Class ResolvedBondFutureOption

  • 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 BondFutureOption and is an input to the pricers. Applications will typically create a ResolvedBondFutureOption from a BondFutureOption using BondFutureOption.resolve(ReferenceData).

    A ResolvedBondFutureOption is 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.


    Strata uses decimal prices for bond futures options in the trade model, pricers and market data. This is coherent with the pricing of BondFuture.
    See Also:
    Serialized Form
    • Method Detail

      • getExpiryDate

        public LocalDate getExpiryDate()
        Gets the expiry date of the option.
        the expiry date
      • getSecurityId

        public SecurityId getSecurityId()
        Gets the security identifier.

        This identifier uniquely identifies the security within the system.

        the value of the property, not null
      • 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.

        the value of the property
      • 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.

        the value of the property
      • getExpiry

        public ZonedDateTime getExpiry()
        Gets the expiry of the option.

        The date must not be after last trade date of the underlying future.

        the value of the property, not null
      • getPremiumStyle

        public FutureOptionPremiumStyle getPremiumStyle()
        Gets the style of the option premium.

        The two options are daily margining and upfront premium.

        the value of the property, not null
      • 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.

        the value of the property, not null
      • getUnderlyingFuture

        public ResolvedBondFuture getUnderlyingFuture()
        Gets the underlying future.
        the value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object