public final class ResolvedFxVanillaOption extends Object implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
This is the resolved form of FxVanillaOption and is an input to the pricers.
Applications will typically create a ResolvedFxVanillaOption from a FxVanillaOption
using FxVanillaOption.resolve(ReferenceData).
A ResolvedFxVanillaOption is bound to data that changes over time, such as holiday calendars.
If the data changes, such as the addition of a new holiday, the resolved form will not be updated.
Care must be taken when placing the resolved form in a cache or persistence layer.
| Modifier and Type | Class and Description |
|---|---|
static class |
ResolvedFxVanillaOption.Builder
The bean-builder for
ResolvedFxVanillaOption. |
static class |
ResolvedFxVanillaOption.Meta
The meta-bean for
ResolvedFxVanillaOption. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedFxVanillaOption.Builder |
builder()
Returns a builder used to create an instance of the bean.
|
boolean |
equals(Object obj) |
Currency |
getCounterCurrency()
Get the counter currency of the underlying FX transaction.
|
CurrencyPair |
getCurrencyPair()
Gets currency pair of the base currency and counter currency.
|
ZonedDateTime |
getExpiry()
Gets the expiry date-time of the option.
|
LocalDate |
getExpiryDate()
Gets the expiry date of the option.
|
LongShort |
getLongShort()
Gets whether the option is long or short.
|
PutCall |
getPutCall()
Returns the put/call flag.
|
double |
getStrike()
Gets the strike rate.
|
ResolvedFxSingle |
getUnderlying()
Gets the underlying foreign exchange transaction.
|
int |
hashCode() |
static ResolvedFxVanillaOption.Meta |
meta()
The meta-bean for
ResolvedFxVanillaOption. |
ResolvedFxVanillaOption.Meta |
metaBean() |
ResolvedFxVanillaOption.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
public CurrencyPair getCurrencyPair()
This currency pair is conventional, thus indifferent to the direction of FX.
public LocalDate getExpiryDate()
public double getStrike()
public PutCall getPutCall()
This is the put/call for the base currency. If the amount for the base currency is positive, the option is a call on the base currency (put on counter currency). If the amount for the base currency is negative, the option is a put on the base currency (call on counter currency).
public Currency getCounterCurrency()
public static ResolvedFxVanillaOption.Meta meta()
ResolvedFxVanillaOption.public static ResolvedFxVanillaOption.Builder builder()
public ResolvedFxVanillaOption.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic LongShort getLongShort()
At expiry, the long party will have the option to enter in this transaction; the short party will, at the option of the long party, potentially enter into the inverse transaction.
public ZonedDateTime getExpiry()
The option is European, and can only be exercised on the expiry date.
public ResolvedFxSingle getUnderlying()
At expiry, if the option is in the money, this foreign exchange will occur. A call option permits the transaction as specified to occur. A put option permits the inverse transaction to occur.
public ResolvedFxVanillaOption.Builder toBuilder()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.