Package com.opengamma.strata.product.etd

Class EtdOptionSecurity

java.lang.Object

com.opengamma.strata.product.etd.EtdOptionSecurity

All Implemented Interfaces:

EtdSecurity, Product, SecuritizedProduct, Security, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class EtdOptionSecurity
extends Object
implements EtdSecurity, org.joda.beans.ImmutableBean, Serializable

An instrument representing an exchange traded derivative (ETD) option.

A security representing a standardized contract that gives the buyer the right but not the obligation to buy or sell an underlying asset at an agreed price.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static EtdOptionSecurity.Builder	builder()	Returns a builder used to create an instance of the bean.
EtdOptionPosition	createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)	Creates a position based on this security from a long and short quantity.
EtdOptionPosition	createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)	Creates a position based on this security from a net quantity.
EtdOptionSecurity	createProduct(ReferenceData refData)	Creates the product associated with this security.
EtdOptionTrade	createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData)	Creates a trade based on this security.
boolean	equals(Object obj)
EtdContractSpecId	getContractSpecId()	Gets the ID of the contract specification from which this security is derived.
YearMonth	getExpiry()	Gets the year-month of the expiry.
SecurityInfo	getInfo()	Gets the standard security information.
PutCall	getPutCall()	Gets whether the option is a put or call.
double	getStrikePrice()	Gets the strike price, in decimal form, may be negative.
EtdType	getType()	Gets the type of the contract - future or option.
Optional<YearMonth>	getUnderlyingExpiryMonth()	Gets the expiry year-month of the underlying instrument.
EtdVariant	getVariant()	Gets the variant of ETD.
int	getVersion()	Gets the version of the option, defaulted to zero.
int	hashCode()
static EtdOptionSecurity.Meta	meta()	The meta-bean for EtdOptionSecurity.
EtdOptionSecurity.Meta	metaBean()
static EtdOptionSecurity	of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
static EtdOptionSecurity	of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.
String	summaryDescription()	Summarizes this ETD option into string form.
EtdOptionSecurity.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
EtdOptionSecurity	withInfo(SecurityInfo info)	Returns an instance with the specified info.

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

Methods inherited from interface com.opengamma.strata.product.etd.EtdSecurity

getCurrency, getSecurityId, getUnderlyingIds

Methods inherited from interface com.opengamma.strata.product.Product

allPaymentCurrencies, isCrossCurrency

Methods inherited from interface com.opengamma.strata.product.SecuritizedProduct

allCurrencies

Method Detail

of

public static EtdOptionSecurity of(EtdContractSpec spec,
                                   YearMonth expiry,
                                   EtdVariant variant,
                                   int version,
                                   PutCall putCall,
                                   double strikePrice)

Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.

The security identifier will be automatically created using EtdIdUtils. The specification must be for an option.

Parameters:

spec - the option contract specification

expiry - the expiry year-month of the option

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

version - the non-negative version, zero if versioning does not apply

putCall - whether the option is a put or call

strikePrice - the strike price of the option

Returns:

an option security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not OPTION

of

public static EtdOptionSecurity of(EtdContractSpec spec,
                                   YearMonth expiry,
                                   EtdVariant variant,
                                   int version,
                                   PutCall putCall,
                                   double strikePrice,
                                   YearMonth underlyingExpiryMonth)

Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.

The security identifier will be automatically created using EtdIdUtils. The specification must be for an option.

Parameters:

spec - the option contract specification

expiry - the expiry year-month of the option

variant - the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'

version - the non-negative version, zero if versioning does not apply

putCall - whether the option is a put or call

strikePrice - the strike price of the option

underlyingExpiryMonth - the expiry of the underlying instrument, such as a future, may be null

Returns:

an option security based on this contract specification

Throws:

IllegalStateException - if the product type of the contract specification is not OPTION

getType

public EtdType getType()

Description copied from interface: EtdSecurity

Gets the type of the contract - future or option.

Specified by:

getType in interface EtdSecurity

Returns:

the type, future or option

withInfo

public EtdOptionSecurity withInfo(SecurityInfo info)

Description copied from interface: Security

Returns an instance with the specified info.

