Class SwapIsdaCreditCurveNode.Builder

    • Method Detail

      • label

        public SwapIsdaCreditCurveNode.Builder label​(java.lang.String label)
        Sets the label to use for the node, defaulted.

        When building, this will default based on the tenor if not specified.

        Parameters:
        label - the new value, not empty
        Returns:
        this, for chaining, not null
      • observableId

        public SwapIsdaCreditCurveNode.Builder observableId​(ObservableId observableId)
        Sets the identifier of the market data value that provides the rate.
        Parameters:
        observableId - the new value, not null
        Returns:
        this, for chaining, not null
      • tenor

        public SwapIsdaCreditCurveNode.Builder tenor​(Tenor tenor)
        Sets the tenor of the swap.

        This is the period from the first accrual date to the last accrual date.

        Parameters:
        tenor - the new value, not null
        Returns:
        this, for chaining, not null
      • spotDateOffset

        public SwapIsdaCreditCurveNode.Builder spotDateOffset​(DaysAdjustment spotDateOffset)
        Sets the offset of the start date from the trade date.

        The offset is applied to the trade date and is typically plus 2 business days.

        Parameters:
        spotDateOffset - the new value, not null
        Returns:
        this, for chaining, not null
      • businessDayAdjustment

        public SwapIsdaCreditCurveNode.Builder businessDayAdjustment​(BusinessDayAdjustment businessDayAdjustment)
        Sets the business day adjustment to apply to the start date, end date and accrual schedule.

        The date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert a relevant date to a valid business day.

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

        public SwapIsdaCreditCurveNode.Builder dayCount​(DayCount dayCount)
        Sets the day count convention applicable.

        This is used to convert schedule period dates to a numerical value.

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

        public SwapIsdaCreditCurveNode.Builder paymentFrequency​(Frequency paymentFrequency)
        Sets the periodic frequency of payments, optional with defaulting getter.

        Regular payments will be made at the specified periodic frequency. The compounding is not allowed in this node. Thus the frequency is the same as the accrual periodic frequency.

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