com.opengamma.strata.product.etd.EtdOptionSecurity Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.etd;
import java.io.Serializable;
import java.text.NumberFormat;
import java.time.YearMonth;
import java.time.format.DateTimeFormatter;
import java.util.Locale;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import org.joda.beans.Bean;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.ImmutableDefaults;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.product.PositionInfo;
import com.opengamma.strata.product.SecurityId;
import com.opengamma.strata.product.SecurityInfo;
import com.opengamma.strata.product.TradeInfo;
import com.opengamma.strata.product.common.PutCall;
/**
* An instrument representing an exchange traded derivative (ETD) option.
*
* A security representing a standardized contract that gives the buyer the right but not the obligation to
* buy or sell an underlying asset at an agreed price.
*/
@BeanDefinition
public final class EtdOptionSecurity
implements EtdSecurity, ImmutableBean, Serializable {
/** YearMonth format. */
private static final DateTimeFormatter YM_FORMAT = DateTimeFormatter.ofPattern("MMMuu", Locale.ENGLISH);
/**
* The standard security information.
*
* This includes the security identifier.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final SecurityInfo info;
/**
* The ID of the contract specification from which this security is derived.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final EtdContractSpecId contractSpecId;
/**
* The year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final YearMonth expiry;
/**
* 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'.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final EtdVariant variant;
/**
* 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.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final int version;
/**
* Whether the option is a put or call.
*/
@PropertyDefinition(validate = "notNull")
private final PutCall putCall;
/**
* The strike price, in decimal form, may be negative.
*/
@PropertyDefinition
private final double strikePrice;
/**
* 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.
*/
@PropertyDefinition(get = "optional")
private final YearMonth underlyingExpiryMonth;
//-------------------------------------------------------------------------
/**
* Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The specification must be for an option.
*
* @param spec the option contract specification
* @param expiry the expiry year-month of the option
* @param variant the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
* @param version the non-negative version, zero if versioning does not apply
* @param putCall whether the option is a put or call
* @param strikePrice the strike price of the option
* @return an option security based on this contract specification
* @throws IllegalStateException if the product type of the contract specification is not {@code OPTION}
*/
public static EtdOptionSecurity of(
EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice) {
return of(spec, expiry, variant, version, putCall, strikePrice, null);
}
/**
* Obtains an instance from a contract specification, expiry year-month, variant,
* version, put/call, strike price and underlying expiry.
*
* The security identifier will be automatically created using {@link EtdIdUtils}.
* The specification must be for an option.
*
* @param spec the option contract specification
* @param expiry the expiry year-month of the option
* @param variant the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex'
* @param version the non-negative version, zero if versioning does not apply
* @param putCall whether the option is a put or call
* @param strikePrice the strike price of the option
* @param underlyingExpiryMonth the expiry of the underlying instrument, such as a future, may be null
* @return an option security based on this contract specification
* @throws IllegalStateException if the product type of the contract specification is not {@code OPTION}
*/
public static EtdOptionSecurity of(
EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth) {
if (spec.getType() != EtdType.OPTION) {
throw new IllegalStateException(
Messages.format("Cannot create an EtdOptionSecurity from a contract specification of type '{}'", spec.getType()));
}
SecurityId securityId = EtdIdUtils.optionId(
spec.getExchangeId(), spec.getContractCode(), expiry, variant, version, putCall, strikePrice, underlyingExpiryMonth);
return EtdOptionSecurity.builder()
.info(SecurityInfo.of(securityId, spec.getPriceInfo()))
.contractSpecId(spec.getId())
.expiry(expiry)
.variant(variant)
.version(version)
.putCall(putCall)
.strikePrice(strikePrice)
.underlyingExpiryMonth(underlyingExpiryMonth)
.build();
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.variant = EtdVariant.MONTHLY;
}
//-------------------------------------------------------------------------
@Override
public EtdType getType() {
return EtdType.OPTION;
}
@Override
public EtdOptionSecurity withInfo(SecurityInfo info) {
return toBuilder().info(info).build();
}
@Override
public EtdOptionSecurity createProduct(ReferenceData refData) {
return this;
}
@Override
public EtdOptionTrade createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData) {
return EtdOptionTrade.builder()
.info(tradeInfo)
.quantity(quantity)
.price(tradePrice)
.security(this)
.build();
}
@Override
public EtdOptionPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) {
return EtdOptionPosition.ofNet(positionInfo, this, quantity);
}
@Override
public EtdOptionPosition createPosition(
PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) {
return EtdOptionPosition.ofLongShort(positionInfo, this, longQuantity, shortQuantity);
}
/**
* Summarizes this ETD option into string form.
