Class ImmutableIborFixingDepositConvention.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborFixingDepositConvention>
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- com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
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- All Implemented Interfaces:
org.joda.beans.BeanBuilder<ImmutableIborFixingDepositConvention>
- Enclosing class:
- ImmutableIborFixingDepositConvention
public static final class ImmutableIborFixingDepositConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborFixingDepositConvention>
The bean-builder forImmutableIborFixingDepositConvention
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ImmutableIborFixingDepositConvention
build()
ImmutableIborFixingDepositConvention.Builder
businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.ImmutableIborFixingDepositConvention.Builder
currency(Currency currency)
Sets the primary currency, optional with defaulting getter.ImmutableIborFixingDepositConvention.Builder
dayCount(DayCount dayCount)
Sets the day count convention applicable, optional with defaulting getter.ImmutableIborFixingDepositConvention.Builder
fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date, optional with defaulting getter.Object
get(String propertyName)
ImmutableIborFixingDepositConvention.Builder
index(IborIndex index)
Sets the Ibor index.ImmutableIborFixingDepositConvention.Builder
name(String name)
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.ImmutableIborFixingDepositConvention.Builder
set(String propertyName, Object newValue)
ImmutableIborFixingDepositConvention.Builder
set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableIborFixingDepositConvention.Builder
spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date, optional with defaulting getter.String
toString()
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Method Detail
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get
public Object get(String propertyName)
- Specified by:
get
in interfaceorg.joda.beans.BeanBuilder<ImmutableIborFixingDepositConvention>
- Overrides:
get
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborFixingDepositConvention>
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set
public ImmutableIborFixingDepositConvention.Builder set(String propertyName, Object newValue)
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set
public ImmutableIborFixingDepositConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
- Specified by:
set
in interfaceorg.joda.beans.BeanBuilder<ImmutableIborFixingDepositConvention>
- Overrides:
set
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborFixingDepositConvention>
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build
public ImmutableIborFixingDepositConvention build()
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index
public ImmutableIborFixingDepositConvention.Builder index(IborIndex index)
Sets the Ibor index.The floating rate to be paid or received is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.
- Parameters:
index
- the new value, not null- Returns:
- this, for chaining, not null
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name
public ImmutableIborFixingDepositConvention.Builder name(String name)
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.This will default to the name of the index if not specified.
- Parameters:
name
- the new value- Returns:
- this, for chaining, not null
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currency
public ImmutableIborFixingDepositConvention.Builder currency(Currency currency)
Sets the primary currency, optional with defaulting getter.This is the currency of the deposit and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.
This will default to the currency of the index if not specified.
- Parameters:
currency
- the new value- Returns:
- this, for chaining, not null
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dayCount
public ImmutableIborFixingDepositConvention.Builder dayCount(DayCount dayCount)
Sets the day count convention applicable, optional with defaulting getter.This is used to convert dates to a numerical value. The data model permits the day count to differ from that of the index, however the two are typically the same.
This will default to the day count of the index if not specified.
- Parameters:
dayCount
- the new value- Returns:
- this, for chaining, not null
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spotDateOffset
public ImmutableIborFixingDepositConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date, optional with defaulting getter.The offset is applied to the trade date and is typically plus 2 business days. The start date of the deposit is equal to the spot date and the end date of the deposit is relative to the start date.
This will default to the effective date offset of the index if not specified.
- Parameters:
spotDateOffset
- the new value- Returns:
- this, for chaining, not null
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businessDayAdjustment
public ImmutableIborFixingDepositConvention.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.
This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
- Parameters:
businessDayAdjustment
- the new value- Returns:
- this, for chaining, not null
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fixingDateOffset
public ImmutableIborFixingDepositConvention.Builder fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date, optional with defaulting getter.The offset is applied to the start date and is typically minus 2 business days. The data model permits the offset to differ from that of the index, however the two are typically the same.
This will default to the fixing date offset of the index if not specified.
- Parameters:
fixingDateOffset
- the new value- Returns:
- this, for chaining, not null
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toString
public String toString()
- Overrides:
toString
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborFixingDepositConvention>
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