com.opengamma.strata.product.bond

Class FixedCouponBondOption.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FixedCouponBondOption>

Enclosing class:

FixedCouponBondOption

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

The bean-builder for FixedCouponBondOption.

Method Summary

Modifier and Type	Method and Description
FixedCouponBondOption	build()
FixedCouponBondOption.Builder	cleanStrikePrice(double cleanStrikePrice) Sets the clean price at which the option can be exercised, in decimal form.
FixedCouponBondOption.Builder	expiryDate(AdjustableDate expiryDate) Sets the expiry date of the option.
FixedCouponBondOption.Builder	expiryTime(LocalTime expiryTime) Sets the expiry time of the option.
FixedCouponBondOption.Builder	expiryZone(ZoneId expiryZone) Sets the time-zone of the expiry time.
Object	get(String propertyName)
FixedCouponBondOption.Builder	longShort(LongShort longShort) Sets whether the option is long or short.
FixedCouponBondOption.Builder	quantity(double quantity) Sets the quantity that was traded.
FixedCouponBondOption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FixedCouponBondOption.Builder	set(String propertyName, Object newValue)
FixedCouponBondOption.Builder	settlementDate(AdjustableDate settlementDate) Sets the settlement date when the option is exercised.
String	toString()
FixedCouponBondOption.Builder	underlying(FixedCouponBond underlying) Sets the bond underlying the option.

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<FixedCouponBondOption>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public FixedCouponBondOption build()

longShort

public FixedCouponBondOption.Builder longShort(LongShort longShort)

Sets whether the option is long or short.

Long indicates that the owner has the right to exercise the option at expiry.

Parameters:

longShort - the new value, not null

Returns:

this, for chaining, not null

underlying

public FixedCouponBondOption.Builder underlying(FixedCouponBond underlying)

Sets the bond underlying the option.

Parameters:

underlying - the new value, not null

Returns:

this, for chaining, not null

expiryDate

public FixedCouponBondOption.Builder expiryDate(AdjustableDate expiryDate)

Sets the expiry date of the option.

This is the last date that the option can be exercised.

This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

Parameters:

expiryDate - the new value, not null

Returns:

this, for chaining, not null

expiryTime

public FixedCouponBondOption.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 FixedCouponBondOption.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

quantity

public FixedCouponBondOption.Builder quantity(double quantity)

Sets the quantity that was traded.

This will be positive if buying (call) and negative if selling (put).

Parameters:

quantity - the new value

Returns:

this, for chaining, not null

cleanStrikePrice

public FixedCouponBondOption.Builder cleanStrikePrice(double cleanStrikePrice)

Sets the clean price at which the option can be exercised, in decimal form.

The "clean" price excludes any accrued interest.

Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.

Parameters:

cleanStrikePrice - the new value

Returns:

this, for chaining, not null

settlementDate

public FixedCouponBondOption.Builder settlementDate(AdjustableDate settlementDate)

Sets the settlement date when the option is exercised.

This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

Parameters:

settlementDate - 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<FixedCouponBondOption>