| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
static IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.builder()
Returns a builder used to create an instance of the bean.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Meta.builder() |
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.currency(Currency currency)
Sets the currency that the option is traded in.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.expiryDate(LocalDate expiryDate)
Sets the expiry date of the option.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.expiryTime(LocalTime expiryTime)
Sets the expiry time of the option.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.expiryZone(ZoneId expiryZone)
Sets the time-zone of the expiry time.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.info(SecurityInfo info)
Sets the standard security information.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.premiumStyle(FutureOptionPremiumStyle premiumStyle)
Sets the style of the option premium.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.set(String propertyName,
Object newValue) |
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.strikePrice(double strikePrice)
Sets the strike price, in decimal form.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.toBuilder()
Returns a builder that allows this bean to be mutated.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)
Sets the identifier of the underlying future.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.