Uses of Class
com.opengamma.strata.product.bond.ResolvedBondFutureOption

Packages that use ResolvedBondFutureOption

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.product.bond	Entity objects describing bonds.

Uses of ResolvedBondFutureOption in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedBondFutureOption

Modifier and Type	Method	Description
double	BlackBondFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the delta of the bond future option product.
double	BlackBondFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the delta of the bond future option product based on the price of the underlying future.
double	BlackBondFutureOptionMarginedProductPricer.gammaStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the gamma of the bond future option product.
double	BlackBondFutureOptionMarginedProductPricer.gammaStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the gamma of the bond future option product based on the price of the underlying future.
double	BlackBondFutureOptionMarginedProductPricer.price(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the price of the bond future option product.
double	BlackBondFutureOptionMarginedProductPricer.price(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the price of the bond future option product based on the price of the underlying future.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
PointSensitivities	BlackBondFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the price sensitivity of the bond future option product based on curves.
PointSensitivities	BlackBondFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
double	BlackBondFutureOptionMarginedProductPricer.theta(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the theta of the bond future option product.
double	BlackBondFutureOptionMarginedProductPricer.theta(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the theta of the bond future option product based on the price of the underlying future.

Uses of ResolvedBondFutureOption in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return ResolvedBondFutureOption

Modifier and Type	Method	Description
ResolvedBondFutureOption	ResolvedBondFutureOption.Builder.build()
ResolvedBondFutureOption	ResolvedBondFutureOptionTrade.getProduct()	Gets the option that was traded.
ResolvedBondFutureOption	BondFutureOption.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedBondFutureOption

Modifier and Type	Method	Description
Class<? extends ResolvedBondFutureOption>	ResolvedBondFutureOption.Meta.beanType()
org.joda.beans.MetaProperty<ResolvedBondFutureOption>	ResolvedBondFutureOptionTrade.Meta.product()	The meta-property for the product property.

Methods in com.opengamma.strata.product.bond with parameters of type ResolvedBondFutureOption

Modifier and Type	Method	Description
ResolvedBondFutureOptionTrade.Builder	ResolvedBondFutureOptionTrade.Builder.product(ResolvedBondFutureOption product)	Sets the option that was traded.