Class Dsf.Builder

    • Method Detail

      • set

        public Dsf.Builder set​(java.lang.String propertyName,
                               java.lang.Object newValue)
      • build

        public Dsf build()
      • securityId

        public Dsf.Builder securityId​(SecurityId securityId)
        Sets the security identifier.

        This identifier uniquely identifies the security within the system.

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

        public Dsf.Builder notional​(double notional)
        Sets the notional of the futures.

        This is also called face value or contract value.

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

        public Dsf.Builder lastTradeDate​(java.time.LocalDate lastTradeDate)
        Sets the last date of trading.

        This date must be before the delivery date of the underlying swap.

        Parameters:
        lastTradeDate - the new value, not null
        Returns:
        this, for chaining, not null
      • deliveryDate

        public Dsf.Builder deliveryDate​(java.time.LocalDate deliveryDate)
        Sets the delivery date.

        The underlying swap is delivered on this date.

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

        public Dsf.Builder underlyingSwap​(Swap underlyingSwap)
        Sets the underlying swap.

        The delivery date of the future is typically the first accrual date of the underlying swap. The swap should be a receiver swap of notional 1.

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