Class ResolvedFxVanillaOption.Builder

    • Method Detail

      • longShort

        public ResolvedFxVanillaOption.Builder longShort​(LongShort longShort)
        Sets whether the option is long or short.

        At expiry, the long party will have the option to enter in this transaction; the short party will, at the option of the long party, potentially enter into the inverse transaction.

        Parameters:
        longShort - the new value, not null
        Returns:
        this, for chaining, not null
      • expiry

        public ResolvedFxVanillaOption.Builder expiry​(ZonedDateTime expiry)
        Sets the expiry date-time of the option.

        The option is European, and can only be exercised on the expiry date.

        Parameters:
        expiry - the new value, not null
        Returns:
        this, for chaining, not null
      • underlying

        public ResolvedFxVanillaOption.Builder underlying​(ResolvedFxSingle underlying)
        Sets the underlying foreign exchange transaction.

        At expiry, if the option is in the money, this foreign exchange will occur. A call option permits the transaction as specified to occur. A put option permits the inverse transaction to occur.

        Parameters:
        underlying - the new value, not null
        Returns:
        this, for chaining, not null