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

Packages that use ResolvedBondFutureOptionTrade

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.product.bond	Entity objects describing bonds.

Uses of ResolvedBondFutureOptionTrade in com.opengamma.strata.measure.bond

Classes in com.opengamma.strata.measure.bond with type parameters of type ResolvedBondFutureOptionTrade

Modifier and Type	Class	Description
class	BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>	Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.

Methods in com.opengamma.strata.measure.bond with parameters of type ResolvedBondFutureOptionTrade

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
DoubleScenarioArray	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
double	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates unit price for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the currency exposure of the bond future option trade.
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LocalDate valuationDate, double currentOptionPrice, double lastOptionSettlementPrice)	Calculates the currency exposure of the bond future option trade from the current option price.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade from the underlying future price.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LocalDate valuationDate, double currentOptionPrice, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade from the current option price.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade futureOptionTrade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Computes the present value sensitivity to the Black volatility used in the pricing.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade futureOptionTrade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
PointSensitivities	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates the present value sensitivity of the bond future option trade.
double	BlackBondFutureOptionMarginedTradePricer.price(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates the price of the bond future option trade.

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

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

Modifier and Type	Method	Description
ResolvedBondFutureOptionTrade	ResolvedBondFutureOptionTrade.Builder.build()
ResolvedBondFutureOptionTrade	BondFutureOptionPosition.resolve(ReferenceData refData)
ResolvedBondFutureOptionTrade	BondFutureOptionTrade.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedBondFutureOptionTrade>	ResolvedBondFutureOptionTrade.Meta.beanType()