com.opengamma.strata.product.bond

Class BondFutureOption.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.BondFutureOption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BondFutureOption>

Enclosing class:

BondFutureOption

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

The bean-builder for BondFutureOption.

Method Summary

Modifier and Type	Method and Description
BondFutureOption	build()
BondFutureOption.Builder	expiryDate(LocalDate expiryDate) Sets the expiry date of the option.
BondFutureOption.Builder	expiryTime(LocalTime expiryTime) Sets the expiry time of the option.
BondFutureOption.Builder	expiryZone(ZoneId expiryZone) Sets the time-zone of the expiry time.
Object	get(String propertyName)
BondFutureOption.Builder	premiumStyle(FutureOptionPremiumStyle premiumStyle) Sets the style of the option premium.
BondFutureOption.Builder	putCall(PutCall putCall) Sets whether the option is put or call.
BondFutureOption.Builder	rounding(Rounding rounding) Sets the definition of how to round the option price, defaulted to no rounding.
BondFutureOption.Builder	securityId(SecurityId securityId) Sets the security identifier.
BondFutureOption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
BondFutureOption.Builder	set(String propertyName, Object newValue)
BondFutureOption.Builder	strikePrice(double strikePrice) Sets the strike price, represented in decimal form.
String	toString()
BondFutureOption.Builder	underlyingFuture(BondFuture 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<BondFutureOption>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BondFutureOption build()

securityId

public BondFutureOption.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 BondFutureOption.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 BondFutureOption.Builder strikePrice(double strikePrice)

Sets the strike price, represented in decimal form.

This is the price at which the option applies and refers to the price of the underlying future. This must be represented in decimal form, (1.0 - decimalRate). As such, the common market price of 99.3 for a 0.7% rate must be input as 0.993. The rate implied by the strike can take negative values.

Parameters:

strikePrice - the new value

Returns:

this, for chaining, not null

expiryDate

public BondFutureOption.Builder expiryDate(LocalDate expiryDate)

Sets the expiry date of the option.

The expiry date is related to the expiry time and time-zone. The date must not be after last trade date of the underlying future.

Parameters:

expiryDate - the new value, not null

Returns:

this, for chaining, not null

expiryTime

public BondFutureOption.Builder expiryTime(LocalTime expiryTime)

Sets the expiry time of the option.

The expiry time is related to the expiry date and time-zone.

Parameters:

expiryTime - the new value, not null

Returns:

this, for chaining, not null

expiryZone

public BondFutureOption.Builder expiryZone(ZoneId expiryZone)

Sets the time-zone of the expiry time.

The expiry time-zone is related to the expiry date and time.

Parameters:

expiryZone - the new value, not null

Returns:

this, for chaining, not null

premiumStyle

public BondFutureOption.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 BondFutureOption.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. For example, the common market price of 99.7125 is represented as 0.997125 which has 6 decimal places.

Parameters:

rounding - the new value, not null

Returns:

this, for chaining, not null

underlyingFuture

public BondFutureOption.Builder underlyingFuture(BondFuture 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<BondFutureOption>