## Class ImmutableRatesProviderBuilder

• java.lang.Object
• com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
• ### Method Summary

All Methods
Modifier and Type Method Description
ImmutableRatesProvider build()
Completes the builder, returning the provider.
ImmutableRatesProviderBuilder discountCurve​(Currency currency, Curve discountCurve)
Adds a discount curve to the provider.
ImmutableRatesProviderBuilder discountCurves​(Map<Currency,​? extends Curve> discountCurves)
Adds discount curves to the provider.
ImmutableRatesProviderBuilder fxRateProvider​(FxRateProvider fxRateProvider)
Sets the FX rate provider.
ImmutableRatesProviderBuilder iborIndexCurve​(IborIndex index, Curve forwardCurve)
Adds an Ibor index forward curve to the provider.
ImmutableRatesProviderBuilder iborIndexCurve​(IborIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)
Adds an Ibor index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder indexCurve​(Index index, Curve forwardCurve)
Adds an index forward curve to the provider.
ImmutableRatesProviderBuilder indexCurve​(Index index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)
Adds an index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder indexCurves​(Map<? extends Index,​? extends Curve> indexCurves)
Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder indexCurves​(Map<? extends Index,​? extends Curve> indexCurves, Map<? extends Index,​LocalDateDoubleTimeSeries> timeSeries)
Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder overnightIndexCurve​(OvernightIndex index, Curve forwardCurve)
Adds an Overnight index forward curve to the provider.
ImmutableRatesProviderBuilder overnightIndexCurve​(OvernightIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)
Adds an Overnight index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder priceIndexCurve​(PriceIndex index, Curve forwardCurve)
Adds a Price index forward curve to the provider.
ImmutableRatesProviderBuilder priceIndexCurve​(PriceIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)
Adds an index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder timeSeries​(Index index, LocalDateDoubleTimeSeries timeSeries)
Adds a time-series to the provider.
ImmutableRatesProviderBuilder timeSeries​(Map<? extends Index,​LocalDateDoubleTimeSeries> timeSeries)
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Method Detail

• #### fxRateProvider

public ImmutableRatesProviderBuilder fxRateProvider​(FxRateProvider fxRateProvider)
Sets the FX rate provider.
Parameters:
fxRateProvider - the rate provider
Returns:
this, for chaining
• #### discountCurve

public ImmutableRatesProviderBuilder discountCurve​(Currency currency,
Curve discountCurve)
Adds a discount curve to the provider.

This adds the specified discount curve to the provider. This operates using Map.put(Object, Object) semantics using the currency as the key.

Parameters:
currency - the currency of the curve
discountCurve - the discount curve
Returns:
this, for chaining
• #### discountCurves

public ImmutableRatesProviderBuilder discountCurves​(Map<Currency,​? extends Curve> discountCurves)
Adds discount curves to the provider.

This adds the specified discount curves to the provider. This operates using Map.putAll(Map) semantics using the currency as the key.

Parameters:
discountCurves - the discount curves
Returns:
this, for chaining
• #### iborIndexCurve

public ImmutableRatesProviderBuilder iborIndexCurve​(IborIndex index,
Curve forwardCurve)
Adds an Ibor index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the Ibor index forward curve
Returns:
this, for chaining
• #### iborIndexCurve

public ImmutableRatesProviderBuilder iborIndexCurve​(IborIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries)
Adds an Ibor index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the index forward curve
timeSeries - the associated time-series
Returns:
this, for chaining
• #### overnightIndexCurve

public ImmutableRatesProviderBuilder overnightIndexCurve​(OvernightIndex index,
Curve forwardCurve)
Adds an Overnight index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the Overnight index forward curve
Returns:
this, for chaining
• #### overnightIndexCurve

public ImmutableRatesProviderBuilder overnightIndexCurve​(OvernightIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries)
Adds an Overnight index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the index forward curve
timeSeries - the associated time-series
Returns:
this, for chaining
• #### priceIndexCurve

public ImmutableRatesProviderBuilder priceIndexCurve​(PriceIndex index,
Curve forwardCurve)
Adds a Price index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the Price index forward curve
Returns:
this, for chaining
• #### priceIndexCurve

public ImmutableRatesProviderBuilder priceIndexCurve​(PriceIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries)
Adds an index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:
index - the index of the curve
forwardCurve - the index forward curve
timeSeries - the associated time-series
Returns:
this, for chaining
• #### indexCurve

public ImmutableRatesProviderBuilder indexCurve​(Index index,
Curve forwardCurve)
Adds an index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
index - the index of the curve
forwardCurve - the Ibor index forward curve
Returns:
this, for chaining
• #### indexCurve

public ImmutableRatesProviderBuilder indexCurve​(Index index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries)
Adds an index forward curve to the provider with associated time-series.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
index - the index of the curve
forwardCurve - the Ibor index forward curve
timeSeries - the time-series
Returns:
this, for chaining
• #### indexCurves

public ImmutableRatesProviderBuilder indexCurves​(Map<? extends Index,​? extends Curve> indexCurves)
Adds index forward curves to the provider with associated time-series.

This adds the specified index forward curves to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
indexCurves - the index forward curves
Returns:
this, for chaining
• #### indexCurves

public ImmutableRatesProviderBuilder indexCurves​(Map<? extends Index,​? extends Curve> indexCurves,
Map<? extends Index,​LocalDateDoubleTimeSeries> timeSeries)
Adds index forward curves to the provider with associated time-series.

This adds the specified index forward curves to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
indexCurves - the index forward curves
timeSeries - the associated time-series
Returns:
this, for chaining
• #### timeSeries

public ImmutableRatesProviderBuilder timeSeries​(Index index,
LocalDateDoubleTimeSeries timeSeries)
Adds a time-series to the provider.

This adds the specified time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
index - the FX index
timeSeries - the FX index time-series
Returns:
this, for chaining
• #### timeSeries

public ImmutableRatesProviderBuilder timeSeries​(Map<? extends Index,​LocalDateDoubleTimeSeries> timeSeries)

This adds the specified time-series to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:
timeSeries - the FX index time-series
Returns:
this, for chaining
• #### build

public ImmutableRatesProvider build()
Completes the builder, returning the provider.
Returns:
the provider