Package com.opengamma.strata.product.etd

Class SplitEtdOption

java.lang.Object

com.opengamma.strata.product.etd.SplitEtdOption

All Implemented Interfaces:

org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class SplitEtdOption
extends Object
implements org.joda.beans.ImmutableBean

The option fields of a split OG-ETD identifier.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
PutCall	getPutCall()	Gets whether the option is a put or call.
double	getStrikePrice()	Gets the strike price, in decimal form, may be negative.
Optional<YearMonth>	getUnderlyingExpiryMonth()	Gets the expiry year-month of the underlying instrument.
int	getVersion()	Gets the version of the option, defaulted to zero.
int	hashCode()
static org.joda.beans.TypedMetaBean<SplitEtdOption>	meta()	The meta-bean for SplitEtdOption.
org.joda.beans.TypedMetaBean<SplitEtdOption>	metaBean()
static SplitEtdOption	of(int version, PutCall putCall, double strikePrice)	Obtains an instance.
static SplitEtdOption	of(int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Obtains an instance.
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

of

public static SplitEtdOption of(int version,
                                PutCall putCall,
                                double strikePrice)

Obtains an instance.

Parameters:

version - the version

putCall - the put/call flag

strikePrice - the strike price

Returns:

the instance

of

public static SplitEtdOption of(int version,
                                PutCall putCall,
                                double strikePrice,
                                YearMonth underlyingExpiryMonth)

Obtains an instance.

Parameters:

version - the version

putCall - the put/call flag

strikePrice - the strike price

underlyingExpiryMonth - the month of the underlying expiry

Returns:

the instance

meta

public static org.joda.beans.TypedMetaBean<SplitEtdOption> meta()

The meta-bean for SplitEtdOption.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<SplitEtdOption> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

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

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