Class ResolvedBondFutureOption
- java.lang.Object
-
- com.opengamma.strata.product.bond.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 aResolvedBondFutureOption
from aBondFutureOption
usingBondFutureOption.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.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
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ResolvedBondFutureOption.Builder
The bean-builder forResolvedBondFutureOption
.static class
ResolvedBondFutureOption.Meta
The meta-bean forResolvedBondFutureOption
.
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResolvedBondFutureOption.Builder
builder()
Returns a builder used to create an instance of the bean.boolean
equals(Object obj)
ZonedDateTime
getExpiry()
Gets the expiry of the option.LocalDate
getExpiryDate()
Gets the expiry date of the option.FutureOptionPremiumStyle
getPremiumStyle()
Gets the style of the option premium.PutCall
getPutCall()
Gets whether the option is put or call.Rounding
getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.SecurityId
getSecurityId()
Gets the security identifier.double
getStrikePrice()
Gets the strike price, represented in decimal form.ResolvedBondFuture
getUnderlyingFuture()
Gets the underlying future.int
hashCode()
static ResolvedBondFutureOption.Meta
meta()
The meta-bean forResolvedBondFutureOption
.ResolvedBondFutureOption.Meta
metaBean()
ResolvedBondFutureOption.Builder
toBuilder()
Returns a builder that allows this bean to be mutated.String
toString()
-
-
-
Method Detail
-
getExpiryDate
public LocalDate getExpiryDate()
Gets the expiry date of the option.- Returns:
- the expiry date
-
meta
public static ResolvedBondFutureOption.Meta meta()
The meta-bean forResolvedBondFutureOption
.- Returns:
- the meta-bean, not null
-
builder
public static ResolvedBondFutureOption.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
-
metaBean
public ResolvedBondFutureOption.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
-
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
-
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
-
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
-
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
-
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
-
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
-
getUnderlyingFuture
public ResolvedBondFuture getUnderlyingFuture()
Gets the underlying future.- Returns:
- the value of the property, not null
-
toBuilder
public ResolvedBondFutureOption.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
-
-