Class ResolvedBondFutureOption
- java.lang.Object
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- com.opengamma.strata.product.bond.ResolvedBondFutureOption
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- All Implemented Interfaces:
ResolvedProduct,Serializable,org.joda.beans.Bean,org.joda.beans.ImmutableBean
public final class ResolvedBondFutureOption extends Object implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.This is the resolved form of
BondFutureOptionand is an input to the pricers. Applications will typically create aResolvedBondFutureOptionfrom aBondFutureOptionusingBondFutureOption.resolve(ReferenceData).A
ResolvedBondFutureOptionis bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.Price
Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing ofBondFuture.- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classResolvedBondFutureOption.BuilderThe bean-builder forResolvedBondFutureOption.static classResolvedBondFutureOption.MetaThe meta-bean forResolvedBondFutureOption.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResolvedBondFutureOption.Builderbuilder()Returns a builder used to create an instance of the bean.booleanequals(Object obj)ZonedDateTimegetExpiry()Gets the expiry of the option.LocalDategetExpiryDate()Gets the expiry date of the option.FutureOptionPremiumStylegetPremiumStyle()Gets the style of the option premium.PutCallgetPutCall()Gets whether the option is put or call.RoundinggetRounding()Gets the definition of how to round the option price, defaulted to no rounding.SecurityIdgetSecurityId()Gets the security identifier.doublegetStrikePrice()Gets the strike price, represented in decimal form.ResolvedBondFuturegetUnderlyingFuture()Gets the underlying future.inthashCode()static ResolvedBondFutureOption.Metameta()The meta-bean forResolvedBondFutureOption.ResolvedBondFutureOption.MetametaBean()ResolvedBondFutureOption.BuildertoBuilder()Returns a builder that allows this bean to be mutated.StringtoString()
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Method Detail
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getExpiryDate
public LocalDate getExpiryDate()
Gets the expiry date of the option.- Returns:
- the expiry date
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meta
public static ResolvedBondFutureOption.Meta meta()
The meta-bean forResolvedBondFutureOption.- Returns:
- the meta-bean, not null
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builder
public static ResolvedBondFutureOption.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
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metaBean
public ResolvedBondFutureOption.Meta metaBean()
- Specified by:
metaBeanin interfaceorg.joda.beans.Bean
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getSecurityId
public SecurityId getSecurityId()
Gets the security identifier.This identifier uniquely identifies the security within the system.
- Returns:
- the value of the property, not null
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getPutCall
public PutCall getPutCall()
Gets 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.
- Returns:
- the value of the property
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getStrikePrice
public double getStrikePrice()
Gets 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.
- Returns:
- the value of the property
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getExpiry
public ZonedDateTime getExpiry()
Gets the expiry of the option.The date must not be after last trade date of the underlying future.
- Returns:
- the value of the property, not null
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getPremiumStyle
public FutureOptionPremiumStyle getPremiumStyle()
Gets the style of the option premium.The two options are daily margining and upfront premium.
- Returns:
- the value of the property, not null
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getRounding
public Rounding getRounding()
Gets 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.
- Returns:
- the value of the property, not null
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getUnderlyingFuture
public ResolvedBondFuture getUnderlyingFuture()
Gets the underlying future.- Returns:
- the value of the property, not null
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toBuilder
public ResolvedBondFutureOption.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
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