Class Swaption.Builder

    • Method Detail

      • set

        public Swaption.Builder set​(java.lang.String propertyName,
                                    java.lang.Object newValue)
      • longShort

        public Swaption.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 Swaption.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
      • expiryDate

        public Swaption.Builder expiryDate​(AdjustableDate expiryDate)
        Sets the expiry date of the option.

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

        This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

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

        public Swaption.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 Swaption.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 Swaption.Builder underlying​(Swap 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