Class CmsPeriod.Builder

    • Method Detail

      • set

        public CmsPeriod.Builder set​(java.lang.String propertyName,
                                     java.lang.Object newValue)
      • currency

        public CmsPeriod.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
      • notional

        public CmsPeriod.Builder notional​(double notional)
        Sets the notional amount, positive if receiving, negative if paying.

        The notional amount applicable during the period. The currency of the notional is specified by currency.

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

        public CmsPeriod.Builder startDate​(java.time.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 CmsPeriod.Builder endDate​(java.time.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 CmsPeriod.Builder unadjustedStartDate​(java.time.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 CmsPeriod.Builder unadjustedEndDate​(java.time.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 CmsPeriod.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 CmsPeriod.Builder paymentDate​(java.time.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
      • fixingDate

        public CmsPeriod.Builder fixingDate​(java.time.LocalDate fixingDate)
        Sets the date of the index fixing.

        This is an adjusted date with any business day applied.

        Parameters:
        fixingDate - the new value, not null
        Returns:
        this, for chaining, not null
      • caplet

        public CmsPeriod.Builder caplet​(java.lang.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 CmsPeriod.Builder floorlet​(java.lang.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
      • dayCount

        public CmsPeriod.Builder dayCount​(DayCount dayCount)
        Sets the day count of the period.
        Parameters:
        dayCount - the new value, not null
        Returns:
        this, for chaining, not null
      • index

        public CmsPeriod.Builder index​(SwapIndex index)
        Sets the swap index.

        The swap rate to be paid is the observed value of this index.

        Parameters:
        index - the new value, not null
        Returns:
        this, for chaining, not null
      • underlyingSwap

        public CmsPeriod.Builder underlyingSwap​(ResolvedSwap underlyingSwap)
        Sets the underlying swap.

        The interest rate swap for which the swap rate is referred.

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