com.opengamma.strata.product.etd

Class EtdOptionSecurity.Builder

java.lang.Object

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

com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<EtdOptionSecurity>

Enclosing class:

EtdOptionSecurity

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

The bean-builder for EtdOptionSecurity.

Method Summary

Modifier and Type	Method and Description
EtdOptionSecurity	build()
EtdOptionSecurity.Builder	contractSpecId(EtdContractSpecId contractSpecId) Sets the ID of the contract specification from which this security is derived.
EtdOptionSecurity.Builder	expiry(YearMonth expiry) Sets the year-month of the expiry.
Object	get(String propertyName)
EtdOptionSecurity.Builder	info(SecurityInfo info) Sets the standard security information.
EtdOptionSecurity.Builder	putCall(PutCall putCall) Sets whether the option is a put or call.
EtdOptionSecurity.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
EtdOptionSecurity.Builder	set(String propertyName, Object newValue)
EtdOptionSecurity.Builder	strikePrice(double strikePrice) Sets the strike price, in decimal form, may be negative.
String	toString()
EtdOptionSecurity.Builder	underlyingExpiryMonth(YearMonth underlyingExpiryMonth) Sets the expiry year-month of the underlying instrument.
EtdOptionSecurity.Builder	variant(EtdVariant variant) Sets the variant of ETD.
EtdOptionSecurity.Builder	version(int version) Sets the version of the option, defaulted to zero.

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<EtdOptionSecurity>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public EtdOptionSecurity build()

info

public EtdOptionSecurity.Builder info(SecurityInfo info)

Sets the standard security information.

This includes the security identifier.

Parameters:

info - the new value, not null

Returns:

this, for chaining, not null

contractSpecId

public EtdOptionSecurity.Builder contractSpecId(EtdContractSpecId contractSpecId)

Sets the ID of the contract specification from which this security is derived.

Parameters:

contractSpecId - the new value, not null

Returns:

this, for chaining, not null

expiry

public EtdOptionSecurity.Builder expiry(YearMonth expiry)

Sets the year-month of the expiry.

Expiry will occur on a date implied by the variant of the ETD.

Parameters:

expiry - the new value, not null

Returns:

this, for chaining, not null

variant

public EtdOptionSecurity.Builder variant(EtdVariant variant)

Sets the variant of ETD.

This captures the variant of the ETD. The most common variant is 'Monthly'. Other variants are 'Weekly', 'Daily' and 'Flex'.

When building, this defaults to 'Monthly'.

Parameters:

variant - the new value, not null

Returns:

this, for chaining, not null

version

public EtdOptionSecurity.Builder version(int version)

Sets the version of the option, defaulted to zero.

Some options can have multiple versions, representing some kind of change over time. Version zero is the baseline, version one and later indicates some kind of change occurred.

Parameters:

version - the new value

Returns:

this, for chaining, not null

putCall

public EtdOptionSecurity.Builder putCall(PutCall putCall)

Sets whether the option is a put or call.

Parameters:

putCall - the new value, not null

Returns:

this, for chaining, not null

strikePrice

public EtdOptionSecurity.Builder strikePrice(double strikePrice)

Sets the strike price, in decimal form, may be negative.

Parameters:

strikePrice - the new value

Returns:

this, for chaining, not null

underlyingExpiryMonth

public EtdOptionSecurity.Builder underlyingExpiryMonth(YearMonth underlyingExpiryMonth)

Sets the expiry year-month of the underlying instrument.

If an option has an underlying instrument, the expiry of that instrument can be specified here. For example, you can have an option expiring in March on the underlying March future, or on the underlying June future. Not all options have an underlying instrument, thus the property is optional.

In many cases, the expiry of the underlying instrument is the same as the expiry of the option. In this case, the expiry is often omitted, even though it probably should not be.

Parameters:

underlyingExpiryMonth - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<EtdOptionSecurity>