Package com.opengamma.strata.pricer.bond

Class ImmutableLegalEntityDiscountingProvider.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableLegalEntityDiscountingProvider>

com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableLegalEntityDiscountingProvider>

Enclosing class:

ImmutableLegalEntityDiscountingProvider

public static final class ImmutableLegalEntityDiscountingProvider.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableLegalEntityDiscountingProvider>

The bean-builder for ImmutableLegalEntityDiscountingProvider.

Method Summary

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider	build()
Object	get(String propertyName)
ImmutableLegalEntityDiscountingProvider.Builder	issuerCurveGroups(Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Sets the groups used to find an issuer curve by legal entity.
ImmutableLegalEntityDiscountingProvider.Builder	issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)	Sets the issuer curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	repoCurveGroups(Map<LegalEntityId,RepoGroup> repoCurveGroups)	Sets the groups used to find a repo curve by legal entity.
ImmutableLegalEntityDiscountingProvider.Builder	repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)	Sets the repo curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	repoCurveSecurityGroups(Map<SecurityId,RepoGroup> repoCurveSecurityGroups)	Sets the groups used to find a repo curve by security.
ImmutableLegalEntityDiscountingProvider.Builder	set(String propertyName, Object newValue)
ImmutableLegalEntityDiscountingProvider.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
ImmutableLegalEntityDiscountingProvider.Builder	valuationDate(LocalDate valuationDate)	Sets the valuation date.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ImmutableLegalEntityDiscountingProvider>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableLegalEntityDiscountingProvider>

set

public ImmutableLegalEntityDiscountingProvider.Builder set(String propertyName,
                                                           Object newValue)

set

public ImmutableLegalEntityDiscountingProvider.Builder set(org.joda.beans.MetaProperty<?> property,
                                                           Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ImmutableLegalEntityDiscountingProvider>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableLegalEntityDiscountingProvider>

build

public ImmutableLegalEntityDiscountingProvider build()

valuationDate

public ImmutableLegalEntityDiscountingProvider.Builder valuationDate(LocalDate valuationDate)

Sets the valuation date. All curves and other data items in this provider are calibrated for this date.

Parameters:

valuationDate - the new value, not null

Returns:

this, for chaining, not null

repoCurveSecurityGroups

public ImmutableLegalEntityDiscountingProvider.Builder repoCurveSecurityGroups(Map<SecurityId,RepoGroup> repoCurveSecurityGroups)

Sets the groups used to find a repo curve by security.

This maps the security ID to a group. The group is used to find the curve in repoCurves.

Parameters:

repoCurveSecurityGroups - the new value, not null

Returns:

this, for chaining, not null

repoCurveGroups

public ImmutableLegalEntityDiscountingProvider.Builder repoCurveGroups(Map<LegalEntityId,RepoGroup> repoCurveGroups)

Sets the groups used to find a repo curve by legal entity.

This maps the legal entity ID to a group. The group is used to find the curve in repoCurves.

Parameters:

repoCurveGroups - the new value, not null

Returns:

this, for chaining, not null

repoCurves

public ImmutableLegalEntityDiscountingProvider.Builder repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)

Sets the repo curves, keyed by group and currency. The curve data, predicting the future, associated with each repo group and currency.

Parameters:

repoCurves - the new value, not null

Returns:

this, for chaining, not null

issuerCurveGroups

public ImmutableLegalEntityDiscountingProvider.Builder issuerCurveGroups(Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)

Sets the groups used to find an issuer curve by legal entity.

This maps the legal entity ID to a group. The group is used to find the curve in issuerCurves.

This property was renamed in version 1.1 of Strata from legalEntityMap.

Parameters:

issuerCurveGroups - the new value, not null

Returns:

this, for chaining, not null

issuerCurves

public ImmutableLegalEntityDiscountingProvider.Builder issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)

Sets the issuer curves, keyed by group and currency. The curve data, predicting the future, associated with each legal entity group and currency.

Parameters:

issuerCurves - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableLegalEntityDiscountingProvider>