Class CapitalIndexedBond.Builder

    • Method Detail

      • securityId

        public CapitalIndexedBond.Builder securityId​(SecurityId securityId)
        Sets the security identifier.

        This identifier uniquely identifies the security within the system.

        Parameters:
        securityId - the new value, not null
        Returns:
        this, for chaining, not null
      • currency

        public CapitalIndexedBond.Builder currency​(Currency currency)
        Sets the currency that the bond is traded in.
        Parameters:
        currency - the new value, not null
        Returns:
        this, for chaining, not null
      • notional

        public CapitalIndexedBond.Builder notional​(double notional)
        Sets the notional amount, must be positive.

        The notional expressed here must be positive. The currency of the notional is specified by currency.

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

        public CapitalIndexedBond.Builder accrualSchedule​(PeriodicSchedule accrualSchedule)
        Sets the accrual schedule.

        This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the product.

        Parameters:
        accrualSchedule - the new value, not null
        Returns:
        this, for chaining, not null
      • rateCalculation

        public CapitalIndexedBond.Builder rateCalculation​(InflationRateCalculation rateCalculation)
        Sets the inflation rate calculation.

        The reference index is interpolated index or monthly index. Real coupons are represented by gearing in the calculation. The price index value at the start of the bond is represented by firstIndexValue in the calculation.

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

        public CapitalIndexedBond.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. For the inflation-indexed bond, the day count convention is used to compute accrued interest.

        Note that the year fraction of a coupon payment is computed based on the unadjusted dates in the schedule.

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

        public CapitalIndexedBond.Builder yieldConvention​(CapitalIndexedBondYieldConvention 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 CapitalIndexedBond.Builder legalEntityId​(LegalEntityId legalEntityId)
        Sets the legal entity identifier.

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

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

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

        This is used to compute clean price. The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.

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

        public CapitalIndexedBond.Builder exCouponPeriod​(DaysAdjustment exCouponPeriod)
        Sets ex-coupon period.

        Some bonds trade ex-coupons before the coupon payment. The coupon is paid not to the owner of the bond on the payment date but to the owner of the bond on the detachment date. The difference between the two is the ex-coupon period (measured in days).

        Because the detachment date is not after the coupon date, the number of days stored in this field should be zero or negative.

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