*
* @return the summary description
*/
public String summaryDescription() {
String putCallStr = putCall == PutCall.PUT ? "P" : "C";
String versionCode = version > 0 ? "V" + version + " " : "";
NumberFormat f = NumberFormat.getIntegerInstance(Locale.ENGLISH);
f.setGroupingUsed(false);
f.setMaximumFractionDigits(8);
String strikeStr = f.format(strikePrice).replace('-', 'M');
return expiry.format(YM_FORMAT) +
variant.getCode() + " " +
versionCode +
putCallStr +
strikeStr;
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code EtdOptionSecurity}.
* @return the meta-bean, not null
*/
public static EtdOptionSecurity.Meta meta() {
return EtdOptionSecurity.Meta.INSTANCE;
}
static {
MetaBean.register(EtdOptionSecurity.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static EtdOptionSecurity.Builder builder() {
return new EtdOptionSecurity.Builder();
}
private EtdOptionSecurity(
SecurityInfo info,
EtdContractSpecId contractSpecId,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth) {
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(variant, "variant");
ArgChecker.notNegative(version, "version");
JodaBeanUtils.notNull(putCall, "putCall");
this.info = info;
this.contractSpecId = contractSpecId;
this.expiry = expiry;
this.variant = variant;
this.version = version;
this.putCall = putCall;
this.strikePrice = strikePrice;
this.underlyingExpiryMonth = underlyingExpiryMonth;
}
@Override
public EtdOptionSecurity.Meta metaBean() {
return EtdOptionSecurity.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the standard security information.
*
* This includes the security identifier.
* @return the value of the property, not null
*/
@Override
public SecurityInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the ID of the contract specification from which this security is derived.
* @return the value of the property, not null
*/
@Override
public EtdContractSpecId getContractSpecId() {
return contractSpecId;
}
//-----------------------------------------------------------------------
/**
* Gets the year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
* @return the value of the property, not null
*/
@Override
public YearMonth getExpiry() {
return expiry;
}
//-----------------------------------------------------------------------
/**
* Gets 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'.
* @return the value of the property, not null
*/
@Override
public EtdVariant getVariant() {
return variant;
}
//-----------------------------------------------------------------------
/**
* Gets 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.
* @return the value of the property
*/
public int getVersion() {
return version;
}
//-----------------------------------------------------------------------
/**
* Gets whether the option is a put or call.
* @return the value of the property, not null
*/
public PutCall getPutCall() {
return putCall;
}
//-----------------------------------------------------------------------
/**
* Gets the strike price, in decimal form, may be negative.
* @return the value of the property
*/
public double getStrikePrice() {
return strikePrice;
}
//-----------------------------------------------------------------------
/**
* Gets 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.
* @return the optional value of the property, not null
*/
public Optional getUnderlyingExpiryMonth() {
return Optional.ofNullable(underlyingExpiryMonth);
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
EtdOptionSecurity other = (EtdOptionSecurity) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(contractSpecId, other.contractSpecId) &&
JodaBeanUtils.equal(expiry, other.expiry) &&
JodaBeanUtils.equal(variant, other.variant) &&
(version == other.version) &&
JodaBeanUtils.equal(putCall, other.putCall) &&
JodaBeanUtils.equal(strikePrice, other.strikePrice) &&
JodaBeanUtils.equal(underlyingExpiryMonth, other.underlyingExpiryMonth);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(contractSpecId);
hash = hash * 31 + JodaBeanUtils.hashCode(expiry);
hash = hash * 31 + JodaBeanUtils.hashCode(variant);
hash = hash * 31 + JodaBeanUtils.hashCode(version);
hash = hash * 31 + JodaBeanUtils.hashCode(putCall);
hash = hash * 31 + JodaBeanUtils.hashCode(strikePrice);
hash = hash * 31 + JodaBeanUtils.hashCode(underlyingExpiryMonth);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("EtdOptionSecurity{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("contractSpecId").append('=').append(JodaBeanUtils.toString(contractSpecId)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("variant").append('=').append(JodaBeanUtils.toString(variant)).append(',').append(' ');
buf.append("version").append('=').append(JodaBeanUtils.toString(version)).append(',').append(' ');
buf.append("putCall").append('=').append(JodaBeanUtils.toString(putCall)).append(',').append(' ');
buf.append("strikePrice").append('=').append(JodaBeanUtils.toString(strikePrice)).append(',').append(' ');
buf.append("underlyingExpiryMonth").append('=').append(JodaBeanUtils.toString(underlyingExpiryMonth));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code EtdOptionSecurity}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code info} property.
