Class ResolvedCmsLeg.Builder

    • Method Detail

      • payReceive

        public ResolvedCmsLeg.Builder payReceive​(PayReceive payReceive)
        Sets whether the leg is pay or receive.

        A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative swap rates can result in a payment in the opposite direction to that implied by this indicator.

        The value of this flag should match the signs of the payment period notionals.

        Parameters:
        payReceive - the new value, not null
        Returns:
        this, for chaining, not null
      • cmsPeriods

        public ResolvedCmsLeg.Builder cmsPeriods​(java.util.List<CmsPeriod> cmsPeriods)
        Sets the periodic payments based on the successive observed values of a swap index.

        Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.

        Parameters:
        cmsPeriods - the new value, not empty
        Returns:
        this, for chaining, not null
      • cmsPeriods

        public ResolvedCmsLeg.Builder cmsPeriods​(CmsPeriod... cmsPeriods)
        Sets the cmsPeriods property in the builder from an array of objects.
        Parameters:
        cmsPeriods - the new value, not empty
        Returns:
        this, for chaining, not null