Class FxVanillaOption.Builder

    • Method Detail

      • longShort

        public FxVanillaOption.Builder longShort​(LongShort longShort)
        Sets whether the option is long or short.

        At expiry, the long party will have the option to enter in this transaction; the short party will, at the option of the long party, potentially enter into the inverse transaction.

        Parameters:
        longShort - the new value, not null
        Returns:
        this, for chaining, not null
      • expiryDate

        public FxVanillaOption.Builder expiryDate​(java.time.LocalDate expiryDate)
        Sets the expiry date of the option.

        The option is European, and can only be exercised on the expiry date.

        Parameters:
        expiryDate - the new value, not null
        Returns:
        this, for chaining, not null
      • expiryTime

        public FxVanillaOption.Builder expiryTime​(java.time.LocalTime expiryTime)
        Sets the expiry time of the option.

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

        Parameters:
        expiryTime - the new value, not null
        Returns:
        this, for chaining, not null
      • expiryZone

        public FxVanillaOption.Builder expiryZone​(java.time.ZoneId expiryZone)
        Sets the time-zone of the expiry time.

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

        Parameters:
        expiryZone - the new value, not null
        Returns:
        this, for chaining, not null
      • underlying

        public FxVanillaOption.Builder underlying​(FxSingle underlying)
        Sets the underlying foreign exchange transaction.

        At expiry, if the option is in the money, this foreign exchange will occur.

        Parameters:
        underlying - the new value, not null
        Returns:
        this, for chaining, not null