Package com.opengamma.strata.product.capfloor

Class OvernightInArrearsCapletFloorletBinaryPeriod.Builder

java.lang.Object

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

com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<OvernightInArrearsCapletFloorletBinaryPeriod>

Enclosing class:

OvernightInArrearsCapletFloorletBinaryPeriod

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

The bean-builder for OvernightInArrearsCapletFloorletBinaryPeriod.

Method Summary

Modifier and Type	Method	Description
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	amount(double amount)	Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
OvernightInArrearsCapletFloorletBinaryPeriod	build()
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	caplet(Double caplet)	Sets the optional caplet strike.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	currency(Currency currency)	Sets the primary currency of the payment period.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	endDate(LocalDate endDate)	Sets the end date of the payment period.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	floorlet(Double floorlet)	Sets the optional floorlet strike.
Object	get(String propertyName)
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	overnightRate(OvernightCompoundedRateComputation overnightRate)	Sets the rate to be observed.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	paymentDate(LocalDate paymentDate)	Sets the date that payment occurs.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	set(String propertyName, Object newValue)
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	startDate(LocalDate startDate)	Sets the start date of the payment period.
String	toString()
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	unadjustedEndDate(LocalDate unadjustedEndDate)	Sets the unadjusted end date.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	unadjustedStartDate(LocalDate unadjustedStartDate)	Sets the unadjusted start date.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	yearFraction(double yearFraction)	Sets the year fraction that the accrual period represents.

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<OvernightInArrearsCapletFloorletBinaryPeriod>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public OvernightInArrearsCapletFloorletBinaryPeriod build()

currency

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder currency(Currency currency)

Sets the primary currency of the payment period.

The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

amount

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder amount(double amount)

Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

The currency of the notional is specified by currency.

Parameters:

amount - the new value

Returns:

this, for chaining, not null

startDate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder startDate(LocalDate startDate)

Sets the start date of the payment period.

This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

startDate - the new value, not null

Returns:

this, for chaining, not null

endDate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder endDate(LocalDate endDate)

Sets the end date of the payment period.

This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

endDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedStartDate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder unadjustedStartDate(LocalDate unadjustedStartDate)

Sets the unadjusted start date.

The start date before any business day adjustment is applied.

When building, this will default to the start date if not specified.

Parameters:

unadjustedStartDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedEndDate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder unadjustedEndDate(LocalDate unadjustedEndDate)

Sets the unadjusted end date.

The end date before any business day adjustment is applied.

When building, this will default to the end date if not specified.

Parameters:

unadjustedEndDate - the new value, not null

Returns:

this, for chaining, not null

yearFraction

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder yearFraction(double yearFraction)

Sets the year fraction that the accrual period represents.

The value is usually calculated using a DayCount which may be different to that of the index. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

Parameters:

yearFraction - the new value

Returns:

this, for chaining, not null

paymentDate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder paymentDate(LocalDate paymentDate)

Sets the date that payment occurs.

If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

paymentDate - the new value, not null

Returns:

this, for chaining, not null

caplet

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder caplet(Double caplet)

Sets the optional caplet strike.

This defines the strike value of a caplet.

If the period is not a caplet, this field will be absent.

Parameters:

caplet - the new value

Returns:

this, for chaining, not null

floorlet

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder floorlet(Double floorlet)

Sets the optional floorlet strike.

This defines the strike value of a floorlet.

If the period is not a floorlet, this field will be absent.

Parameters:

floorlet - the new value

Returns:

this, for chaining, not null

overnightRate

public OvernightInArrearsCapletFloorletBinaryPeriod.Builder overnightRate(OvernightCompoundedRateComputation overnightRate)

Sets the rate to be observed.

The value of the period is based on this overnight compounded rate.

Parameters:

overnightRate - 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<OvernightInArrearsCapletFloorletBinaryPeriod>