Class BillSecurity.Builder

    • Method Detail

      • set

        public BillSecurity.Builder set​(java.lang.String propertyName,
                                        java.lang.Object newValue)
      • info

        public BillSecurity.Builder info​(SecurityInfo info)
        Sets the standard security information.

        This includes the security identifier.

        Parameters:
        info - the new value, not null
        Returns:
        this, for chaining, not null
      • notional

        public BillSecurity.Builder notional​(AdjustablePayment notional)
        Sets the adjustable notional payment of the bill notional, the amount must be positive.
        Parameters:
        notional - the new value, not null
        Returns:
        this, for chaining, not null
      • dayCount

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

        The conversion from dates to a numerical value is made based on this day count.

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

        public BillSecurity.Builder yieldConvention​(BillYieldConvention yieldConvention)
        Sets yield convention.

        The convention defines how to convert from yield to price and inversely.

        Parameters:
        yieldConvention - the new value, not null
        Returns:
        this, for chaining, not null
      • legalEntityId

        public BillSecurity.Builder legalEntityId​(LegalEntityId legalEntityId)
        Sets the legal entity identifier.

        This identifier is used for the legal entity that issues the bill.

        Parameters:
        legalEntityId - the new value, not null
        Returns:
        this, for chaining, not null
      • settlementDateOffset

        public BillSecurity.Builder settlementDateOffset​(DaysAdjustment settlementDateOffset)
        Sets the number of days between valuation date and settlement date.

        It is usually one business day for US and UK bills and two days for Euroland government bills.

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