Class ResolvedIborFutureOption.Builder

    • Method Detail

      • get

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

        public ResolvedIborFutureOption.Builder securityId​(SecurityId securityId)
        Sets the security identifier.

        This identifier uniquely identifies the security within the system.

        Parameters:
        securityId - the new value, not null
        Returns:
        this, for chaining, not null
      • putCall

        public ResolvedIborFutureOption.Builder putCall​(PutCall putCall)
        Sets 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.

        Parameters:
        putCall - the new value
        Returns:
        this, for chaining, not null
      • strikePrice

        public ResolvedIborFutureOption.Builder strikePrice​(double strikePrice)
        Sets the strike price, in decimal form.

        This is the price at which the option applies and refers to the price of the underlying future. The rate implied by the strike can take negative values.

        Strata uses decimal prices for Ibor futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

        Parameters:
        strikePrice - the new value
        Returns:
        this, for chaining, not null
      • expiry

        public ResolvedIborFutureOption.Builder expiry​(java.time.ZonedDateTime expiry)
        Sets the expiry of the option.

        The date must not be after last trade date of the underlying future.

        Parameters:
        expiry - the new value, not null
        Returns:
        this, for chaining, not null
      • premiumStyle

        public ResolvedIborFutureOption.Builder premiumStyle​(FutureOptionPremiumStyle premiumStyle)
        Sets the style of the option premium.

        The two options are daily margining and upfront premium.

        Parameters:
        premiumStyle - the new value, not null
        Returns:
        this, for chaining, not null
      • rounding

        public ResolvedIborFutureOption.Builder rounding​(Rounding rounding)
        Sets 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.

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

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