Specified by:

withInfo in interface EtdSecurity

Specified by:

withInfo in interface Security

Parameters:

info - the new info

Returns:

the instance with the specified info

createProduct

public EtdOptionSecurity createProduct(ReferenceData refData)

Description copied from interface: Security

Creates the product associated with this security.

The product of a security is distinct from the security. The product includes the financial details from this security, but excludes the additional information. The product also includes the products of any underlying securities.

Specified by:

createProduct in interface Security

Parameters:

refData - the reference data used to find underlying securities

Returns:

the product

createTrade

public EtdOptionTrade createTrade(TradeInfo tradeInfo,
                                  double quantity,
                                  double tradePrice,
                                  ReferenceData refData)

Description copied from interface: Security

Creates a trade based on this security.

This creates a trade of a suitable type for this security.

Specified by:

createTrade in interface Security

Parameters:

tradeInfo - the trade information

quantity - the number of contracts in the trade

tradePrice - the price agreed when the trade occurred

refData - the reference data used to find underlying securities

Returns:

the trade

createPosition

public EtdOptionPosition createPosition(PositionInfo positionInfo,
                                        double quantity,
                                        ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a net quantity.

This creates a position of a suitable type for this security.

Specified by:

createPosition in interface Security

Parameters:

positionInfo - the position information

quantity - the number of contracts in the position

refData - the reference data used to find underlying securities

Returns:

the position

createPosition

public EtdOptionPosition createPosition(PositionInfo positionInfo,
                                        double longQuantity,
                                        double shortQuantity,
                                        ReferenceData refData)

Description copied from interface: Security

Creates a position based on this security from a long and short quantity.

This creates a position of a suitable type for this security.

The long quantity and short quantity must be zero or positive, not negative.

Specified by:

createPosition in interface Security

Parameters:

positionInfo - the position information

longQuantity - the long quantity in the position

shortQuantity - the short quantity in the position

refData - the reference data used to find underlying securities

Returns:

the position

summaryDescription

public String summaryDescription()

Summarizes this ETD option into string form.

Returns:

the summary description

meta

public static EtdOptionSecurity.Meta meta()

The meta-bean for EtdOptionSecurity.

Returns:

the meta-bean, not null

builder

public static EtdOptionSecurity.Builder builder()

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

Returns:

the builder, not null

metaBean

public EtdOptionSecurity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getInfo

public SecurityInfo getInfo()

Gets the standard security information.

This includes the security identifier.

Specified by:

getInfo in interface Security

Returns:

the value of the property, not null

getContractSpecId

public EtdContractSpecId getContractSpecId()

Gets the ID of the contract specification from which this security is derived.

Specified by:

getContractSpecId in interface EtdSecurity

Returns:

the value of the property, not null

getExpiry

public YearMonth getExpiry()

Gets the year-month of the expiry.

Expiry will occur on a date implied by the variant of the ETD.

Specified by:

getExpiry in interface EtdSecurity

Returns:

the value of the property, not null

getVariant

public EtdVariant getVariant()

Gets the variant of ETD.

This captures the variant of the ETD. The most common variant is 'Monthly'. Other variants are 'Weekly', 'Daily' and 'Flex'.

When building, this defaults to 'Monthly'.

Specified by:

getVariant in interface EtdSecurity

Returns:

the value of the property, not null

getVersion

public int getVersion()

Gets the version of the option, defaulted to zero.

Some options can have multiple versions, representing some kind of change over time. Version zero is the baseline, version one and later indicates some kind of change occurred.

Returns:

the value of the property

getPutCall

public PutCall getPutCall()

Gets whether the option is a put or call.

Returns:

the value of the property, not null

getStrikePrice

public double getStrikePrice()

Gets the strike price, in decimal form, may be negative.

Returns:

the value of the property

getUnderlyingExpiryMonth

public Optional<YearMonth> getUnderlyingExpiryMonth()

Gets the expiry year-month of the underlying instrument.

If an option has an underlying instrument, the expiry of that instrument can be specified here. For example, you can have an option expiring in March on the underlying March future, or on the underlying June future. Not all options have an underlying instrument, thus the property is optional.

In many cases, the expiry of the underlying instrument is the same as the expiry of the option. In this case, the expiry is often omitted, even though it probably should not be.

Returns:

the optional value of the property, not null

toBuilder

public EtdOptionSecurity.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