*/
private final MetaProperty info = DirectMetaProperty.ofImmutable(
this, "info", EtdOptionSecurity.class, SecurityInfo.class);
/**
* The meta-property for the {@code contractSpecId} property.
*/
private final MetaProperty contractSpecId = DirectMetaProperty.ofImmutable(
this, "contractSpecId", EtdOptionSecurity.class, EtdContractSpecId.class);
/**
* The meta-property for the {@code expiry} property.
*/
private final MetaProperty expiry = DirectMetaProperty.ofImmutable(
this, "expiry", EtdOptionSecurity.class, YearMonth.class);
/**
* The meta-property for the {@code variant} property.
*/
private final MetaProperty variant = DirectMetaProperty.ofImmutable(
this, "variant", EtdOptionSecurity.class, EtdVariant.class);
/**
* The meta-property for the {@code version} property.
*/
private final MetaProperty version = DirectMetaProperty.ofImmutable(
this, "version", EtdOptionSecurity.class, Integer.TYPE);
/**
* The meta-property for the {@code putCall} property.
*/
private final MetaProperty putCall = DirectMetaProperty.ofImmutable(
this, "putCall", EtdOptionSecurity.class, PutCall.class);
/**
* The meta-property for the {@code strikePrice} property.
*/
private final MetaProperty strikePrice = DirectMetaProperty.ofImmutable(
this, "strikePrice", EtdOptionSecurity.class, Double.TYPE);
/**
* The meta-property for the {@code underlyingExpiryMonth} property.
*/
private final MetaProperty underlyingExpiryMonth = DirectMetaProperty.ofImmutable(
this, "underlyingExpiryMonth", EtdOptionSecurity.class, YearMonth.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"contractSpecId",
"expiry",
"variant",
"version",
"putCall",
"strikePrice",
"underlyingExpiryMonth");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 948987368: // contractSpecId
return contractSpecId;
case -1289159373: // expiry
return expiry;
case 236785797: // variant
return variant;
case 351608024: // version
return version;
case -219971059: // putCall
return putCall;
case 50946231: // strikePrice
return strikePrice;
case 1929351536: // underlyingExpiryMonth
return underlyingExpiryMonth;
}
return super.metaPropertyGet(propertyName);
}
@Override
public EtdOptionSecurity.Builder builder() {
return new EtdOptionSecurity.Builder();
}
@Override
public Class beanType() {
return EtdOptionSecurity.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty info() {
return info;
}
/**
* The meta-property for the {@code contractSpecId} property.
* @return the meta-property, not null
*/
public MetaProperty contractSpecId() {
return contractSpecId;
}
/**
* The meta-property for the {@code expiry} property.
* @return the meta-property, not null
*/
public MetaProperty expiry() {
return expiry;
}
/**
* The meta-property for the {@code variant} property.
* @return the meta-property, not null
*/
public MetaProperty variant() {
return variant;
}
/**
* The meta-property for the {@code version} property.
* @return the meta-property, not null
*/
public MetaProperty version() {
return version;
}
/**
* The meta-property for the {@code putCall} property.
* @return the meta-property, not null
*/
public MetaProperty putCall() {
return putCall;
}
/**
* The meta-property for the {@code strikePrice} property.
* @return the meta-property, not null
*/
public MetaProperty strikePrice() {
return strikePrice;
}
/**
* The meta-property for the {@code underlyingExpiryMonth} property.
