Class ImmutableIborIndex.Builder

    • Method Detail

      • name

        public ImmutableIborIndex.Builder name​(java.lang.String name)
        Sets the index name, such as 'GBP-LIBOR-3M'.
        Parameters:
        name - the new value, not null
        Returns:
        this, for chaining, not null
      • currency

        public ImmutableIborIndex.Builder currency​(Currency currency)
        Sets the currency of the index.
        Parameters:
        currency - the new value, not null
        Returns:
        this, for chaining, not null
      • active

        public ImmutableIborIndex.Builder active​(boolean active)
        Sets whether the index is active, defaulted to true.

        Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.

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

        public ImmutableIborIndex.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
      • fixingTime

        public ImmutableIborIndex.Builder fixingTime​(java.time.LocalTime fixingTime)
        Sets the fixing time.

        The rate is fixed at the fixing time of the fixing date.

        Parameters:
        fixingTime - the new value, not null
        Returns:
        this, for chaining, not null
      • fixingZone

        public ImmutableIborIndex.Builder fixingZone​(java.time.ZoneId fixingZone)
        Sets the fixing time-zone.

        The time-zone of the fixing time.

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

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

        The fixing date is the date on which the index is to be observed. In most cases, the fixing date is 0 or 2 days before the effective date. This data structure allows the complex rules of some indices to be represented.

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

        public ImmutableIborIndex.Builder effectiveDateOffset​(DaysAdjustment effectiveDateOffset)
        Sets the adjustment applied to the fixing date to obtain the effective date.

        The effective date is the start date of the indexed deposit. In most cases, the effective date is 0 or 2 days after the fixing date. This data structure allows the complex rules of some indices to be represented.

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

        public ImmutableIborIndex.Builder maturityDateOffset​(TenorAdjustment maturityDateOffset)
        Sets the adjustment applied to the effective date to obtain the maturity date.

        The maturity date is the end date of the indexed deposit and is relative to the effective date. This data structure allows the complex rules of some indices to be represented.

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

        public ImmutableIborIndex.Builder dayCount​(DayCount dayCount)
        Sets the day count convention.
        Parameters:
        dayCount - the new value, not null
        Returns:
        this, for chaining, not null
      • defaultFixedLegDayCount

        public ImmutableIborIndex.Builder defaultFixedLegDayCount​(DayCount defaultFixedLegDayCount)
        Sets the default day count convention for the associated fixed leg.

        A rate index is often paid against a fixed leg, such as in a vanilla Swap. The day count convention of the fixed leg often differs from that of the index, and the default is value is available here.

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