## Class ResolvedFxVanillaOption

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

public final class ResolvedFxVanillaOption
extends java.lang.Object
implements ResolvedProduct, ImmutableBean, java.io.Serializable
A vanilla FX option, resolved for pricing.

This is the resolved form of FxVanillaOption and is an input to the pricers. Applications will typically create a ResolvedFxVanillaOption from a FxVanillaOption using FxVanillaOption.resolve(ReferenceData).

A ResolvedFxVanillaOption 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.

Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
static ResolvedFxVanillaOption.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(java.lang.Object obj)
Currency getCounterCurrency()
Get the counter currency of the underlying FX transaction.
CurrencyPair getCurrencyPair()
Gets currency pair of the base currency and counter currency.
java.time.ZonedDateTime getExpiry()
Gets the expiry date-time of the option.
java.time.LocalDate getExpiryDate()
Gets the expiry date of the option.
LongShort getLongShort()
Gets whether the option is long or short.
PutCall getPutCall()
Returns the put/call flag.
double getStrike()
Gets the strike rate.
ResolvedFxSingle getUnderlying()
Gets the underlying foreign exchange transaction.
int hashCode()
static ResolvedFxVanillaOption.Meta meta()
The meta-bean for ResolvedFxVanillaOption.
ResolvedFxVanillaOption.Meta metaBean()
ResolvedFxVanillaOption.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

• #### getCurrencyPair

public CurrencyPair getCurrencyPair()
Gets currency pair of the base currency and counter currency.

This currency pair is conventional, thus indifferent to the direction of FX.

Returns:
the currency pair
• #### getExpiryDate

public java.time.LocalDate getExpiryDate()
Gets the expiry date of the option.
Returns:
the expiry date
• #### getStrike

public double getStrike()
Gets the strike rate.
Returns:
the strike
• #### getPutCall

public PutCall getPutCall()
Returns the put/call flag.

This is the put/call for the base currency. If the amount for the base currency is positive, the option is a call on the base currency (put on counter currency). If the amount for the base currency is negative, the option is a put on the base currency (call on counter currency).

Returns:
the put or call
• #### getCounterCurrency

public Currency getCounterCurrency()
Get the counter currency of the underlying FX transaction.
Returns:
the counter currency
• #### meta

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

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

public ResolvedFxVanillaOption.Meta metaBean()
Specified by:
metaBean in interface Bean
• #### getLongShort

public LongShort getLongShort()
Gets 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.

Returns:
the value of the property, not null
• #### getExpiry

public java.time.ZonedDateTime getExpiry()
Gets the expiry date-time of the option.

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

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

public ResolvedFxSingle getUnderlying()
Gets the underlying foreign exchange transaction.

At expiry, if the option is in the money, this foreign exchange will occur. A call option permits the transaction as specified to occur. A put option permits the inverse transaction to occur.

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

public ResolvedFxVanillaOption.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