Class ResolvedCds.Builder

    • Method Detail

      • set

        public ResolvedCds.Builder set​(java.lang.String propertyName,
                                       java.lang.Object newValue)
      • buySell

        public ResolvedCds.Builder buySell​(BuySell buySell)
        Sets whether the CDS is buy or sell.

        A value of 'Buy' implies buying protection, where the fixed coupon is paid and the protection is received in the event of default. A value of 'Sell' implies selling protection, where the fixed coupon is received and the protection is paid in the event of default.

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

        public ResolvedCds.Builder legalEntityId​(StandardId legalEntityId)
        Sets the legal entity identifier.

        This identifier is used for the reference legal entity of the CDS.

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

        public ResolvedCds.Builder paymentPeriods​(java.util.List<CreditCouponPaymentPeriod> paymentPeriods)
        Sets the periodic payments based on the fixed rate.

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

        public ResolvedCds.Builder paymentPeriods​(CreditCouponPaymentPeriod... paymentPeriods)
        Sets the paymentPeriods property in the builder from an array of objects.
        Parameters:
        paymentPeriods - the new value, not empty
        Returns:
        this, for chaining, not null
      • protectionEndDate

        public ResolvedCds.Builder protectionEndDate​(java.time.LocalDate protectionEndDate)
        Sets the protection end date.

        This may be different from the accrual end date of the last payment period in periodicPayments.

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

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

        This is used to convert dates to a numerical value.

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

        public ResolvedCds.Builder paymentOnDefault​(PaymentOnDefault paymentOnDefault)
        Sets the payment on default.

        Whether the accrued premium is paid in the event of a default.

        Parameters:
        paymentOnDefault - the new value, not null
        Returns:
        this, for chaining, not null
      • protectionStart

        public ResolvedCds.Builder protectionStart​(ProtectionStartOfDay protectionStart)
        Sets the protection start of the day.

        When the protection starts on the start date.

        Parameters:
        protectionStart - the new value, not null
        Returns:
        this, for chaining, not null
      • stepinDateOffset

        public ResolvedCds.Builder stepinDateOffset​(DaysAdjustment stepinDateOffset)
        Sets the number of days between valuation date and step-in date.

        The step-in date is also called protection effective date. It is usually 1 calendar day for standardized CDS contracts.

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

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

        It is usually 3 business days for standardized CDS contracts.

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