- build
- expiryDate
Sets the expiry date of the option. The option is European, and can only be
exercised on the expiry
- expiryTime
Sets the expiry time of the option. The expiry time is related to the expiry
date and time-zone.
- expiryZone
Sets the time-zone of the expiry time. The expiry time-zone is related to the
expiry date and time.
- longShort
Sets whether the option is long or short. Long indicates that the owner wants
the option to be in th
- swaptionSettlement
Sets settlement method. The settlement of the option is specified by
SwaptionSettlement.
- underlying
Sets the underlying swap. At expiry, if the option is exercised, this swap will
be entered into. The