* @return the meta-property, not null
*/
public MetaProperty underlyingExpiryMonth() {
return underlyingExpiryMonth;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((EtdOptionSecurity) bean).getInfo();
case 948987368: // contractSpecId
return ((EtdOptionSecurity) bean).getContractSpecId();
case -1289159373: // expiry
return ((EtdOptionSecurity) bean).getExpiry();
case 236785797: // variant
return ((EtdOptionSecurity) bean).getVariant();
case 351608024: // version
return ((EtdOptionSecurity) bean).getVersion();
case -219971059: // putCall
return ((EtdOptionSecurity) bean).getPutCall();
case 50946231: // strikePrice
return ((EtdOptionSecurity) bean).getStrikePrice();
case 1929351536: // underlyingExpiryMonth
return ((EtdOptionSecurity) bean).underlyingExpiryMonth;
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code EtdOptionSecurity}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private SecurityInfo info;
private EtdContractSpecId contractSpecId;
private YearMonth expiry;
private EtdVariant variant;
private int version;
private PutCall putCall;
private double strikePrice;
private YearMonth underlyingExpiryMonth;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(EtdOptionSecurity beanToCopy) {
this.info = beanToCopy.getInfo();
this.contractSpecId = beanToCopy.getContractSpecId();
this.expiry = beanToCopy.getExpiry();
this.variant = beanToCopy.getVariant();
this.version = beanToCopy.getVersion();
this.putCall = beanToCopy.getPutCall();
this.strikePrice = beanToCopy.getStrikePrice();
this.underlyingExpiryMonth = beanToCopy.underlyingExpiryMonth;
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 948987368: // contractSpecId
return contractSpecId;
case -1289159373: // expiry
return expiry;
case 236785797: // variant
return variant;
case 351608024: // version
return version;
case -219971059: // putCall
return putCall;
case 50946231: // strikePrice
return strikePrice;
case 1929351536: // underlyingExpiryMonth
return underlyingExpiryMonth;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (SecurityInfo) newValue;
break;
case 948987368: // contractSpecId
this.contractSpecId = (EtdContractSpecId) newValue;
break;
case -1289159373: // expiry
this.expiry = (YearMonth) newValue;
break;
case 236785797: // variant
this.variant = (EtdVariant) newValue;
break;
case 351608024: // version
this.version = (Integer) newValue;
break;
case -219971059: // putCall
this.putCall = (PutCall) newValue;
break;
case 50946231: // strikePrice
this.strikePrice = (Double) newValue;
break;
case 1929351536: // underlyingExpiryMonth
this.underlyingExpiryMonth = (YearMonth) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public EtdOptionSecurity build() {
return new EtdOptionSecurity(
info,
contractSpecId,
expiry,
variant,
version,
putCall,
strikePrice,
underlyingExpiryMonth);
}
//-----------------------------------------------------------------------
/**
* Sets the standard security information.
*
* This includes the security identifier.
* @param info the new value, not null
* @return this, for chaining, not null
*/
public Builder info(SecurityInfo info) {
JodaBeanUtils.notNull(info, "info");
this.info = info;
return this;
}
/**
* Sets the ID of the contract specification from which this security is derived.
* @param contractSpecId the new value, not null
* @return this, for chaining, not null
*/
public Builder contractSpecId(EtdContractSpecId contractSpecId) {
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
this.contractSpecId = contractSpecId;
return this;
}
/**
* Sets the year-month of the expiry.
*
* Expiry will occur on a date implied by the variant of the ETD.
* @param expiry the new value, not null
* @return this, for chaining, not null
*/
public Builder expiry(YearMonth expiry) {
JodaBeanUtils.notNull(expiry, "expiry");
this.expiry = expiry;
return this;
}
/**
* 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'.
* @param variant the new value, not null
* @return this, for chaining, not null
*/
public Builder variant(EtdVariant variant) {
JodaBeanUtils.notNull(variant, "variant");
this.variant = variant;
return this;
}
/**
* 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.
* @param version the new value
* @return this, for chaining, not null
*/
public Builder version(int version) {
ArgChecker.notNegative(version, "version");
this.version = version;
return this;
}
/**
* Sets whether the option is a put or call.
* @param putCall the new value, not null
* @return this, for chaining, not null
*/
public Builder putCall(PutCall putCall) {
JodaBeanUtils.notNull(putCall, "putCall");
this.putCall = putCall;
return this;
}
/**
* Sets the strike price, in decimal form, may be negative.
* @param strikePrice the new value
* @return this, for chaining, not null
*/
public Builder strikePrice(double strikePrice) {
this.strikePrice = strikePrice;
return this;
}
/**
* 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.
* @param underlyingExpiryMonth the new value
* @return this, for chaining, not null
*/
public Builder underlyingExpiryMonth(YearMonth underlyingExpiryMonth) {
this.underlyingExpiryMonth = underlyingExpiryMonth;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(288);
buf.append("EtdOptionSecurity.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("contractSpecId").append('=').append(JodaBeanUtils.toString(contractSpecId)).append(',').append(' ');
buf.append("expiry").append('=').append(JodaBeanUtils.toString(expiry)).append(',').append(' ');
buf.append("variant").append('=').append(JodaBeanUtils.toString(variant)).append(',').append(' ');
buf.append("version").append('=').append(JodaBeanUtils.toString(version)).append(',').append(' ');
buf.append("putCall").append('=').append(JodaBeanUtils.toString(putCall)).append(',').append(' ');
buf.append("strikePrice").append('=').append(JodaBeanUtils.toString(strikePrice)).append(',').append(' ');
buf.append("underlyingExpiryMonth").append('=').append(JodaBeanUtils.toString(underlyingExpiryMonth));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}