Package com.opengamma.strata.product.bond

Class ResolvedFixedCouponBondOption

java.lang.Object

com.opengamma.strata.product.bond.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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ResolvedFixedCouponBondOption.Builder	The bean-builder for ResolvedFixedCouponBondOption.
static class	ResolvedFixedCouponBondOption.Meta	The meta-bean for ResolvedFixedCouponBondOption.

Method Summary

Modifier and Type	Method	Description
static ResolvedFixedCouponBondOption.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency()	Returns the bond option currency.
ZonedDateTime	getExpiry()	Gets the expiry date-time of the option.
LongShort	getLongShort()	Gets whether the option is long or short.
double	getQuantity()	Gets the quantity that was traded.
ResolvedFixedCouponBondSettlement	getSettlement()	Gets the bond's settlement details.
ResolvedFixedCouponBond	getUnderlying()	Gets the bond underlying the option.
int	hashCode()
static ResolvedFixedCouponBondOption.Meta	meta()	The meta-bean for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondOption.Meta	metaBean()
ResolvedFixedCouponBondOption.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getCurrency

public Currency getCurrency()

Returns the bond option currency.

Returns:

the currency

meta

public static ResolvedFixedCouponBondOption.Meta meta()

The meta-bean for ResolvedFixedCouponBondOption.

Returns:

the meta-bean, not null

builder

public static ResolvedFixedCouponBondOption.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public ResolvedFixedCouponBondOption.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

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.

Returns:

the value of the property, not null

getUnderlying

public ResolvedFixedCouponBond getUnderlying()

Gets the bond underlying the option.

Returns:

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.

Returns:

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).

Returns:

the value of the property

getSettlement

public ResolvedFixedCouponBondSettlement getSettlement()

Gets the bond's settlement details.

Returns:

the value of the property, not null

toBuilder

public ResolvedFixedCouponBondOption.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object