org.drip.product.creator

Class SingleStreamOptionBuilder

java.lang.Object

org.drip.product.creator.SingleStreamOptionBuilder

public class SingleStreamOptionBuilder
extends java.lang.Object

SingleStreamOptionBuilder contains the suite of helper functions for creating the Options Product Instance off of a single stream underlying.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SingleStreamOptionBuilder()

Method Summary

Modifier and Type	Method and Description
static FRAStandardCapFloorlet	ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange) Create an Exchange-traded Standard Futures Option
static FRAStandardCapFloorlet	FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp) Create a Standard Futures Option

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SingleStreamOptionBuilder

public SingleStreamOptionBuilder()

Method Detail

FuturesOption

public static final FRAStandardCapFloorlet FuturesOption(JulianDate dtEffective,
                                                         ForwardLabel forwardLabel,
                                                         double dblStrike,
                                                         java.lang.String strManifestMeasure,
                                                         boolean bIsCaplet,
                                                         CashSettleParams csp)

Create a Standard Futures Option

Parameters:

dtEffective - Effective date

forwardLabel - The Forward Label

dblStrike - The Option Strike

strManifestMeasure - Measure of the Underlying Component

bIsCaplet - Is the Futures Option a Caplet? TRUE - YES

csp - Cash Settle Parameters

Returns:

The Standard Futures Option Instance

ExchangeTradedFuturesOption

public static final FRAStandardCapFloorlet ExchangeTradedFuturesOption(JulianDate dtEffective,
                                                                       ForwardLabel forwardLabel,
                                                                       double dblStrike,
                                                                       java.lang.String strManifestMeasure,
                                                                       boolean bIsCaplet,
                                                                       java.lang.String strTradingMode,
                                                                       java.lang.String strExchange)

Create an Exchange-traded Standard Futures Option

Parameters:

dtEffective - Effective date

forwardLabel - The Forward Label

dblStrike - The Option Strike

strManifestMeasure - Measure of the Underlying Component

bIsCaplet - Is the Futures Option a Caplet? TRUE - YES

strTradingMode - The Trading Mode

strExchange - The Exchange

Returns:

The Standard Futures Option Instance