Class ResolvedBondFutureOption.Builder

    • Method Detail

      • securityId

        public ResolvedBondFutureOption.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 ResolvedBondFutureOption.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 ResolvedBondFutureOption.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.

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

        public ResolvedBondFutureOption.Builder expiry​(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 ResolvedBondFutureOption.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 ResolvedBondFutureOption.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