| Package | Description |
|---|---|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.barrier(Barrier barrier)
Sets the barrier description.
|
static FxSingleBarrierOption.Builder |
FxSingleBarrierOption.builder()
Returns a builder used to create an instance of the bean.
|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Meta.builder() |
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.rebate(CurrencyAmount rebate)
Sets for a 'out' option, the amount is paid when the barrier is reached;
for a 'in' option, the amount is paid at expiry if the barrier is not reached.
|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.set(String propertyName,
Object newValue) |
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.toBuilder()
Returns a builder that allows this bean to be mutated.
|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.underlyingOption(FxVanillaOption underlyingOption)
Sets the underlying FX vanilla option.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.