Class ImmutableFxIndex.Builder

    • Method Detail

      • name

        public ImmutableFxIndex.Builder name​(java.lang.String name)
        Sets the index name, such as 'EUR/GBP-ECB'.
        Parameters:
        name - the new value, not null
        Returns:
        this, for chaining, not null
      • currencyPair

        public ImmutableFxIndex.Builder currencyPair​(CurrencyPair currencyPair)
        Sets the currency pair.

        An index defines an FX rate in a single direction, such as from EUR to USD. This currency pair defines that direction.

        In most cases, the same index can be used to convert in both directions by taking the rate or the reciprocal as necessary.

        Parameters:
        currencyPair - the new value, not null
        Returns:
        this, for chaining, not null
      • fixingCalendar

        public ImmutableFxIndex.Builder fixingCalendar​(HolidayCalendarId fixingCalendar)
        Sets the calendar that determines which dates are fixing dates.

        The fixing date is when the rate is determined.

        Parameters:
        fixingCalendar - the new value, not null
        Returns:
        this, for chaining, not null
      • fixingDateOffset

        public ImmutableFxIndex.Builder fixingDateOffset​(DaysAdjustment fixingDateOffset)
        Sets the adjustment applied to the maturity date to obtain the fixing date.

        The maturity date is the start date of the indexed deposit. In most cases, the fixing date is 2 days before the maturity date.

        Parameters:
        fixingDateOffset - the new value, not null
        Returns:
        this, for chaining, not null
      • maturityDateOffset

        public ImmutableFxIndex.Builder maturityDateOffset​(DaysAdjustment maturityDateOffset)
        Sets the adjustment applied to the fixing date to obtain the maturity date.

        The maturity date is the start date of the indexed deposit. In most cases, the maturity date is 2 days after the fixing date.

        Parameters:
        maturityDateOffset - the new value, not null
        Returns:
        this, for chaining, not null