## Class FixedCouponBondOption

• All Implemented Interfaces:
Resolvable<ResolvedFixedCouponBondOption>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FixedCouponBondOption
extends Object
implements Product, Resolvable<ResolvedFixedCouponBondOption>, org.joda.beans.ImmutableBean, Serializable
An option on a FixedCouponBond.

The option strike is expressed as "Clean price". The "clean" price excludes any accrued interest. The clean price is in the currency of the underlying bond.

The call/put is provided by the quantity's sign. If positive, it indicates the right to buy the bond (call), if negative it indicates the right to sell the bond (put).

Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  FixedCouponBondOption.Builder
The bean-builder for FixedCouponBondOption.
static class  FixedCouponBondOption.Meta
The meta-bean for FixedCouponBondOption.
• ### Method Summary

All Methods
Modifier and Type Method Description
ImmutableSet<Currency> allCurrencies()
Returns the set of currencies the product refers to.
static FixedCouponBondOption.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(Object obj)
double getCleanStrikePrice()
Gets the clean price at which the option can be exercised, in decimal form.
Currency getCurrency()
The currency of the underlying bond.
AdjustableDate getExpiryDate()
Gets the expiry date of the option.
LocalTime getExpiryTime()
Gets the expiry time of the option.
ZoneId getExpiryZone()
Gets the time-zone of the expiry time.
LongShort getLongShort()
Gets whether the option is long or short.
double getQuantity()
Gets the quantity that was traded.
AdjustableDate getSettlementDate()
Gets the settlement date when the option is exercised.
FixedCouponBond getUnderlying()
Gets the bond underlying the option.
int hashCode()
static FixedCouponBondOption.Meta meta()
The meta-bean for FixedCouponBondOption.
FixedCouponBondOption.Meta metaBean()
ResolvedFixedCouponBondOption resolve​(ReferenceData refData)
Resolves this object using the specified reference data.
FixedCouponBondOption.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
• ### Methods inherited from interface com.opengamma.strata.product.Product

allPaymentCurrencies, isCrossCurrency
• ### 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
• #### metaBean

public FixedCouponBondOption.Meta metaBean()
Specified by:
metaBean in interface org.joda.beans.Bean
• #### 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
• #### 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