Package com.opengamma.strata.product.index

Class ResolvedIborFutureOptionTrade.Builder

java.lang.Object

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

com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedIborFutureOptionTrade>

Enclosing class:

ResolvedIborFutureOptionTrade

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

The bean-builder for ResolvedIborFutureOptionTrade.

Method Summary

Modifier and Type	Method	Description
ResolvedIborFutureOptionTrade	build()
Object	get(String propertyName)
ResolvedIborFutureOptionTrade.Builder	info(PortfolioItemInfo info)	Sets the additional information, defaulted to an empty instance.
ResolvedIborFutureOptionTrade.Builder	product(ResolvedIborFutureOption product)	Sets the option that was traded.
ResolvedIborFutureOptionTrade.Builder	quantity(double quantity)	Sets the quantity that was traded.
ResolvedIborFutureOptionTrade.Builder	set(String propertyName, Object newValue)
ResolvedIborFutureOptionTrade.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
ResolvedIborFutureOptionTrade.Builder	tradedPrice(TradedPrice tradedPrice)	Sets the price that was traded, together with the trade date, optional.

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<ResolvedIborFutureOptionTrade>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedIborFutureOptionTrade build()

info

public ResolvedIborFutureOptionTrade.Builder info(PortfolioItemInfo info)

Sets the additional information, defaulted to an empty instance.

This allows additional information to be attached.

Parameters:

info - the new value, not null

Returns:

this, for chaining, not null

product

public ResolvedIborFutureOptionTrade.Builder product(ResolvedIborFutureOption product)

Sets the option that was traded.

The product captures the contracted financial details of the trade.

Parameters:

product - the new value, not null

Returns:

this, for chaining, not null

quantity

public ResolvedIborFutureOptionTrade.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.

Parameters:

quantity - the new value

Returns:

this, for chaining, not null

tradedPrice

public ResolvedIborFutureOptionTrade.Builder tradedPrice(TradedPrice tradedPrice)

Sets the price that was traded, together with the trade date, optional.

This is the price agreed when the trade occurred, in decimal form. 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.

This is optional to allow the class to be used to price both trades and positions. When the instance represents a trade, the traded price should be present. When the instance represents a position, the traded price should be empty.

Parameters:

tradedPrice - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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