## Class ResolvedBondFutureOption

• java.lang.Object
• com.opengamma.strata.product.bond.ResolvedBondFutureOption
• All Implemented Interfaces:
ResolvedProduct, java.io.Serializable, Bean, ImmutableBean

public final class ResolvedBondFutureOption
extends java.lang.Object
implements ResolvedProduct, ImmutableBean, java.io.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.
Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
static ResolvedBondFutureOption.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(java.lang.Object obj)
java.time.ZonedDateTime getExpiry()
Gets the expiry of the option.
java.time.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.
java.lang.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 java.time.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 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 java.time.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

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​(java.lang.Object obj)
Overrides:
equals in class java.lang.Object
• #### hashCode

public int hashCode()
Overrides:
hashCode in class java.lang.Object
• #### toString

public java.lang.String toString()
Overrides:
toString in class java.lang.Object