ResolvedSwaption (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swaption.ResolvedSwaption

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ResolvedSwaption
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
```
A swaption, resolved for pricing.
This is the resolved form of Swaption and is an input to the pricers. Applications will typically create a ResolvedSwaption from a Swaption using Swaption.resolve(ReferenceData).
A ResolvedSwaption 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.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`ResolvedSwaption.Builder` The bean-builder for `ResolvedSwaption`.
`static class`	`ResolvedSwaption.Meta` The meta-bean for `ResolvedSwaption`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ResolvedSwaption.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()` Gets the currency of the swaption.
`SwaptionExerciseDates`	`getExerciseInfo()` Gets the exercise information.
`ZonedDateTime`	`getExpiry()` Gets the expiry date-time of the option.
`LocalDate`	`getExpiryDate()` Gets the expiry date of the option.
`RateIndex`	`getIndex()` Gets the index of the underlying swap.
`LongShort`	`getLongShort()` Gets whether the option is long or short.
`SwaptionSettlement`	`getSwaptionSettlement()` Gets settlement method.
`ResolvedSwap`	`getUnderlying()` Gets the underlying swap.
`int`	`hashCode()`
`static ResolvedSwaption.Meta`	`meta()` The meta-bean for `ResolvedSwaption`.
`ResolvedSwaption.Meta`	`metaBean()`
`ResolvedSwaption.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 org.joda.beans.Bean
property, propertyNames

- Method Detail
  - getExpiryDate
```
public LocalDate getExpiryDate()
```
    Gets the expiry date of the option.
    
    Returns:
    
    the expiry date
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the swaption.
    This is the currency of the underlying swap, which is not allowed to be cross-currency.
    
    Returns:
    
    the currency
  - getIndex
```
public RateIndex getIndex()
```
    Gets the index of the underlying swap.
    
    Returns:
    
    the index of the underlying swap
  - meta
```
public static ResolvedSwaption.Meta meta()
```
    The meta-bean for ResolvedSwaption.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ResolvedSwaption.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ResolvedSwaption.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 wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.
    
    Returns:
    
    the value of the property, not null
  - getSwaptionSettlement
```
public SwaptionSettlement getSwaptionSettlement()
```
    Gets settlement method.
    The settlement of the option is specified by SwaptionSettlement.
    
    Returns:
    
    the value of the property, not null
  - getExerciseInfo
```
public SwaptionExerciseDates getExerciseInfo()
```
    Gets the exercise information.
    A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.
    European swaptions will have matching information in this object, expiry date and swap start date. If this is not set in the builder, it will be defaulted to European from the expiry date and swap start date.
    
    Returns:
    
    the value of the property, not null
  - getExpiry
```
public ZonedDateTime getExpiry()
```
    Gets the expiry date-time of the option.
    The option is European, and can only be exercised on the expiry date.
    
    Returns:
    
    the value of the property, not null
  - getUnderlying
```
public ResolvedSwap getUnderlying()
```
    Gets the underlying swap.
    At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ResolvedSwaption.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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class ResolvedSwaption

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getExpiryDate

getCurrency

getIndex

meta

builder

metaBean

getLongShort

getSwaptionSettlement

getExerciseInfo

getExpiry

getUnderlying

toBuilder

equals

hashCode

toString