Class IborFutureOptionTrade.Builder

    • Method Detail

      • product

        public IborFutureOptionTrade.Builder product​(IborFutureOption product)
        Sets the option that was traded.

        The product captures the contracted financial details of the trade.

        product - the new value, not null
        this, for chaining, not null
      • quantity

        public IborFutureOptionTrade.Builder quantity​(double quantity)
        Sets the quantity that was traded.

        This is the number of contracts that were traded. This will be positive if buying and negative if selling.

        quantity - the new value
        this, for chaining, not null
      • price

        public IborFutureOptionTrade.Builder price​(double price)
        Sets the price that was traded, in decimal form.

        This is the price agreed when the trade occurred.

        Strata uses decimal prices for Ibor future options in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, an option price of 0.2 is related to a futures price of 99.32 that implies an interest rate of 0.68%. Strata represents the price of the future as 0.9932 and thus represents the price of the option as 0.002.

        price - the new value
        this, for chaining, not null
      • toString

        public String toString()
        toString in class<IborFutureOptionTrade>