Class ResolvedSwaption.Builder

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

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

      • get

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

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

        Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.

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

        public ResolvedSwaption.Builder swaptionSettlement​(SwaptionSettlement swaptionSettlement)
        Sets settlement method.

        The settlement of the option is specified by SwaptionSettlement.

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

        public ResolvedSwaption.Builder expiry​(ZonedDateTime expiry)
        Sets the expiry date-time of the option.

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

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

        public ResolvedSwaption.Builder underlying​(ResolvedSwap underlying)
        Sets the underlying swap.

        At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.

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

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