Package com.opengamma.strata.product.index

Class ResolvedIborFutureOption.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedIborFutureOption>

com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedIborFutureOption>

Enclosing class:

ResolvedIborFutureOption

public static final class ResolvedIborFutureOption.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedIborFutureOption>

The bean-builder for ResolvedIborFutureOption.

Method Summary

Modifier and Type	Method	Description
ResolvedIborFutureOption	build()
ResolvedIborFutureOption.Builder	expiry(ZonedDateTime expiry)	Sets the expiry of the option.
Object	get(String propertyName)
ResolvedIborFutureOption.Builder	premiumStyle(FutureOptionPremiumStyle premiumStyle)	Sets the style of the option premium.
ResolvedIborFutureOption.Builder	putCall(PutCall putCall)	Sets whether the option is put or call.
ResolvedIborFutureOption.Builder	rounding(Rounding rounding)	Sets the definition of how to round the option price, defaulted to no rounding.
ResolvedIborFutureOption.Builder	securityId(SecurityId securityId)	Sets the security identifier.
ResolvedIborFutureOption.Builder	set(String propertyName, Object newValue)
ResolvedIborFutureOption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedIborFutureOption.Builder	strikePrice(double strikePrice)	Sets the strike price, in decimal form.
String	toString()
ResolvedIborFutureOption.Builder	underlyingFuture(ResolvedIborFuture underlyingFuture)	Sets the underlying future.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ResolvedIborFutureOption>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedIborFutureOption>

set

public ResolvedIborFutureOption.Builder set(String propertyName,
                                            Object newValue)

set

public ResolvedIborFutureOption.Builder set(org.joda.beans.MetaProperty<?> property,
                                            Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ResolvedIborFutureOption>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedIborFutureOption>

build

public ResolvedIborFutureOption build()

securityId

public ResolvedIborFutureOption.Builder securityId(SecurityId securityId)

Sets the security identifier.

This identifier uniquely identifies the security within the system.

Parameters:

securityId - the new value, not null

Returns:

this, for chaining, not null

putCall

public ResolvedIborFutureOption.Builder putCall(PutCall putCall)

Sets whether the option is put or call.

A call gives the owner the right, but not obligation, to buy the underlying at an agreed price in the future. A put gives a similar option to sell.

Parameters:

putCall - the new value

Returns:

this, for chaining, not null

strikePrice

public ResolvedIborFutureOption.Builder strikePrice(double strikePrice)

Sets the strike price, in decimal form.

This is the price at which the option applies and refers to the price of the underlying future. The rate implied by the strike can take negative values.

Strata uses decimal prices for Ibor futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

Parameters:

strikePrice - the new value

Returns:

this, for chaining, not null

expiry

public ResolvedIborFutureOption.Builder expiry(ZonedDateTime expiry)

Sets the expiry of the option.

The date must not be after last trade date of the underlying future.

Parameters:

expiry - the new value, not null

Returns:

this, for chaining, not null

premiumStyle

public ResolvedIborFutureOption.Builder premiumStyle(FutureOptionPremiumStyle premiumStyle)

Sets the style of the option premium.

The two options are daily margining and upfront premium.

Parameters:

premiumStyle - the new value, not null

Returns:

this, for chaining, not null

rounding

public ResolvedIborFutureOption.Builder rounding(Rounding rounding)

Sets the definition of how to round the option price, defaulted to no rounding.

The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form.

Parameters:

rounding - the new value, not null

Returns:

this, for chaining, not null

underlyingFuture

public ResolvedIborFutureOption.Builder underlyingFuture(ResolvedIborFuture underlyingFuture)

Sets the underlying future.

Parameters:

underlyingFuture - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedIborFutureOption>