpiryDate()
        Gets the expiry date of the option.

        This is the last date that the option can be exercised.

        This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

        Returns:
        the value of the property, not null
      • getExpiryTime

        public LocalTime getExpiryTime()
        Gets the expiry time of the option.

        The expiry time is related to the expiry date and time-zone.

        Returns:
        the value of the property, not null
      • getExpiryZone

        public ZoneId getExpiryZone()
        Gets the time-zone of the expiry time.

        The expiry time-zone is related to the expiry date and time.

        Returns:
        the value of the property, not null
      • getQuantity

        public double getQuantity()
        Gets the quantity that was traded.

        This will be positive if buying (call) and negative if selling (put).

        Returns:
        the value of the property
      • getCleanStrikePrice

        public double getCleanStrikePrice()
        Gets the clean price at which the option can be exercised, in decimal form.

        The "clean" price excludes any accrued interest.

        Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.

        Returns:
        the value of the property
      • getSettlementDate

        public AdjustableDate getSettlementDate()
        Gets the settlement date when the option is exercised.

        This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

        Returns:
        the value of the property, not null
      • toBuilder

        public FixedCouponBondOption.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object