Package com.opengamma.strata.product.bond

Class BondFutureOption.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<BondFutureOption>
    Enclosing class:
    BondFutureOption
    public static final class BondFutureOption.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BondFutureOption>
    The bean-builder for BondFutureOption.

    • Method Detail

      • get

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

      • securityId

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

        This is the price at which the option applies and refers to the price of the underlying future. This must be represented in decimal form, (1.0 - decimalRate). As such, the common market price of 99.3 for a 0.7% rate must be input as 0.993. The rate implied by the strike can take negative values.

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

      • expiryDate

        public BondFutureOption.Builder expiryDate​(LocalDate expiryDate)
        Sets the expiry date of the option.

        The expiry date is related to the expiry time and time-zone. The date must not be after last trade date of the underlying future.

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

      • expiryTime

        public BondFutureOption.Builder expiryTime​(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 BondFutureOption.Builder expiryZone​(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

      • premiumStyle

        public BondFutureOption.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 BondFutureOption.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. For example, the common market price of 99.7125 is represented as 0.997125 which has 6 decimal places.

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

      • underlyingFuture

        public BondFutureOption.Builder underlyingFuture​(BondFuture underlyingFuture)
        Sets the underlying future.
        Parameters:
        underlyingFuture - 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<BondFutureOption>