Class ResolvedFixedCouponBondOption

  • All Implemented Interfaces:
    ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class ResolvedFixedCouponBondOption
    extends Object
    implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
    An option on a FixedCouponBond resolved for pricing.

    The option strike is expressed as "Clean price". The "clean" price excludes any accrued interest.

    The call/put is provided by the quantity's sign. If positive, it indicates the right to buy the bond (call), if negative it indicates the right to sell the bond (put).

    See Also:
    Serialized Form
    • Method Detail

      • getCurrency

        public Currency getCurrency()
        Returns the bond option currency.
        the currency
      • getLongShort

        public LongShort getLongShort()
        Gets whether the option is long or short.

        Long indicates that the owner has the right to exercise the option at expiry.

        the value of the property, not null
      • getUnderlying

        public ResolvedFixedCouponBond getUnderlying()
        Gets the bond underlying the option.
        the value of the property, not null
      • getExpiry

        public ZonedDateTime getExpiry()
        Gets the expiry date-time of the option.

        The option is European, and can only be exercised on the expiry date.

        the value of the property, not null
      • getQuantity

        public double getQuantity()
        Gets the quantity that was traded.

        This will be positive if buying (call) and negative if selling (put).

        the value of the property
      • hashCode

        public int hashCode()
        hashCode in class Object