com.opengamma.strata.product.bond

Class FixedCouponBondOption

java.lang.Object

com.opengamma.strata.product.bond.FixedCouponBondOption

All Implemented Interfaces:

Resolvable<ResolvedFixedCouponBondOption>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FixedCouponBondOption
extends Object
implements Product, Resolvable<ResolvedFixedCouponBondOption>, org.joda.beans.ImmutableBean, Serializable

An option on a FixedCouponBond.

The option strike is expressed as "Clean price". The "clean" price excludes any accrued interest. The clean price is in the currency of the underlying bond.

The call/put is provided by the quantity's sign. If positive, it indicates the right to buy the bond (call), if negative it indicates the right to sell the bond (put).

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FixedCouponBondOption.Builder The bean-builder for FixedCouponBondOption.
static class	FixedCouponBondOption.Meta The meta-bean for FixedCouponBondOption.

Method Summary

Modifier and Type	Method and Description
ImmutableSet<Currency>	allCurrencies() Returns the set of currencies the product refers to.
static FixedCouponBondOption.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
double	getCleanStrikePrice() Gets the clean price at which the option can be exercised, in decimal form.
Currency	getCurrency() The currency of the underlying bond.
AdjustableDate	getExpiryDate() Gets the expiry date of the option.
LocalTime	getExpiryTime() Gets the expiry time of the option.
ZoneId	getExpiryZone() Gets the time-zone of the expiry time.
LongShort	getLongShort() Gets whether the option is long or short.
double	getQuantity() Gets the quantity that was traded.
AdjustableDate	getSettlementDate() Gets the settlement date when the option is exercised.
FixedCouponBond	getUnderlying() Gets the bond underlying the option.
int	hashCode()
static FixedCouponBondOption.Meta	meta() The meta-bean for FixedCouponBondOption.
FixedCouponBondOption.Meta	metaBean()
ResolvedFixedCouponBondOption	resolve(ReferenceData refData)
FixedCouponBondOption.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.Product

allPaymentCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getCurrency

public Currency getCurrency()

The currency of the underlying bond.

Returns:

the currency

resolve

public ResolvedFixedCouponBondOption resolve(ReferenceData refData)

Specified by:

resolve in interface Resolvable<ResolvedFixedCouponBondOption>

allCurrencies

public ImmutableSet<Currency> allCurrencies()

Description copied from interface: Product

Returns the set of currencies the product refers to.

This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

Specified by:

allCurrencies in interface Product

Returns:

the set of currencies the product refers to

meta

public static FixedCouponBondOption.Meta meta()

The meta-bean for FixedCouponBondOption.

Returns:

the meta-bean, not null

builder

public static FixedCouponBondOption.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public FixedCouponBondOption.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getLongShort

public LongShort getLongShort()

Gets whether the option is long or short.

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

Returns:

the value of the property, not null

getUnderlying

public FixedCouponBond getUnderlying()

Gets the bond underlying the option.

Returns:

the value of the property, not null

getExpiryDate

public AdjustableDate getExpiryDate()

Gets 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.

Returns:

the value of the property, not null

getExpiryTime

public LocalTime getExpiryTime()

Gets the expiry time of the option.

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

Returns:

the value of the property, not null

getExpiryZone

public ZoneId getExpiryZone()

Gets the time-zone of the expiry time.

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

Returns:

the value of the property, not null

getQuantity

public double getQuantity()

Gets the quantity that was traded.

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

Returns:

the value of the property

getCleanStrikePrice

public double getCleanStrikePrice()

Gets 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.

Returns:

the value of the property

getSettlementDate

public AdjustableDate getSettlementDate()

Gets 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.

Returns:

the value of the property, not null

toBuilder

public FixedCouponBondOption.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object