• All Implemented Interfaces:
org.joda.beans.BeanBuilder<IborFutureOptionTrade>
Enclosing class:

public static final class IborFutureOptionTrade.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureOptionTrade>
The bean-builder for IborFutureOptionTrade.
• Method Summary

All Methods
Modifier and Type Method Description
IborFutureOptionTrade build()
Object get​(String propertyName)
IborFutureOptionTrade.Builder info​(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
IborFutureOptionTrade.Builder price​(double price)
Sets the price that was traded, in decimal form.
IborFutureOptionTrade.Builder product​(IborFutureOption product)
Sets the option that was traded.
IborFutureOptionTrade.Builder quantity​(double quantity)
Sets the quantity that was traded.
IborFutureOptionTrade.Builder set​(String propertyName, Object newValue)
IborFutureOptionTrade.Builder set​(org.joda.beans.MetaProperty<?> property, Object value)
String toString()
• Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get
• Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
• Method Detail

• get

public Object get​(String propertyName)
Specified by:
get in interface org.joda.beans.BeanBuilder<IborFutureOptionTrade>
Overrides:
get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureOptionTrade>
• set

public IborFutureOptionTrade.Builder set​(String propertyName,
Object newValue)
• set

public IborFutureOptionTrade.Builder set​(org.joda.beans.MetaProperty<?> property,
Object value)
Specified by:
set in interface org.joda.beans.BeanBuilder<IborFutureOptionTrade>
Overrides:
set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureOptionTrade>
• build

public IborFutureOptionTrade build()
• info

public IborFutureOptionTrade.Builder info​(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.

This allows additional information to be attached to the trade. The trade date is required when calling IborFutureOptionTrade.resolve(ReferenceData).

Parameters:
info - the new value, not null
Returns:
this, for chaining, not null
• product

public IborFutureOptionTrade.Builder product​(IborFutureOption product)
Sets the option that was traded.

The product captures the contracted financial details of the trade.

Parameters:
product - the new value, not null
Returns:
this, for chaining, not null
• quantity

public IborFutureOptionTrade.Builder quantity​(double quantity)
Sets the quantity that was traded.

This is the number of contracts that were traded. This will be positive if buying and negative if selling.

Parameters:
quantity - the new value
Returns:
this, for chaining, not null
• price

public IborFutureOptionTrade.Builder price​(double price)
Sets the price that was traded, in decimal form.

This is the price agreed when the trade occurred.

Strata uses decimal prices for Ibor future options in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, an option price of 0.2 is related to a futures price of 99.32 that implies an interest rate of 0.68%. Strata represents the price of the future as 0.9932 and thus represents the price of the option as 0.002.

Parameters:
price - the new value
Returns:
this, for chaining, not null
• toString

public String toString()
Overrides:
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureOptionTrade>